Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RTRWX (ROYCE TOTAL RETURN FUND W CLASS) | NA | 1.69% | 11.20% | 6.92% | 11.32% | NA | NA | … | … |
Data as of 10/18/2018, Common starting date is 06/03/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RTRWX (ROYCE TOTAL RETURN FUND W CLASS) | 06/03/2005 | 10/18/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.69 | 11.20 | 6.92 | 11.32 | NA | NA | … | … | -1.03 | 13.59 | 25.97 | -7.28 | 1.35 | 32.71 | 14.40 | -1.58 | 23.44 | 26.28 | -31.18 | 2.49 | 13.85 | 3.96 |
| Sharpe Ratio | NA | 0.04 | 0.82 | 0.51 | 0.58 | NA | NA | … | … | -0.22 | 1.24 | 1.67 | -0.52 | 0.11 | 2.82 | 1.07 | -0.06 | 1.27 | 0.86 | -0.78 | -0.03 | 0.90 | 0.38 |
| Standard Deviation(%) | NA | 11.33 | 12.91 | 12.83 | 19.70 | NA | NA | … | … | 11.74 | 10.46 | 15.37 | 14.12 | 12.28 | 11.60 | 13.51 | 25.68 | 18.32 | 30.60 | 40.86 | 15.72 | 11.75 | 12.02 |
| Draw Down(%) | NA | 8.40 | 14.37 | 18.87 | 32.65 | NA | NA | … | … | 8.40 | 5.11 | 9.09 | 13.36 | 10.99 | 5.35 | 10.59 | 22.51 | 14.87 | 30.28 | 47.79 | 11.14 | 10.84 | 6.05 |
| Yield(%) | 0.00 | 12.91 | 11.90 | 9.89 | 10.82 | 6.61 | 4.96 | … | … | 0.92 | 13.87 | 11.06 | 12.09 | 11.70 | 11.17 | 6.79 | 2.15 | 1.43 | 1.54 | 1.87 | 8.51 | 4.67 | 0.00 |
Data as of 10/18/2018, Common starting date is 06/03/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTRWX (ROYCE TOTAL RETURN FUND W CLASS) |
-14.91%
Feb 2006 – Feb 2009 |
-0.08%
May 2007 – May 2012 |
4.73%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTRWX (ROYCE TOTAL RETURN FUND W CLASS) |
26.50%
Feb 2009 – Feb 2012 |
23.27%
Feb 2009 – Feb 2014 |
9.56%
Sep 2008 – Sep 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart