Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RFAEX (INVESTMENT GRADE BOND FUND CLASS E) | NA | 9.24% | 5.04% | 3.96% | 3.64% | 4.22% | 4.75% | … | … |
Data as of 07/09/2020, Common starting date is 07/01/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RFAEX (INVESTMENT GRADE BOND 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 (%) | 0.40 | 9.24 | 5.04 | 3.96 | 3.64 | 4.22 | 4.75 | … | … | 6.68 | 8.60 | -1.05 | 3.17 | 2.28 | 0.21 | 5.67 | -2.62 | 6.01 | 5.82 | 8.29 | 14.63 | -3.00 | 5.96 | 3.92 | 1.87 | 4.04 | 3.98 | 7.38 | 7.91 | 11.14 | 1.74 |
| Sharpe Ratio | NA | 1.47 | 0.98 | 0.78 | 0.88 | NA | NA | … | … | 1.85 | 1.98 | -0.85 | 0.97 | 0.41 | 0.05 | 2.24 | -0.80 | 2.46 | 1.80 | 2.20 | 3.19 | -0.58 | 0.79 | 0.21 | -0.10 | 0.83 | 0.48 | 1.60 | 1.34 | 2.07 | 0.03 |
| Standard Deviation(%) | NA | 5.76 | 4.04 | 4.11 | 3.66 | NA | NA | … | … | 6.95 | 3.63 | 2.79 | 2.64 | 5.06 | 3.70 | 2.52 | 3.33 | 2.44 | 3.22 | 3.73 | 4.55 | 6.74 | 3.73 | 3.04 | 2.94 | 3.74 | 6.90 | 3.93 | 4.24 | 3.44 | 4.47 |
| Draw Down(%) | NA | 8.58 | 8.58 | 8.58 | 8.58 | NA | NA | … | … | 8.58 | 2.32 | 3.46 | 1.54 | 6.21 | 2.97 | 1.11 | 5.39 | 1.12 | 1.69 | 3.36 | 3.94 | 10.27 | 2.54 | 2.25 | 2.66 | 4.31 | 4.66 | 2.07 | 3.34 | 2.77 | 2.57 |
| Yield(%) | 0.08 | 2.58 | 2.16 | 2.88 | 3.11 | 3.58 | 4.23 | … | … | 0.53 | 3.17 | 2.17 | 1.11 | 4.84 | 3.50 | 3.05 | 0.74 | 4.76 | 3.53 | 5.57 | 6.18 | 3.40 | 4.82 | 4.48 | 3.50 | 5.51 | 6.35 | 4.40 | 6.77 | 6.66 | 4.24 |
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 |
|---|---|---|---|---|
| RFAEX (INVESTMENT GRADE BOND FUND CLASS E) |
0.50%
Oct 2015 – Oct 2018 |
1.04%
Apr 2013 – Apr 2018 |
3.33%
Mar 2010 – Mar 2020 |
3.50%
Sep 2003 – Sep 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RFAEX (INVESTMENT GRADE BOND FUND CLASS E) |
10.80%
Oct 2008 – Oct 2011 |
7.42%
Oct 2008 – Oct 2013 |
5.98%
Jul 2000 – Jul 2010 |
5.46%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart