Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RTSIX (STATE STREET/RAMIUS MANAGED FUTURES STRATEGY FUND CLASS I) | NA | -7.13% | 0.93% | 0.35% | NA | NA | NA | … | … |
Data as of 04/28/2017, Common starting date is 10/28/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RTSIX (STATE STREET/RAMIUS MANAGED FUTURES STRATEGY FUND CLASS I) | 10/28/2011 | 04/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | -7.13 | 0.93 | 0.35 | NA | NA | NA | … | … | -1.65 | -3.36 | -8.20 | 14.61 | 3.04 | -1.04 | 1.37 |
| Sharpe Ratio | NA | -1.13 | 0.09 | 0.02 | NA | NA | NA | … | … | -1.00 | -0.43 | -0.72 | 1.62 | 0.31 | -0.10 | 1.37 |
| Standard Deviation(%) | NA | 6.57 | 9.35 | 9.73 | NA | NA | NA | … | … | 5.46 | 8.17 | 11.47 | 9.01 | 9.69 | 10.62 | 6.07 |
| Draw Down(%) | NA | 8.66 | 19.02 | 19.02 | NA | NA | NA | … | … | 3.04 | 11.61 | 15.43 | 5.19 | 10.84 | 9.54 | 2.06 |
| Yield(%) | 0.00 | 0.04 | 3.54 | 2.10 | 1.07 | 0.71 | 0.53 | … | … | 0.00 | 0.04 | 0.00 | 10.31 | 0.00 | 0.00 | 0.00 |
Data as of 04/28/2017, Common starting date is 10/28/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTSIX (STATE STREET/RAMIUS MANAGED FUTURES STRATEGY FUND CLASS I) |
0.55%
Dec 2013 – Dec 2016 |
0.20%
Jan 2012 – Jan 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTSIX (STATE STREET/RAMIUS MANAGED FUTURES STRATEGY FUND CLASS I) |
7.77%
Mar 2012 – Mar 2015 |
0.88%
Nov 2011 – Nov 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart