Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REQEX (U.S. DEFENSIVE EQUITY FUND CLASS E) | NA | -58.49% | -19.41% | -8.80% | 2.31% | 0.77% | 0.10% | … | … |
Data as of 07/09/2020, Common starting date is 07/01/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REQEX (U.S. DEFENSIVE EQUITY FUND CLASS E) | 07/01/1999 | 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 (%) | -60.66 | -58.49 | -19.41 | -8.80 | 2.31 | 0.77 | 0.10 | … | … | -3.48 | 29.90 | -2.66 | 17.02 | 10.02 | 2.05 | 12.58 | 30.14 | 11.36 | 4.18 | 12.30 | 22.83 | -37.53 | 2.50 | 13.54 | 6.47 | 10.46 | 29.47 | -22.96 | -10.47 | -7.51 | 6.83 |
| Sharpe Ratio | NA | 0.15 | 0.41 | 0.51 | 0.72 | NA | NA | … | … | -0.17 | 2.62 | -0.27 | 1.21 | 0.93 | 0.15 | 1.21 | 2.95 | 0.91 | 0.17 | 0.69 | 0.85 | -0.95 | -0.03 | 0.95 | 0.39 | 0.83 | 1.72 | -0.93 | -0.59 | -0.49 | 0.64 |
| Standard Deviation(%) | NA | 30.36 | 21.35 | 18.01 | 16.51 | NA | NA | … | … | 40.90 | 10.86 | 14.75 | 13.64 | 10.54 | 13.84 | 10.39 | 10.20 | 12.58 | 23.83 | 17.76 | 26.66 | 40.48 | 16.43 | 10.87 | 10.97 | 11.40 | 16.77 | 25.87 | 21.95 | 23.58 | 16.67 |
| Draw Down(%) | NA | 30.59 | 30.59 | 30.59 | 30.59 | NA | NA | … | … | 30.59 | 4.94 | 16.02 | 8.87 | 7.19 | 10.29 | 6.14 | 5.63 | 10.38 | 19.82 | 15.98 | 28.51 | 49.47 | 10.73 | 9.00 | 7.31 | 9.18 | 13.06 | 33.59 | 28.42 | 18.10 | 11.84 |
| Yield(%) | 0.13 | 11.97 | 10.92 | 9.10 | 9.37 | 6.03 | 4.11 | … | … | 0.16 | 16.19 | 8.55 | 10.52 | 8.67 | 1.03 | 1.10 | 1.06 | 1.17 | 0.81 | 1.12 | 1.22 | 0.70 | 10.81 | 8.82 | 3.50 | 0.90 | 0.90 | 0.48 | 0.51 | 5.32 | 13.22 |
Data as of 07/09/2020, Common starting date is 07/01/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REQEX (U.S. DEFENSIVE EQUITY FUND CLASS E) |
-16.95%
Feb 2006 – Feb 2009 |
-7.66%
Feb 2004 – Feb 2009 |
-2.79%
Aug 2000 – Aug 2010 |
2.75%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REQEX (U.S. DEFENSIVE EQUITY FUND CLASS E) |
24.81%
Feb 2009 – Feb 2012 |
21.02%
Feb 2009 – Feb 2014 |
15.00%
Feb 2009 – Feb 2019 |
9.02%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart