Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REDW (Redwood Financial Inc) | NA | 1.45% | 9.48% | 9.91% | 19.62% | 19.44% | 11.75% | … | … |
Data as of 11/01/2024, Common starting date is 06/17/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REDW (Redwood Financial Inc) | 06/17/2004 | 11/01/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.45 | 9.48 | 9.91 | 19.62 | 19.44 | 11.75 | … | … | 0.00 | 44.93 | -10.99 | 1.73 | 6.30 | 49.65 | 74.65 | 26.32 | -0.27 | 23.87 | 50.30 | 31.82 | 35.13 | 20.83 | -4.00 | -20.00 | -21.87 | -20.00 | -2.44 | 2.50 | -5.88 |
| Sharpe Ratio | NA | -3.54 | 0.19 | 0.26 | 0.74 | NA | NA | … | … | 0.00 | 1.15 | -0.34 | 0.92 | 0.17 | 1.58 | 3.19 | 1.62 | -0.08 | 1.36 | 1.48 | 0.60 | 1.74 | 0.68 | -0.22 | -0.78 | -0.44 | -0.66 | -0.22 | 0.03 | -0.55 |
| Standard Deviation(%) | NA | 1.44 | 29.67 | 28.73 | 24.38 | NA | NA | … | … | NA | 35.83 | 36.98 | 1.85 | 34.88 | 30.48 | 23.10 | 15.89 | 6.11 | 17.49 | 33.95 | 52.68 | 20.39 | 30.74 | 18.45 | 25.84 | 52.19 | 35.08 | 25.64 | 12.69 | 21.24 |
| Draw Down(%) | NA | 0.00 | 30.49 | 42.37 | 42.37 | NA | NA | … | … | 0.00 | 0.01 | 30.49 | 0.47 | 22.02 | 10.26 | 6.25 | 5.75 | 5.48 | 7.59 | 0.04 | 20.00 | 0.00 | 12.45 | 26.15 | 30.23 | 25.00 | 28.75 | 13.42 | 9.09 | 11.76 |
| Yield(%) | 0.00 | 1.43 | 1.74 | 1.93 | 4.14 | 6.70 | 3.23 | … | … | 0.00 | 2.05 | 1.74 | 1.70 | 1.74 | 1.92 | 1.11 | 1.25 | 1.10 | 1.18 | 1.55 | 1.95 | 2.16 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/01/2024, Common starting date is 06/17/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REDW (Redwood Financial Inc) |
-20.63%
Dec 2006 – Dec 2009 |
-14.08%
Nov 2005 – Nov 2010 |
3.99%
Feb 2005 – Feb 2015 |
11.86%
Jul 2004 – Jul 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REDW (Redwood Financial Inc) |
52.75%
Aug 2017 – Aug 2020 |
38.55%
Jul 2015 – Jul 2020 |
32.05%
Sep 2010 – Sep 2020 |
19.47%
Aug 2009 – Aug 2024 |
Annualized Rolling Returns Comparison Chart