Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RREEX (GLOBAL REAL ESTATE SECURITIES FUND CLASS E) | NA | -16.77% | -0.61% | 1.02% | 5.09% | 3.34% | 7.27% | 6.69% |
Data as of 07/09/2020, AR inception is 12/13/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RREEX (GLOBAL REAL ESTATE SECURITIES FUND CLASS E) | 12/13/1996 | 07/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.69 | -16.77 | -0.61 | 1.02 | 5.09 | 3.34 | 7.27 | 6.69 | -19.67 | 21.34 | -6.24 | 10.81 | 2.48 | -0.33 | 14.35 | 2.89 | 27.44 | -7.68 | 22.56 | 29.31 | -37.44 | -15.96 | 35.35 | 12.36 | 34.82 | 36.90 | 2.92 | 7.39 | 29.03 | 0.29 | -17.54 | 10.04 | 2.05 |
| Sharpe Ratio | NA | -0.51 | -0.08 | 0.01 | 0.26 | NA | NA | 0.21 | -0.73 | 2.11 | -0.64 | 0.82 | 0.15 | -0.03 | 1.65 | 0.22 | 2.15 | -0.30 | 0.88 | 0.47 | -0.55 | -0.76 | 2.20 | 0.67 | 2.00 | 3.13 | 0.13 | 0.50 | 2.21 | -0.28 | -1.47 | 0.60 | 1.94 |
| Standard Deviation(%) | NA | 34.75 | 22.47 | 19.44 | 17.95 | NA | NA | 25.09 | 47.47 | 9.46 | 11.74 | 12.40 | 15.07 | 13.96 | 8.70 | 13.17 | 12.83 | 25.58 | 25.64 | 61.78 | 70.11 | 25.11 | 14.64 | 15.20 | 16.92 | 11.57 | 14.34 | 10.30 | 11.29 | 10.37 | 14.24 | 10.84 | 28.73 |
| Draw Down(%) | NA | 41.45 | 41.45 | 41.45 | 41.45 | NA | NA | 72.12 | 41.45 | 4.62 | 10.76 | 7.34 | 12.46 | 14.09 | 7.87 | 15.49 | 9.61 | 23.96 | 16.25 | 39.73 | 61.59 | 28.00 | 9.33 | 11.12 | 17.66 | 6.60 | 18.98 | 11.21 | 7.58 | 18.83 | 25.92 | 9.51 | 4.95 |
| Yield(%) | 0.11 | 7.08 | 6.54 | 6.82 | 7.50 | 5.86 | 10.14 | 8.70 | 1.15 | 8.11 | 4.21 | 8.00 | 10.51 | 6.84 | 9.21 | 10.21 | 6.84 | 1.84 | 2.21 | 3.83 | 2.01 | 12.08 | 12.17 | 12.59 | 13.91 | 5.18 | 5.10 | 5.43 | 4.90 | 6.30 | 4.62 | 3.66 | 1.10 |
Data as of 07/09/2020, AR inception is 12/13/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RREEX (GLOBAL REAL ESTATE SECURITIES FUND CLASS E) |
-24.02%
Feb 2006 - Feb 2009 |
-7.49%
Mar 2004 - Mar 2009 |
0.86%
Jan 2007 - Jan 2017 |
3.70%
Jun 2005 - Jun 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RREEX (GLOBAL REAL ESTATE SECURITIES FUND CLASS E) |
34.24%
Feb 2009 - Feb 2012 |
25.79%
Jan 2002 - Jan 2007 |
14.69%
Jan 1997 - Jan 2007 |
11.24%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison Chart