Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RLLEX (2020 STRATEGY FUND CLASS E) | NA | -25.95% | -7.56% | -2.18% | -0.24% | NA | NA | … | … |
Data as of 10/06/2017, Common starting date is 01/03/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RLLEX (2020 STRATEGY FUND CLASS E) | 01/03/2005 | 10/06/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.16 | -25.95 | -7.56 | -2.18 | -0.24 | NA | NA | … | … | -25.77 | 6.36 | -1.49 | 4.53 | 8.82 | 11.45 | -0.37 | 13.08 | 26.54 | -29.10 | 6.80 | 12.79 | 4.62 |
| Sharpe Ratio | NA | -0.56 | -0.21 | -0.05 | 0.00 | NA | NA | … | … | -0.91 | 1.05 | -0.26 | 1.02 | 1.65 | 1.91 | -0.04 | 1.33 | 1.64 | -1.30 | 0.38 | 1.43 | 0.44 |
| Standard Deviation(%) | NA | 46.91 | 36.48 | 43.94 | 114.11 | NA | NA | … | … | 36.25 | 5.81 | 5.81 | 4.42 | 5.31 | 6.03 | 11.37 | 9.78 | 16.10 | 22.98 | 9.90 | 6.66 | 5.55 |
| Draw Down(%) | NA | 31.23 | 31.23 | 31.23 | 42.26 | NA | NA | … | … | 31.23 | 4.03 | 6.48 | 3.66 | 5.49 | 5.56 | 11.35 | 7.33 | 17.83 | 38.44 | 6.53 | 6.09 | 3.96 |
| Yield(%) | 0.00 | 6.15 | 14.35 | 10.48 | 6.25 | 5.47 | 4.10 | … | … | 0.31 | 7.18 | 11.69 | 31.48 | 3.91 | 3.05 | 2.35 | 3.97 | 3.99 | 2.01 | 5.40 | 3.23 | 0.00 |
Data as of 10/06/2017, Common starting date is 01/03/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RLLEX (2020 STRATEGY FUND CLASS E) |
-9.70%
Feb 2006 – Feb 2009 |
-0.83%
Sep 2012 – Sep 2017 |
0.51%
Sep 2007 – Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RLLEX (2020 STRATEGY FUND CLASS E) |
19.55%
Feb 2009 – Feb 2012 |
14.71%
Feb 2009 – Feb 2014 |
5.37%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart