Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RIF (RMR Real Estate Income Fund) | NA | -44.60% | -9.18% | -1.56% | 1.40% | NA | NA | NA |
Data as of 01/22/2021, AR inception is 01/07/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RIF (RMR Real Estate Income Fund) | 01/07/2004 | 01/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.32 | -44.60 | -9.18 | -1.56 | 1.40 | NA | NA | NA | 2.94 | -43.89 | 32.71 | -21.06 | -5.18 | 13.25 | -0.81 | 31.74 | -0.38 | 38.23 | -21.71 | 16.15 | 168.94 | -62.06 | -2.99 | 16.99 |
| Sharpe Ratio | NA | -0.25 | -0.10 | -0.03 | 0.02 | NA | NA | -0.01 | 3.43 | -0.24 | 2.13 | -1.16 | -0.42 | 0.77 | -0.06 | 3.04 | -0.02 | 2.89 | -0.92 | 0.81 | 2.13 | -1.07 | -0.20 | 1.37 |
| Standard Deviation(%) | NA | 181.84 | 102.98 | 79.83 | 57.51 | NA | NA | 52.50 | 19.89 | 181.81 | 14.82 | 19.35 | 14.02 | 16.91 | 14.53 | 10.44 | 18.93 | 13.33 | 23.69 | 19.74 | 79.42 | 58.86 | 29.73 | 19.75 |
| Draw Down(%) | NA | 68.25 | 68.25 | 68.25 | 68.25 | NA | NA | 80.29 | 3.02 | 68.25 | 6.43 | 23.36 | 15.86 | 17.06 | 20.18 | 6.19 | 26.40 | 7.64 | 32.00 | 18.78 | 38.31 | 73.22 | 31.79 | 17.77 |
| Yield(%) | 0.00 | 2.99 | 6.06 | 6.84 | 6.07 | NA | NA | NA | 0.00 | 3.15 | 8.89 | 6.90 | 6.36 | 6.92 | 6.25 | 7.82 | 7.12 | 7.39 | 2.19 | 6.79 | 5.88 | 0.00 | 24.98 | NA |
Data as of 01/22/2021, AR inception is 01/07/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIF (RMR Real Estate Income Fund) |
-18.90%
Nov 2017 - Nov 2020 |
-10.43%
Apr 2007 - Apr 2012 |
-0.70%
Nov 2010 - Nov 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIF (RMR Real Estate Income Fund) |
30.96%
Feb 2009 - Feb 2012 |
25.10%
Feb 2009 - Feb 2014 |
16.00%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart