Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RGVIX (ROYCE GLOBAL VALUE FUND INVESTMENT CLASS) | NA | -8.21% | -2.72% | -3.80% | NA | NA | NA | … | … |
Data as of 03/09/2016, Common starting date is 09/02/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RGVIX (ROYCE GLOBAL VALUE FUND INVESTMENT CLASS) | 09/02/2010 | 03/09/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.21 | -2.72 | -3.80 | NA | NA | NA | … | … | -9.74 | 1.99 | -7.43 | 5.27 | 9.97 | -19.26 | 27.99 |
| Sharpe Ratio | NA | -0.68 | -0.36 | -0.32 | NA | NA | NA | … | … | -2.84 | 0.16 | -0.75 | 0.49 | 0.63 | -0.78 | 7.58 |
| Standard Deviation(%) | NA | 13.10 | 11.40 | 15.81 | NA | NA | NA | … | … | 15.17 | 12.11 | 9.87 | 10.72 | 15.92 | 24.59 | 14.71 |
| Draw Down(%) | NA | 19.61 | 26.34 | 28.92 | NA | NA | NA | … | … | 12.16 | 13.62 | 18.95 | 10.51 | 19.25 | 28.09 | 4.79 |
| Yield(%) | 0.00 | 0.67 | 1.30 | 1.05 | 0.78 | 0.52 | 0.39 | … | … | 0.00 | 0.68 | 1.99 | 1.20 | 1.34 | 0.80 | 0.89 |
Data as of 03/09/2016, Common starting date is 09/02/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RGVIX (ROYCE GLOBAL VALUE FUND INVESTMENT CLASS) |
-2.60%
Jan 2013 – Jan 2016 |
-3.75%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RGVIX (ROYCE GLOBAL VALUE FUND INVESTMENT CLASS) |
7.84%
May 2012 – May 2015 |
0.71%
Oct 2010 – Oct 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart