Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REBEX (U.S. SMALL CAP EQUITY FUND CLASS E) | NA | -16.47% | -1.99% | 1.64% | 8.53% | 5.06% | 5.34% | … | … |
Data as of 07/09/2020, Common starting date is 07/01/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REBEX (U.S. SMALL CAP EQUITY FUND CLASS E) | 07/01/1999 | 07/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.99 | -16.47 | -1.99 | 1.64 | 8.53 | 5.06 | 5.34 | … | … | -20.83 | 23.21 | -12.31 | 13.99 | 21.45 | -6.57 | 3.75 | 43.60 | 13.83 | -4.24 | 26.55 | 31.98 | -43.95 | 4.55 | 15.85 | 5.99 | 14.30 | 46.41 | -19.08 | -2.09 | 9.11 | 13.78 |
| Sharpe Ratio | NA | -0.42 | -0.12 | 0.04 | 0.37 | NA | NA | … | … | -0.66 | 1.47 | -0.81 | 1.16 | 1.17 | -0.40 | 0.24 | 2.98 | 0.82 | -0.14 | 1.15 | 0.98 | -1.04 | 0.08 | 0.78 | 0.27 | 0.86 | 2.53 | -0.81 | -0.21 | 0.18 | 0.72 |
| Standard Deviation(%) | NA | 41.03 | 26.68 | 23.32 | 21.73 | NA | NA | … | … | 55.32 | 14.81 | 16.88 | 11.55 | 18.09 | 16.37 | 15.75 | 14.62 | 16.85 | 31.17 | 23.06 | 32.62 | 42.98 | 18.40 | 16.08 | 14.05 | 15.44 | 18.05 | 24.77 | 21.71 | 28.22 | 36.03 |
| Draw Down(%) | NA | 43.53 | 45.00 | 45.00 | 45.00 | NA | NA | … | … | 43.53 | 8.58 | 26.91 | 5.74 | 15.14 | 16.33 | 13.31 | 5.40 | 13.45 | 28.31 | 19.55 | 29.76 | 56.33 | 12.90 | 15.01 | 9.70 | 14.45 | 13.46 | 35.64 | 26.20 | 19.51 | 22.68 |
| Yield(%) | 0.00 | 3.97 | 9.43 | 7.41 | 10.06 | 6.85 | 6.56 | … | … | 0.00 | 4.62 | 13.03 | 12.38 | 0.53 | 6.70 | 7.07 | 17.90 | 0.83 | 0.10 | 0.58 | 0.41 | 0.49 | 17.28 | 22.59 | 26.78 | 13.72 | 0.00 | 0.33 | 0.21 | 15.84 | 5.07 |
Data as of 07/09/2020, Common starting date is 07/01/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REBEX (U.S. SMALL CAP EQUITY FUND CLASS E) |
-20.29%
Feb 2006 – Feb 2009 |
-8.71%
Feb 2004 – Feb 2009 |
1.42%
Aug 2000 – Aug 2010 |
4.36%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REBEX (U.S. SMALL CAP EQUITY FUND CLASS E) |
29.67%
Feb 2009 – Feb 2012 |
26.65%
Feb 2009 – Feb 2014 |
16.03%
Feb 2009 – Feb 2019 |
10.42%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart