Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REDSX (U.S. DEFENSIVE EQUITY FUND CLASS I) | NA | 2.09% | 6.35% | 10.80% | 5.87% | 7.29% | 6.12% | … | … |
Data as of 08/18/2017, Common starting date is 05/29/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REDSX (U.S. DEFENSIVE EQUITY FUND CLASS I) | 05/29/1987 | 08/18/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.69 | 2.09 | 6.35 | 10.80 | 5.87 | 7.29 | 6.12 | … | … | 0.39 | 10.38 | 2.39 | 12.94 | 30.56 | 11.72 | 4.47 | 12.32 | 23.16 | -35.73 | 2.63 | 13.85 | 6.71 | 10.72 | 29.78 | -22.85 | -10.31 | -7.42 | 22.05 | 25.96 | 29.42 | 10.29 | 27.01 | -3.51 | 5.76 | 4.09 | 27.22 | -6.58 | 23.90 | 17.19 | -15.38 |
| Sharpe Ratio | NA | 0.16 | 0.51 | 0.94 | 0.28 | NA | NA | … | … | 0.01 | 0.96 | 0.17 | 1.24 | 2.99 | 0.94 | 0.19 | 0.69 | 0.86 | -0.90 | -0.02 | 0.98 | 0.41 | 0.86 | 1.74 | -0.93 | -0.58 | -0.48 | 1.07 | 1.12 | -1.47 | 0.44 | 2.05 | -0.64 | 0.34 | 0.17 | 1.67 | -0.79 | 1.68 | 0.93 | -0.89 |
| Standard Deviation(%) | NA | 10.38 | 12.00 | 11.27 | 20.31 | NA | NA | … | … | 11.40 | 10.57 | 13.83 | 10.38 | 10.21 | 12.56 | 23.83 | 17.77 | 26.69 | 40.44 | 16.43 | 10.86 | 10.98 | 11.39 | 16.74 | 25.88 | 21.95 | 23.64 | 17.60 | 20.15 | 17.55 | 15.40 | 11.32 | 10.14 | 10.87 | 9.92 | 14.02 | 14.92 | 10.85 | 13.44 | 32.20 |
| Draw Down(%) | NA | 8.78 | 10.26 | 10.26 | 55.13 | NA | NA | … | … | 8.78 | 7.14 | 10.26 | 6.13 | 5.60 | 10.34 | 19.74 | 16.07 | 28.48 | 48.04 | 10.68 | 8.97 | 7.28 | 9.07 | 13.02 | 33.55 | 28.37 | 18.08 | 11.79 | 21.49 | 11.43 | 12.55 | 9.67 | 9.26 | 7.34 | 6.80 | 7.50 | 19.49 | 8.29 | 6.15 | 30.77 |
| Yield(%) | 0.00 | 8.00 | 4.04 | 3.93 | 3.36 | 4.50 | 4.89 | … | … | 0.36 | 9.02 | 1.39 | 1.52 | 1.44 | 1.67 | 1.09 | 1.18 | 1.47 | 3.14 | 11.06 | 9.07 | 3.75 | 1.15 | 1.12 | 0.58 | 0.68 | 5.57 | 17.50 | 12.62 | 19.42 | 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, Common starting date is 05/29/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REDSX (U.S. DEFENSIVE EQUITY FUND CLASS I) |
-16.04%
Feb 2006 – Feb 2009 |
-6.96%
Feb 2004 – Feb 2009 |
-3.15%
Feb 1999 – Feb 2009 |
3.16%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REDSX (U.S. DEFENSIVE EQUITY FUND CLASS I) |
27.89%
Mar 1997 – Mar 2000 |
22.75%
Dec 1994 – Dec 1999 |
15.26%
Aug 1990 – Aug 2000 |
9.50%
Sep 1990 – Sep 2005 |
Annualized Rolling Returns Comparison Chart