Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RIFEX (INTERNATIONAL DEVELOPED MARKETS FUND CLASS E) | NA | -8.57% | -1.91% | 0.87% | 4.01% | 3.06% | 2.05% | … | … |
Data as of 07/09/2020, Common starting date is 07/21/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RIFEX (INTERNATIONAL DEVELOPED MARKETS FUND CLASS E) | 07/21/1999 | 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 (%) | -0.66 | -8.57 | -1.91 | 0.87 | 4.01 | 3.06 | 2.05 | … | … | -14.86 | 19.59 | -15.58 | 24.60 | 2.13 | -0.89 | -5.68 | 21.56 | 17.45 | -13.99 | 8.13 | 29.26 | -44.69 | 12.65 | 25.42 | 14.51 | 17.15 | 38.63 | -15.66 | -22.00 | -11.58 | 19.60 |
| Sharpe Ratio | NA | -0.32 | -0.16 | 0.00 | 0.20 | NA | NA | … | … | -0.69 | 1.83 | -1.40 | 3.09 | 0.11 | -0.06 | -0.51 | 1.83 | 1.08 | -0.51 | 0.36 | 1.05 | -1.13 | 0.55 | 1.51 | 1.21 | 1.21 | 2.44 | -0.89 | -1.49 | -1.04 | 3.84 |
| Standard Deviation(%) | NA | 28.94 | 18.82 | 17.60 | 17.58 | NA | NA | … | … | 39.11 | 9.92 | 12.17 | 7.79 | 17.96 | 15.05 | 11.07 | 11.75 | 16.25 | 27.34 | 22.06 | 27.86 | 40.22 | 17.43 | 14.67 | 10.10 | 13.32 | 15.54 | 18.86 | 16.66 | 15.13 | 11.71 |
| Draw Down(%) | NA | 36.78 | 40.01 | 40.01 | 40.01 | NA | NA | … | … | 36.78 | 8.44 | 22.88 | 2.07 | 13.09 | 15.46 | 13.44 | 8.82 | 16.69 | 26.92 | 19.09 | 27.80 | 54.80 | 12.50 | 16.43 | 7.14 | 10.93 | 16.03 | 28.11 | 32.64 | 18.35 | 4.90 |
| Yield(%) | 0.00 | 2.61 | 3.58 | 2.88 | 2.85 | 4.55 | 3.35 | … | … | 0.00 | 2.92 | 6.38 | 1.46 | 2.13 | 0.91 | 1.45 | 2.20 | 2.04 | 1.34 | 1.43 | 4.04 | 1.47 | 19.90 | 14.60 | 1.78 | 2.02 | 2.99 | 1.61 | 0.11 | 7.16 | 5.75 |
Data as of 07/09/2020, Common starting date is 07/21/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIFEX (INTERNATIONAL DEVELOPED MARKETS FUND CLASS E) |
-19.24%
Mar 2000 – Mar 2003 |
-8.07%
May 2007 – May 2012 |
-0.32%
Jun 2000 – Jun 2010 |
2.09%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIFEX (INTERNATIONAL DEVELOPED MARKETS FUND CLASS E) |
30.79%
Mar 2003 – Mar 2006 |
23.06%
Oct 2002 – Oct 2007 |
8.83%
Feb 2009 – Feb 2019 |
8.19%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart