Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
RRF (WISDOMTREE GLOBAL REAL RETURN FUND N/A) | NA | 6.79% | 2.26% | 0.83% | NA | NA | NA | -0.03% |
Data as of 08/22/2017, AR inception is 07/15/2011
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
RRF (WISDOMTREE GLOBAL REAL RETURN FUND N/A) | 07/15/2011 | 08/22/2017 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 6.79 | 2.26 | 0.83 | NA | NA | NA | -0.03 | 1.84 | 13.38 | -2.06 | -4.43 | -5.00 | 2.64 | -5.29 |
Sharpe Ratio | NA | 0.58 | 0.14 | 0.04 | NA | NA | NA | -0.01 | 0.29 | 0.86 | -0.15 | -0.19 | -0.22 | 0.13 | -0.68 |
Standard Deviation(%) | NA | 10.86 | 14.62 | 18.74 | NA | NA | NA | 18.42 | 8.15 | 15.24 | 13.97 | 22.80 | 23.18 | 20.64 | 16.22 |
Draw Down(%) | NA | 3.42 | 14.24 | 15.92 | NA | NA | NA | 19.05 | 2.97 | 6.44 | 9.31 | 14.58 | 14.25 | 9.37 | 12.36 |
Yield(%) | 0.00 | 3.21 | 3.18 | 2.49 | 1.31 | 0.87 | 0.65 | 2.18 | 0.05 | 3.42 | 4.27 | 3.84 | 1.12 | 1.91 | 0.62 |
Data as of 08/22/2017, AR inception is 07/15/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RRF (WISDOMTREE GLOBAL REAL RETURN FUND N/A) |
-4.92%
Feb 2013 - Feb 2016 |
-1.27%
Aug 2011 - Aug 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RRF (WISDOMTREE GLOBAL REAL RETURN FUND N/A) |
2.85%
Apr 2014 - Apr 2017 |
1.58%
Jan 2012 - Jan 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart