Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RTSEX (TAX-MANAGED U.S. MID & SMALL CAP FUND CLASS E) | NA | -10.69% | 1.66% | 3.17% | 9.33% | 6.52% | NA | 6.18% |
Data as of 07/09/2020, AR inception is 01/19/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RTSEX (TAX-MANAGED U.S. MID & SMALL CAP FUND CLASS E) | 01/19/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.62 | -10.69 | 1.66 | 3.17 | 9.33 | 6.52 | NA | 6.18 | -14.88 | 23.62 | -8.85 | 14.36 | 14.47 | -5.07 | 4.03 | 39.65 | 13.44 | -0.62 | 25.75 | 33.30 | -35.89 | 5.45 | 13.37 | 7.67 | 16.70 | 36.87 | -17.60 | -12.12 |
| Sharpe Ratio | NA | -0.30 | 0.02 | 0.11 | 0.42 | NA | NA | 0.22 | -0.52 | 1.66 | -0.63 | 1.34 | 0.88 | -0.22 | 0.27 | 2.82 | 0.85 | -0.02 | 1.11 | 0.99 | -0.85 | 0.13 | 0.65 | 0.39 | 1.07 | 2.30 | -0.81 | -0.64 |
| Standard Deviation(%) | NA | 38.16 | 24.89 | 21.64 | 21.23 | NA | NA | 22.80 | 51.60 | 13.40 | 16.26 | 10.32 | 16.11 | 22.66 | 14.73 | 14.04 | 15.84 | 30.66 | 23.04 | 33.55 | 42.99 | 18.26 | 15.45 | 14.15 | 14.66 | 15.71 | 22.98 | 23.91 |
| Draw Down(%) | NA | 40.80 | 40.80 | 40.80 | 40.80 | NA | NA | 58.07 | 40.80 | 7.24 | 23.93 | 4.99 | 13.04 | 19.60 | 12.13 | 5.30 | 11.93 | 27.36 | 18.87 | 30.43 | 49.60 | 11.74 | 14.49 | 9.03 | 12.37 | 12.20 | 30.27 | 30.95 |
| Yield(%) | 0.00 | 0.00 | 0.21 | 0.24 | 2.81 | 2.58 | 2.34 | 2.47 | 0.00 | 0.00 | 0.00 | 0.65 | 0.00 | 0.51 | 5.98 | 10.40 | 0.14 | 0.00 | 0.00 | 0.00 | 0.39 | 8.65 | 1.57 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/09/2020, AR inception is 01/19/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTSEX (TAX-MANAGED U.S. MID & SMALL CAP FUND CLASS E) |
-17.00%
Feb 2006 - Feb 2009 |
-5.89%
Feb 2004 - Feb 2009 |
5.63%
Jan 2006 - Jan 2016 |
5.80%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTSEX (TAX-MANAGED U.S. MID & SMALL CAP FUND CLASS E) |
31.56%
Feb 2009 - Feb 2012 |
27.39%
Feb 2009 - Feb 2014 |
16.14%
Feb 2009 - Feb 2019 |
10.92%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart