Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RMYEX (MULTI-STRATEGY INCOME FUND CLASS E) | NA | -2.29% | 1.25% | 3.03% | NA | NA | NA | … | … |
Data as of 07/09/2020, Common starting date is 05/04/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RMYEX (MULTI-STRATEGY INCOME FUND CLASS E) | 05/04/2015 | 07/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.19 | -2.29 | 1.25 | 3.03 | NA | NA | NA | … | … | -5.22 | 6.19 | -3.81 | 9.89 | 8.87 | -6.14 |
| Sharpe Ratio | NA | -0.48 | -0.13 | 0.17 | NA | NA | NA | … | … | -0.54 | 0.92 | -1.41 | 3.45 | 1.25 | -1.41 |
| Standard Deviation(%) | NA | 15.68 | 9.63 | 8.41 | NA | NA | NA | … | … | 21.35 | 5.20 | 3.64 | 2.70 | 6.88 | 6.44 |
| Draw Down(%) | NA | 23.79 | 23.79 | 23.79 | NA | NA | NA | … | … | 21.93 | 3.43 | 7.42 | 0.99 | 5.23 | 7.28 |
| Yield(%) | 0.73 | 2.71 | 3.13 | 3.15 | 1.57 | 1.05 | 0.79 | … | … | 0.72 | 3.27 | 3.06 | 3.21 | 3.78 | 2.17 |
Data as of 07/09/2020, Common starting date is 05/04/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMYEX (MULTI-STRATEGY INCOME FUND CLASS E) |
-1.54%
Mar 2017 – Mar 2020 |
2.82%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMYEX (MULTI-STRATEGY INCOME FUND CLASS E) |
7.05%
Feb 2016 – Feb 2019 |
2.82%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart