Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RMM (RiverNorth Managed Duration Municipal Income Fund Inc) | NA | -14.30% | 5.67% | -28.82% | NA | NA | NA | -26.56% |
Data as of 03/24/2015, AR inception is 11/09/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RMM (RiverNorth Managed Duration Municipal Income Fund Inc) | 11/09/2007 | 03/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.01 | -14.30 | 5.67 | -28.82 | NA | NA | NA | -26.56 | 8.33 | -29.08 | 65.85 | 20.74 | -86.38 | 3.87 | 66.03 | -67.45 | -2.04 |
| Sharpe Ratio | NA | -0.48 | 0.18 | -0.43 | NA | NA | NA | -0.38 | 1.91 | -0.92 | 2.28 | 0.52 | -0.63 | 0.14 | 1.04 | -0.87 | -0.34 |
| Standard Deviation(%) | NA | 29.94 | 32.28 | 66.79 | NA | NA | NA | 67.03 | 22.68 | 31.75 | 28.84 | 39.88 | 137.39 | 26.94 | 63.24 | 78.80 | 46.85 |
| Draw Down(%) | NA | 34.54 | 42.28 | 91.97 | NA | NA | NA | 94.51 | 6.39 | 42.28 | 17.63 | 35.98 | 89.46 | 25.21 | 49.14 | 80.04 | 10.24 |
| Yield(%) | 0.00 | 4.40 | 6.15 | 0.68 | 0.31 | 0.21 | 0.16 | 0.45 | 0.00 | 3.94 | 10.99 | 4.11 | 0.64 | 0.00 | 0.62 | 0.65 | 0.18 |
Data as of 03/24/2015, AR inception is 11/09/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMM (RiverNorth Managed Duration Municipal Income Fund Inc) |
-55.89%
Aug 2008 - Aug 2011 |
-37.90%
Dec 2007 - Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMM (RiverNorth Managed Duration Municipal Income Fund Inc) |
16.03%
Sep 2011 - Sep 2014 |
-8.29%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart