Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RTRKX (ROYCE TOTAL RETURN FUND K CLASS) | NA | 7.97% | 8.96% | 8.82% | 8.49% | NA | NA | 7.49% |
Data as of 07/03/2018, AR inception is 05/12/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RTRKX (ROYCE TOTAL RETURN FUND K CLASS) | 05/12/2008 | 07/03/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.97 | 8.96 | 8.82 | 8.49 | NA | NA | 7.49 | -1.39 | 13.30 | 25.41 | -7.54 | 1.01 | 32.21 | 14.08 | -1.97 | 23.08 | 25.90 | -31.35 |
| Sharpe Ratio | NA | 0.66 | 0.61 | 0.67 | 0.39 | NA | NA | 0.34 | -0.33 | 1.21 | 1.64 | -0.54 | 0.08 | 2.77 | 1.05 | -0.08 | 1.26 | 0.84 | -0.94 |
| Standard Deviation(%) | NA | 10.61 | 13.49 | 12.81 | 21.11 | NA | NA | 21.06 | 11.81 | 10.53 | 15.34 | 14.08 | 12.27 | 11.62 | 13.47 | 25.66 | 18.27 | 30.58 | 48.14 |
| Draw Down(%) | NA | 8.35 | 16.75 | 19.08 | 49.36 | NA | NA | 51.77 | 8.35 | 5.17 | 9.16 | 13.51 | 11.14 | 5.41 | 10.73 | 22.63 | 14.88 | 30.13 | 47.96 |
| Yield(%) | 0.00 | 12.93 | 12.82 | 12.36 | 9.40 | 5.71 | 4.28 | 8.56 | 0.17 | 13.36 | 14.99 | 16.04 | 14.41 | 13.60 | 7.44 | 1.95 | 1.17 | 1.18 | 1.25 |
Data as of 07/03/2018, AR inception is 05/12/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTRKX (ROYCE TOTAL RETURN FUND K CLASS) |
1.28%
Sep 2008 - Sep 2011 |
5.20%
Feb 2011 - Feb 2016 |
8.15%
Jun 2008 - Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTRKX (ROYCE TOTAL RETURN FUND K CLASS) |
26.09%
Feb 2009 - Feb 2012 |
22.87%
Feb 2009 - Feb 2014 |
8.15%
Jun 2008 - Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart