Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RTLEX (TAX-MANAGED U.S. LARGE CAP FUND CLASS E) | NA | 6.47% | 9.18% | 9.33% | 12.23% | 7.49% | NA | 5.83% |
Data as of 07/09/2020, AR inception is 12/21/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RTLEX (TAX-MANAGED U.S. LARGE CAP FUND CLASS E) | 12/21/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.73 | 6.47 | 9.18 | 9.33 | 12.23 | 7.49 | NA | 5.83 | -1.20 | 28.62 | -7.21 | 21.23 | 9.35 | 0.27 | 11.48 | 31.04 | 16.74 | -1.13 | 16.97 | 33.13 | -41.82 | 7.33 | 10.83 | 4.22 | 12.26 | 28.19 | -25.43 | -11.11 | 3.62 |
| Sharpe Ratio | NA | 0.17 | 0.37 | 0.45 | 0.67 | NA | NA | 0.23 | -0.06 | 2.19 | -0.52 | 3.12 | 0.69 | 0.02 | 0.98 | 2.68 | 1.26 | -0.05 | 0.86 | 1.16 | -1.00 | 0.26 | 0.68 | 0.20 | 1.02 | 1.62 | -1.00 | -0.61 | NA |
| Standard Deviation(%) | NA | 33.01 | 22.01 | 19.07 | 17.66 | NA | NA | 20.39 | 44.28 | 12.42 | 16.36 | 6.63 | 13.28 | 15.56 | 11.75 | 11.55 | 13.31 | 25.47 | 19.60 | 28.50 | 42.46 | 16.53 | 11.11 | 10.18 | 11.04 | 16.96 | 26.51 | 22.25 | NA |
| Draw Down(%) | NA | 33.53 | 33.53 | 33.53 | 33.53 | NA | NA | 57.51 | 33.53 | 6.45 | 19.59 | 2.69 | 11.10 | 11.67 | 8.60 | 5.94 | 10.32 | 21.36 | 16.49 | 25.51 | 51.77 | 9.96 | 8.84 | 6.63 | 6.74 | 13.94 | 35.27 | 29.39 | NA |
| Yield(%) | 0.00 | 0.16 | 0.38 | 0.50 | 1.53 | 1.13 | 0.93 | 0.98 | 0.00 | 0.19 | 0.55 | 0.36 | 0.67 | 0.52 | 5.25 | 0.19 | 0.49 | 0.05 | 0.26 | 0.62 | 0.73 | 0.54 | 0.61 | 0.57 | 0.90 | 0.43 | 0.50 | 0.00 | 0.51 |
Data as of 07/09/2020, AR inception is 12/21/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTLEX (TAX-MANAGED U.S. LARGE CAP FUND CLASS E) |
-16.98%
Feb 2006 - Feb 2009 |
-8.05%
Feb 2004 - Feb 2009 |
0.48%
Jan 2001 - Jan 2011 |
3.37%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTLEX (TAX-MANAGED U.S. LARGE CAP FUND CLASS E) |
27.02%
Feb 2009 - Feb 2012 |
23.12%
Feb 2009 - Feb 2014 |
15.67%
Feb 2009 - Feb 2019 |
9.50%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart