Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RSGIX (U.S. DYNAMIC EQUITY FUND CLASS I) | NA | -31.98% | -9.44% | 1.74% | 2.28% | 4.68% | NA | 1.16% |
Data as of 08/18/2017, AR inception is 02/14/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RSGIX (U.S. DYNAMIC EQUITY FUND CLASS I) | 02/14/2001 | 08/18/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -42.20 | -31.98 | -9.44 | 1.74 | 2.28 | 4.68 | NA | 1.16 | 7.05 | 14.44 | -14.23 | 10.91 | 33.21 | 19.59 | -0.24 | 15.95 | 41.75 | -43.78 | 12.11 | 4.17 | 5.77 | 6.56 | 39.96 | -30.17 | -19.11 |
| Sharpe Ratio | NA | 1.57 | 0.54 | 0.90 | 0.35 | NA | NA | 0.17 | 1.16 | 0.84 | -0.65 | 0.79 | 2.46 | 1.25 | -0.01 | 0.82 | 1.56 | -1.07 | 0.54 | 0.06 | 0.31 | 0.40 | 1.97 | -1.11 | -0.78 |
| Standard Deviation(%) | NA | 10.40 | 15.37 | 14.75 | 22.24 | NA | NA | 21.40 | 9.40 | 16.92 | 21.96 | 13.78 | 13.50 | 15.78 | 26.18 | 19.31 | 26.62 | 41.55 | 16.99 | 13.57 | 11.70 | 14.17 | 19.91 | 28.08 | 30.71 |
| Draw Down(%) | NA | 4.18 | 21.26 | 21.26 | 55.02 | NA | NA | 55.02 | 4.18 | 15.97 | 20.17 | 10.40 | 6.80 | 11.52 | 20.78 | 16.62 | 20.56 | 53.15 | 8.62 | 12.74 | 8.97 | 15.12 | 12.68 | 38.34 | 37.90 |
| Yield(%) | 0.00 | 5.13 | 10.72 | 11.51 | 6.81 | 7.20 | 3.27 | 4.09 | 0.10 | 5.82 | 14.05 | 16.27 | 14.67 | 0.29 | 0.00 | 0.41 | 0.19 | 0.36 | 4.80 | 0.05 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/18/2017, AR inception is 02/14/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSGIX (U.S. DYNAMIC EQUITY FUND CLASS I) |
-17.09%
Feb 2006 - Feb 2009 |
-8.46%
Feb 2004 - Feb 2009 |
1.48%
May 2001 - May 2011 |
4.27%
Apr 2001 - Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSGIX (U.S. DYNAMIC EQUITY FUND CLASS I) |
27.44%
Feb 2009 - Feb 2012 |
24.18%
Feb 2009 - Feb 2014 |
8.43%
Apr 2005 - Apr 2015 |
8.97%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart