Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
RPI (Roberts Realty Investors, Inc.) | NA | 52.17% | -5.33% | -2.27% | -7.16% | 0.64% | NA | 1.17% |
Data as of 01/30/2015, AR inception is 12/11/1997
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
RPI (Roberts Realty Investors, Inc.) | 12/11/1997 | 01/30/2015 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 9.37 | 52.17 | -5.33 | -2.27 | -7.16 | 0.64 | NA | 1.17 | -23.08 | -8.59 | -12.33 | 12.31 | 68.83 | -67.95 | -16.41 | 0.25 | -2.11 | 101.17 | 24.10 | -12.02 | -9.83 | 12.55 | 20.75 | -9.46 | 4.61 |
Sharpe Ratio | NA | -0.53 | -0.43 | -0.19 | -0.23 | NA | NA | -0.09 | -0.41 | -0.13 | -0.25 | 0.15 | 0.83 | -0.95 | -0.93 | -0.30 | -0.22 | 2.55 | 1.07 | -0.64 | -0.50 | 0.44 | 0.87 | -0.53 | 2.47 |
Standard Deviation(%) | NA | 51.05 | 58.40 | 62.71 | 57.72 | NA | NA | 46.55 | 56.31 | 64.97 | 50.44 | 83.66 | 82.77 | 72.28 | 21.05 | 10.25 | 19.55 | 39.37 | 21.85 | 20.61 | 24.61 | 19.56 | 20.20 | 24.21 | 55.06 |
Draw Down(%) | NA | 37.25 | 63.84 | 71.68 | 82.71 | NA | NA | 82.71 | 40.88 | 35.03 | 43.81 | 33.01 | 41.09 | 78.18 | 20.63 | 6.06 | 15.51 | 16.71 | 8.07 | 27.01 | 28.67 | 13.66 | 6.07 | 19.76 | 4.35 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 2.74 | 7.41 | 5.97 | 7.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 33.53 | 0.00 | 0.00 | 0.00 | 65.22 | 9.15 | 0.00 | 4.19 | 9.55 | 14.97 | 6.64 | 1.65 |
Data as of 01/30/2015, AR inception is 12/11/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RPI (Roberts Realty Investors, Inc.) |
-39.63%
Nov 2005 - Nov 2008 |
-18.12%
Aug 2004 - Aug 2009 |
-13.14%
Oct 2004 - Oct 2014 |
-3.78%
Oct 1999 - Oct 2014 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RPI (Roberts Realty Investors, Inc.) |
34.70%
Dec 2002 - Dec 2005 |
20.14%
Apr 2000 - Apr 2005 |
7.74%
Jan 1998 - Jan 2008 |
0.87%
Jan 1998 - Jan 2013 |
Annualized Rolling Returns Comparison Chart