Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RMLUX (MODERATE STRATEGY FUND CLASS R4) | NA | 12.68% | 1.22% | 3.03% | 3.41% | NA | NA | … | … |
Data as of 12/11/2024, Common starting date is 10/02/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RMLUX (MODERATE STRATEGY FUND CLASS R4) | 10/02/2014 | 12/11/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.30 | 12.68 | 1.22 | 3.03 | 3.41 | NA | NA | … | … | 9.45 | 10.64 | -15.17 | 8.36 | 3.34 | 10.80 | -4.45 | 8.49 | 7.49 | -1.86 | 1.74 |
| Sharpe Ratio | NA | 1.40 | -0.20 | 0.14 | 0.30 | NA | NA | … | … | 1.00 | 0.98 | -1.46 | 1.43 | 0.23 | 3.02 | -1.56 | 2.70 | 1.32 | -0.35 | 1.47 |
| Standard Deviation(%) | NA | 6.45 | 8.61 | 9.35 | 7.28 | NA | NA | … | … | 6.37 | 7.18 | 11.38 | 5.83 | 13.47 | 3.09 | 3.75 | 2.91 | 5.53 | 5.39 | 4.92 |
| Draw Down(%) | NA | 3.64 | 20.36 | 20.66 | 20.66 | NA | NA | … | … | 3.64 | 7.45 | 20.36 | 2.75 | 18.88 | 1.84 | 7.37 | 1.03 | 4.19 | 6.53 | 2.38 |
| Yield(%) | 0.00 | 1.65 | 4.60 | 3.92 | 4.57 | 3.09 | 2.32 | … | … | 0.93 | 1.05 | 3.28 | 9.92 | 1.16 | 4.17 | 4.27 | 3.41 | 8.50 | 12.38 | 3.10 |
Data as of 12/11/2024, Common starting date is 10/02/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMLUX (MODERATE STRATEGY FUND CLASS R4) |
-2.85%
Sep 2019 – Sep 2022 |
-0.80%
Sep 2017 – Sep 2022 |
3.26%
Nov 2014 – Nov 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMLUX (MODERATE STRATEGY FUND CLASS R4) |
7.45%
Dec 2018 – Dec 2021 |
5.53%
Feb 2016 – Feb 2021 |
3.26%
Nov 2014 – Nov 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart