Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RRLEX (2030 STRATEGY FUND CLASS E) | NA | -25.49% | -7.36% | -0.89% | -1.19% | NA | NA | … | … |
Data as of 10/06/2017, Common starting date is 01/03/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRLEX (2030 STRATEGY FUND CLASS E) | 01/03/2005 | 10/06/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.13 | -25.49 | -7.36 | -0.89 | -1.19 | NA | NA | … | … | -26.11 | 8.09 | -2.34 | 3.98 | 16.11 | 13.80 | -4.88 | 14.73 | 30.27 | -39.15 | 7.21 | 15.56 | 5.84 |
| Sharpe Ratio | NA | -0.72 | -0.34 | -0.06 | -0.07 | NA | NA | … | … | -0.81 | 0.87 | -0.26 | 0.55 | 2.03 | 1.33 | -0.25 | 0.87 | 1.15 | -1.09 | 0.27 | 1.47 | 0.58 |
| Standard Deviation(%) | NA | 36.15 | 22.21 | 17.87 | 21.19 | NA | NA | … | … | 41.18 | 9.03 | 9.18 | 7.16 | 7.93 | 10.42 | 19.82 | 16.76 | 26.18 | 36.71 | 15.58 | 8.38 | 6.31 |
| Draw Down(%) | NA | 33.50 | 33.50 | 33.50 | 56.01 | NA | NA | … | … | 33.50 | 7.08 | 9.81 | 6.25 | 6.54 | 10.03 | 19.59 | 13.46 | 25.95 | 50.33 | 10.47 | 7.38 | 4.54 |
| Yield(%) | 0.00 | 5.25 | 14.03 | 10.60 | 5.35 | 5.02 | 3.76 | … | … | 0.23 | 6.15 | 8.83 | 32.94 | 2.37 | 2.18 | 1.61 | 2.47 | 2.88 | 0.96 | 5.31 | 4.35 | 0.00 |
Data as of 10/06/2017, Common starting date is 01/03/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRLEX (2030 STRATEGY FUND CLASS E) |
-15.44%
Feb 2006 – Feb 2009 |
-2.79%
May 2007 – May 2012 |
-0.48%
Sep 2007 – Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRLEX (2030 STRATEGY FUND CLASS E) |
23.17%
Feb 2009 – Feb 2012 |
18.19%
Feb 2009 – Feb 2014 |
5.12%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart