Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
RGEEX (GLOBAL EQUITY FUND CLASS E) | NA | 0.11% | 4.30% | 5.59% | 8.46% | NA | NA | 4.62% |
Data as of 07/09/2020, AR inception is 03/06/2007
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
RGEEX (GLOBAL EQUITY FUND CLASS E) | 03/06/2007 | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.21 | 0.11 | 4.30 | 5.59 | 8.46 | NA | NA | 4.62 | -8.51 | 26.04 | -9.40 | 21.40 | 7.10 | -0.63 | 4.45 | 27.53 | 15.34 | -9.30 | 14.34 | 36.53 | -44.09 | 9.52 |
Sharpe Ratio | NA | -0.02 | 0.14 | 0.25 | 0.45 | NA | NA | 0.18 | -0.37 | 2.36 | -0.80 | 1.21 | 0.46 | -0.04 | 0.41 | 2.39 | 1.02 | -0.37 | 0.73 | 1.34 | -1.07 | 0.50 |
Standard Deviation(%) | NA | 31.86 | 22.53 | 19.59 | 18.05 | NA | NA | 21.66 | 43.19 | 10.45 | 13.43 | 17.27 | 14.98 | 15.01 | 10.90 | 11.50 | 15.06 | 25.51 | 19.52 | 27.14 | 41.89 | 17.30 |
Draw Down(%) | NA | 34.86 | 34.86 | 34.86 | 34.86 | NA | NA | 59.50 | 34.86 | 6.17 | 19.03 | 11.24 | 13.59 | 14.36 | 9.52 | 7.11 | 15.81 | 24.43 | 16.09 | 26.09 | 55.03 | 11.87 |
Yield(%) | 0.00 | 12.88 | 11.83 | 10.17 | 9.39 | 5.06 | 3.79 | 5.83 | 0.00 | 14.86 | 12.10 | 13.52 | 8.31 | 9.91 | 6.42 | 2.59 | 0.92 | 0.62 | 0.31 | 1.40 | 0.68 | 3.07 |
Data as of 07/09/2020, AR inception is 03/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RGEEX (GLOBAL EQUITY FUND CLASS E) |
-11.37%
Jun 2007 - Jun 2010 |
-4.84%
May 2007 - May 2012 |
3.62%
May 2007 - May 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RGEEX (GLOBAL EQUITY FUND CLASS E) |
23.84%
Feb 2009 - Feb 2012 |
20.23%
Feb 2009 - Feb 2014 |
12.90%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart