Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RTSRX (STATE STREET/RAMIUS MANAGED FUTURES STRATEGY FUND CLASS A) | NA | -7.37% | 0.75% | 0.16% | 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 |
|---|---|---|
| RTSRX (STATE STREET/RAMIUS MANAGED FUTURES STRATEGY FUND CLASS A) | 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 | -7.37 | 0.75 | 0.16 | NA | NA | NA | … | … | -1.77 | -3.59 | -8.22 | 14.41 | 2.74 | -1.25 | 1.26 |
| Sharpe Ratio | NA | -1.18 | 0.07 | 0.00 | NA | NA | NA | … | … | -1.09 | -0.46 | -0.73 | 1.61 | 0.28 | -0.12 | 1.26 |
| Standard Deviation(%) | NA | 6.51 | 9.17 | 9.61 | NA | NA | NA | … | … | 5.35 | 8.18 | 11.29 | 8.95 | 9.77 | 10.63 | 6.08 |
| Draw Down(%) | NA | 8.80 | 19.17 | 19.17 | NA | NA | NA | … | … | 3.06 | 11.83 | 15.29 | 5.12 | 10.88 | 9.47 | 2.06 |
| Yield(%) | 0.00 | 0.03 | 3.32 | 1.96 | 1.00 | 0.66 | 0.50 | … | … | 0.00 | 0.03 | 0.00 | 9.66 | 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 |
|---|---|---|---|---|
| RTSRX (STATE STREET/RAMIUS MANAGED FUTURES STRATEGY FUND CLASS A) |
0.41%
Dec 2013 – Dec 2016 |
0.01%
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 |
|---|---|---|---|---|
| RTSRX (STATE STREET/RAMIUS MANAGED FUTURES STRATEGY FUND CLASS A) |
7.49%
Mar 2012 – Mar 2015 |
0.67%
Nov 2011 – Nov 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart