Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RIT (LMP Real Estate Income) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 12/30/2016, Common starting date is 07/31/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RIT (LMP Real Estate Income) | 07/31/2002 | 06/06/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | … | … | 9.73 | 9.96 | 32.92 | -2.41 | 28.16 | -0.96 | 32.01 | 98.25 | -59.43 | -25.75 | 31.62 | 10.27 | 13.52 | 38.97 | -3.33 |
| Sharpe Ratio | NA | 1.34 | 0.72 | 0.70 | 0.17 | NA | NA | … | … | 1.55 | 0.66 | 3.41 | -0.11 | 2.05 | -0.04 | 1.20 | 1.59 | -0.72 | -1.02 | 2.04 | 0.53 | 0.60 | 2.75 | -0.39 |
| Standard Deviation(%) | NA | 15.94 | 14.28 | 18.70 | 37.93 | NA | NA | … | … | 15.63 | 14.96 | 9.64 | 22.25 | 13.85 | 27.20 | 26.61 | 61.63 | 84.08 | 28.35 | 13.86 | 15.24 | 20.98 | 13.91 | 22.34 |
| Draw Down(%) | NA | 10.01 | 19.75 | 36.19 | 85.48 | NA | NA | … | … | 9.13 | 14.15 | 5.58 | 36.19 | 16.60 | 26.51 | 19.00 | 50.33 | 81.17 | 37.48 | 10.13 | 10.38 | 24.23 | 6.07 | 19.64 |
| Yield(%) | 0.00 | 5.94 | 5.77 | 6.88 | 6.40 | 7.72 | 5.79 | … | … | 2.33 | 5.73 | 7.17 | 6.46 | 7.68 | 7.09 | 8.96 | 18.80 | 14.68 | 9.77 | 13.49 | 8.81 | 7.44 | 11.77 | 2.83 |
Data as of 12/30/2016, Common starting date is 07/31/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIT (LMP Real Estate Income) |
-35.05%
Mar 2006 – Mar 2009 |
-19.07%
Mar 2004 – Mar 2009 |
4.87%
Dec 2003 – Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIT (LMP Real Estate Income) |
57.75%
Mar 2009 – Mar 2012 |
36.39%
Mar 2009 – Mar 2014 |
10.72%
Apr 2003 – Apr 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart