Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RFCEX (STRATEGIC BOND FUND CLASS E) | NA | 8.72% | 4.96% | 4.01% | 4.00% | 4.38% | 4.47% | … | … |
Data as of 07/09/2020, Common starting date is 07/01/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RFCEX (STRATEGIC 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 (%) | 0.42 | 8.72 | 4.96 | 4.01 | 4.00 | 4.38 | 4.47 | … | … | 5.98 | 9.10 | -1.16 | 3.75 | 2.92 | -0.25 | 5.52 | -1.82 | 8.17 | 5.07 | 10.95 | 18.54 | -8.80 | 6.14 | 3.88 | 2.33 | 4.58 | 7.08 | 3.82 | 0.30 | 10.02 | -0.04 |
| Sharpe Ratio | NA | 1.31 | 0.92 | 0.84 | 1.03 | NA | NA | … | … | 1.52 | 2.15 | -0.87 | 1.12 | 0.81 | -0.08 | 2.24 | -0.57 | 3.49 | 1.61 | 2.78 | 4.05 | -1.52 | 0.91 | 0.21 | 0.06 | 1.03 | 1.79 | 0.66 | -0.36 | 1.84 | -0.89 |
| Standard Deviation(%) | NA | 6.05 | 4.23 | 3.86 | 3.50 | NA | NA | … | … | 7.51 | 3.58 | 2.85 | 2.79 | 3.33 | 3.58 | 2.46 | 3.26 | 2.35 | 3.13 | 3.90 | 4.55 | 6.37 | 3.45 | 2.80 | 2.65 | 3.52 | 3.58 | 4.15 | 5.75 | 3.25 | 3.87 |
| Draw Down(%) | NA | 10.18 | 10.18 | 10.18 | 10.18 | NA | NA | … | … | 10.18 | 2.22 | 3.70 | 1.54 | 4.50 | 2.71 | 1.06 | 5.45 | 1.00 | 2.03 | 3.28 | 4.94 | 14.62 | 2.28 | 2.08 | 2.35 | 4.02 | 3.88 | 3.12 | 5.85 | 2.67 | 2.90 |
| Yield(%) | 0.07 | 2.81 | 2.11 | 2.69 | 3.23 | 3.69 | 3.78 | … | … | 0.33 | 3.46 | 1.81 | 0.96 | 4.43 | 3.49 | 3.54 | 1.85 | 4.48 | 3.98 | 6.60 | 5.72 | 4.45 | 4.93 | 4.16 | 3.71 | 3.20 | 5.86 | 0.00 | 0.00 | 6.64 | 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 |
|---|---|---|---|---|
| RFCEX (STRATEGIC BOND FUND CLASS E) |
-0.50%
Nov 2005 – Nov 2008 |
0.80%
Feb 2004 – Feb 2009 |
3.64%
Mar 2010 – Mar 2020 |
3.75%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RFCEX (STRATEGIC BOND FUND CLASS E) |
12.87%
Feb 2009 – Feb 2012 |
8.77%
Feb 2009 – Feb 2014 |
5.75%
Oct 2002 – Oct 2012 |
5.05%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart