Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| REBSX (U.S. SMALL CAP EQUITY FUND CLASS I) | NA | 10.93% | 6.05% | 12.15% | 6.15% | 8.91% | 7.75% | 7.09% |
Data as of 08/18/2017, AR inception is 12/28/1981
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REBSX (U.S. SMALL CAP EQUITY FUND CLASS I) | 12/28/1981 | 08/18/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.78 | 10.93 | 6.05 | 12.15 | 6.15 | 8.91 | 7.75 | 7.09 | -0.13 | 21.88 | -6.24 | 4.16 | 44.25 | 14.14 | -3.98 | 26.52 | 32.31 | -43.79 | 4.46 | 16.14 | 6.10 | 14.49 | 46.69 | -18.98 | -1.92 | 9.24 | 22.62 | 0.70 | 26.05 | 4.58 | 16.74 | -4.75 | -2.95 | 6.40 | 39.14 | -15.45 | 6.54 | 15.24 | -13.12 | -3.73 | 28.18 | -8.04 | 8.08 | 14.37 | 0.75 |
| Sharpe Ratio | NA | 0.77 | 0.36 | 0.77 | 0.24 | NA | NA | 0.15 | -0.06 | 1.22 | -0.38 | 0.26 | 3.03 | 0.84 | -0.13 | 1.15 | 0.99 | -1.04 | 0.08 | 0.80 | 0.28 | 0.88 | 2.55 | -0.81 | -0.20 | 0.18 | 1.30 | -0.12 | -1.91 | 0.06 | 0.96 | -0.72 | -0.26 | 0.32 | 2.60 | -1.33 | 0.05 | 0.74 | -0.54 | -0.31 | 0.98 | -0.94 | 0.10 | 0.41 | 11.56 |
| Standard Deviation(%) | NA | 13.71 | 16.14 | 15.59 | 24.57 | NA | NA | 20.58 | 12.75 | 17.71 | 16.33 | 15.75 | 14.60 | 16.83 | 31.16 | 23.07 | 32.67 | 43.04 | 18.40 | 16.09 | 14.06 | 15.46 | 18.03 | 24.78 | 21.73 | 28.22 | 14.88 | 21.92 | 15.19 | 17.02 | 13.41 | 10.67 | 19.07 | 12.35 | 13.53 | 15.55 | 17.84 | 14.14 | 31.38 | 24.99 | 23.33 | 15.67 | 19.20 | 16.54 | 6.85 |
| Draw Down(%) | NA | 8.01 | 25.63 | 25.63 | 62.04 | NA | NA | 62.04 | 6.32 | 15.07 | 16.22 | 13.23 | 5.40 | 13.38 | 28.25 | 19.71 | 29.74 | 56.21 | 12.90 | 14.99 | 9.66 | 14.38 | 13.42 | 35.58 | 26.15 | 19.48 | 11.31 | 36.98 | 13.38 | 14.44 | 12.76 | 12.53 | 17.48 | 13.45 | 6.79 | 28.44 | 20.13 | 10.79 | 35.96 | 19.78 | 10.86 | 15.73 | 12.85 | 12.66 | 0.00 |
| Yield(%) | 0.00 | 0.85 | 4.95 | 7.84 | 5.14 | 9.00 | 7.49 | 7.45 | 0.00 | 0.95 | 7.02 | 7.37 | 18.20 | 1.12 | 0.34 | 0.61 | 0.66 | 0.70 | 17.41 | 22.66 | 26.96 | 13.88 | 0.18 | 0.38 | 0.41 | 16.09 | 6.51 | 6.54 | 15.56 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/18/2017, AR inception is 12/28/1981
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REBSX (U.S. SMALL CAP EQUITY FUND CLASS I) |
-20.18%
Feb 2006 - Feb 2009 |
-8.58%
Feb 2004 - Feb 2009 |
1.30%
Feb 1999 - Feb 2009 |
2.84%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REBSX (U.S. SMALL CAP EQUITY FUND CLASS I) |
29.89%
Feb 2009 - Feb 2012 |
26.97%
Feb 2009 - Feb 2014 |
12.58%
Oct 1990 - Oct 2000 |
10.35%
Oct 1990 - Oct 2005 |
Annualized Rolling Returns Comparison Chart