Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REMEX (EMERGING MARKETS FUND CLASS E) | NA | -1.47% | 0.62% | 3.31% | 2.54% | 5.88% | 6.26% | … | … |
Data as of 07/09/2020, Common starting date is 02/18/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REMEX (EMERGING MARKETS FUND CLASS E) | 02/18/1999 | 07/09/2020 |
| 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 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.50 | -1.47 | 0.62 | 3.31 | 2.54 | 5.88 | 6.26 | … | … | -8.56 | 18.82 | -16.91 | 35.11 | 11.59 | -16.00 | -2.91 | -1.72 | 18.36 | -18.22 | 19.90 | 83.74 | -54.27 | 37.77 | 30.89 | 30.84 | 27.61 | 58.01 | -7.68 | -3.60 | -30.87 | 54.92 |
| Sharpe Ratio | NA | -0.08 | -0.01 | 0.13 | 0.12 | NA | NA | … | … | -0.42 | 1.36 | -1.09 | 3.67 | 0.66 | -0.96 | -0.25 | -0.14 | 1.23 | -0.74 | 0.97 | 2.75 | -1.22 | 1.56 | 1.49 | 2.28 | 1.68 | 4.38 | -0.55 | -0.31 | -1.83 | 4.68 |
| Standard Deviation(%) | NA | 29.28 | 20.57 | 18.93 | 17.69 | NA | NA | … | … | 38.94 | 12.77 | 16.68 | 9.44 | 17.24 | 16.76 | 11.52 | 12.63 | 15.07 | 24.62 | 20.52 | 30.44 | 45.12 | 22.34 | 18.63 | 12.56 | 15.88 | 13.09 | 15.88 | 19.38 | 19.11 | 13.23 |
| Draw Down(%) | NA | 36.04 | 41.40 | 41.40 | 41.40 | NA | NA | … | … | 36.04 | 11.57 | 26.74 | 4.52 | 12.16 | 26.51 | 17.64 | 15.91 | 16.86 | 28.87 | 17.22 | 24.72 | 65.06 | 17.93 | 25.87 | 11.62 | 19.97 | 11.69 | 30.59 | 31.66 | 37.80 | 11.87 |
| Yield(%) | 0.00 | 2.24 | 2.24 | 1.70 | 2.26 | 6.33 | 6.73 | … | … | 0.00 | 2.48 | 3.26 | 0.93 | 0.92 | 0.00 | 2.71 | 3.25 | 0.79 | 4.40 | 2.09 | 4.31 | 2.21 | 28.28 | 17.97 | 5.91 | 1.01 | 3.78 | 0.14 | 0.00 | 0.33 | 0.90 |
Data as of 07/09/2020, Common starting date is 02/18/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REMEX (EMERGING MARKETS FUND CLASS E) |
-17.02%
Mar 2000 – Mar 2003 |
-5.55%
Jan 2011 – Jan 2016 |
-0.29%
Mar 2010 – Mar 2020 |
4.64%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REMEX (EMERGING MARKETS FUND CLASS E) |
47.59%
Mar 2003 – Mar 2006 |
39.61%
Oct 2002 – Oct 2007 |
17.26%
Mar 2003 – Mar 2013 |
12.91%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart