Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/04/2011.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RJLTX (Russell LifePoints 2010 Strategy R2) | NA | 8.15% | 3.46% | 3.14% | NA | NA | NA | 3.41% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RJLTX (Russell LifePoints 2010 Strategy R2) | 03/06/2006 | 04/04/2011 |
The return data shown below all have the same latest date: 04/04/2011.
AR inception is since 03/06/2006.
AR inception is since 03/06/2006.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.15 | 3.46 | 3.14 | NA | NA | NA | 3.41 | 1.90 | 10.56 | 23.10 | -21.67 | 5.84 | 2.85 |
| Sharpe Ratio | NA | 1.40 | 0.30 | 0.20 | NA | NA | NA | 0.22 | 2.54 | 1.71 | 2.24 | -1.56 | 0.47 | 0.02 |
| Standard Deviation(%) | NA | 5.76 | 10.73 | 9.24 | NA | NA | NA | 9.18 | 3.00 | 6.13 | 10.28 | 14.44 | 6.08 | 6.16 |
| Draw Down(%) | NA | 4.36 | 30.53 | 31.28 | NA | NA | NA | 31.28 | 0.66 | 4.36 | 12.53 | 29.66 | 3.85 | 4.66 |
| Yield(%) | 0.00 | 3.94 | 3.10 | 2.93 | 1.48 | 0.99 | 0.74 | 2.97 | 0.00 | 4.07 | 4.42 | 2.78 | 4.49 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJLTX (Russell LifePoints 2010 Strategy R2) |
-5.22%
Apr 2006 - Apr 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJLTX (Russell LifePoints 2010 Strategy R2) |
4.05%
Mar 2008 - Mar 2011 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart