Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RECN (Resources Connection Inc) | NA | -32.13% | -6.11% | -6.62% | -2.25% | -2.27% | NA | … | … |
Data as of 04/07/2020, Common starting date is 12/15/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RECN (Resources Connection Inc) | 12/15/2000 | 04/07/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.11 | -32.13 | -6.11 | -6.62 | -2.25 | -2.27 | NA | … | … | -36.29 | 18.92 | -4.38 | -18.76 | 24.62 | 3.58 | 19.84 | 25.20 | 16.79 | -41.32 | -11.39 | 29.55 | -9.80 | -40.76 | 21.95 | -3.85 | 98.86 | 17.66 | -11.85 | 38.58 | 18.75 |
| Sharpe Ratio | NA | -0.73 | -0.20 | -0.24 | -0.10 | NA | NA | … | … | -1.20 | 0.56 | -0.17 | -0.60 | 0.98 | 0.20 | 0.88 | 1.27 | 0.84 | -1.09 | -0.49 | 0.97 | -0.19 | -1.07 | 0.61 | -0.16 | 2.22 | 0.44 | -0.22 | 0.56 | 368.66 |
| Standard Deviation(%) | NA | 40.77 | 36.14 | 30.43 | 27.58 | NA | NA | … | … | 68.56 | 31.41 | 34.45 | 32.23 | 24.91 | 18.16 | 22.59 | 19.86 | 19.98 | 38.03 | 23.38 | 30.25 | 56.51 | 40.91 | 30.80 | 37.02 | 44.17 | 38.22 | 59.24 | 66.56 | 33.07 |
| Draw Down(%) | NA | 48.10 | 49.70 | 49.70 | 60.04 | NA | NA | … | … | 47.64 | 22.46 | 27.50 | 38.41 | 18.91 | 16.75 | 19.53 | 17.74 | 22.95 | 60.04 | 48.44 | 27.09 | 46.85 | 46.84 | 22.52 | 34.82 | 29.81 | 28.74 | 61.51 | 46.97 | 0.75 |
| Yield(%) | 0.00 | 3.50 | 4.07 | 3.64 | 2.93 | 2.06 | 2.08 | … | … | 0.86 | 3.88 | 4.03 | 2.37 | 5.31 | 4.48 | 4.21 | 4.29 | 4.00 | 1.94 | 0.74 | 0.00 | 0.00 | 3.86 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/07/2020, Common starting date is 12/15/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RECN (Resources Connection Inc) |
-28.07%
Aug 2007 – Aug 2010 |
-18.49%
Dec 2006 – Dec 2011 |
-6.31%
May 2007 – May 2017 |
-1.94%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RECN (Resources Connection Inc) |
60.21%
Sep 2002 – Sep 2005 |
29.05%
Aug 2002 – Aug 2007 |
7.32%
Sep 2002 – Sep 2012 |
6.60%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart