Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RELEX (EQUITY GROWTH STRATEGY FUND CLASS E) | NA | -56.03% | -21.80% | -11.34% | -1.55% | -1.07% | -0.66% | 0.49% |
Data as of 07/09/2020, AR inception is 09/30/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RELEX (EQUITY GROWTH STRATEGY FUND CLASS E) | 09/30/1997 | 07/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -52.80 | -56.03 | -21.80 | -11.34 | -1.55 | -1.07 | -0.66 | 0.49 | -12.55 | 18.61 | -9.55 | 15.78 | 10.82 | -3.95 | 3.11 | 19.55 | 14.66 | -7.13 | 13.86 | 30.79 | -42.07 | 7.48 | 18.60 | 9.98 | 14.88 | 34.05 | -19.01 | -12.23 | -6.81 | 20.32 | 13.19 | -8.33 |
| Sharpe Ratio | NA | -0.31 | -0.06 | 0.13 | 0.37 | NA | NA | 0.14 | -0.61 | 2.08 | -1.08 | 2.52 | 0.84 | -0.31 | 0.33 | 1.98 | 1.14 | -0.31 | 0.71 | 1.06 | -1.04 | 0.27 | 1.35 | 0.80 | 1.31 | 2.33 | -0.93 | -0.82 | -0.58 | 1.30 | 0.58 | -1.32 |
| Standard Deviation(%) | NA | 27.92 | 17.68 | 15.66 | 15.14 | NA | NA | 18.36 | 38.12 | 8.27 | 10.12 | 6.03 | 12.60 | 12.81 | 9.42 | 9.87 | 12.94 | 23.21 | 19.30 | 29.00 | 41.14 | 16.71 | 11.41 | 9.74 | 10.63 | 14.33 | 21.72 | 18.08 | 18.64 | 13.17 | 17.07 | 24.62 |
| Draw Down(%) | NA | 33.97 | 33.97 | 33.97 | 33.97 | NA | NA | 59.50 | 33.97 | 5.27 | 17.01 | 1.89 | 11.07 | 13.69 | 8.70 | 7.68 | 12.83 | 23.07 | 15.67 | 28.22 | 53.66 | 11.27 | 11.66 | 6.77 | 8.73 | 12.88 | 30.10 | 28.05 | 14.98 | 9.66 | 23.37 | 13.94 |
| Yield(%) | 0.00 | 4.16 | 3.68 | 3.13 | 3.35 | 3.40 | 2.74 | 3.45 | 0.97 | 3.55 | 4.48 | 2.83 | 2.14 | 1.25 | 2.41 | 2.22 | 1.42 | 1.04 | 1.55 | 2.00 | 5.59 | 8.36 | 5.86 | 1.73 | 1.20 | 1.30 | 0.31 | 1.81 | 8.95 | 3.82 | 2.17 | 3.27 |
Data as of 07/09/2020, AR inception is 09/30/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RELEX (EQUITY GROWTH STRATEGY FUND CLASS E) |
-17.03%
Feb 2006 - Feb 2009 |
-6.11%
Feb 2004 - Feb 2009 |
-1.83%
Feb 1999 - Feb 2009 |
2.69%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RELEX (EQUITY GROWTH STRATEGY FUND CLASS E) |
23.71%
Mar 2003 - Mar 2006 |
18.74%
Feb 2009 - Feb 2014 |
11.33%
Feb 2009 - Feb 2019 |
8.07%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart