Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RWTIX (REDWOOD ALPHAFACTOR TACTICAL CORE FUND CLASS I) | NA | -37.89% | -11.72% | NA | NA | NA | NA | … | … |
Data as of 11/10/2020, Common starting date is 03/10/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RWTIX (REDWOOD ALPHAFACTOR TACTICAL CORE FUND CLASS I) | 03/10/2017 | 11/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.81 | -37.89 | -11.72 | NA | NA | NA | NA | … | … | -30.66 | 10.77 | -13.07 | 14.82 |
| Sharpe Ratio | NA | -1.27 | -0.51 | NA | NA | NA | NA | … | … | -1.38 | 0.66 | -0.85 | 2.17 |
| Standard Deviation(%) | NA | 23.67 | 17.85 | NA | NA | NA | NA | … | … | 25.18 | 14.18 | 17.03 | 8.24 |
| Draw Down(%) | NA | 35.20 | 35.20 | NA | NA | NA | NA | … | … | 35.20 | 10.67 | 17.83 | 4.45 |
| Yield(%) | 0.00 | 1.40 | 3.98 | 2.62 | 1.31 | 0.87 | 0.66 | … | … | 0.23 | 1.30 | 8.84 | 1.56 |
Data as of 11/10/2020, Common starting date is 03/10/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RWTIX (REDWOOD ALPHAFACTOR TACTICAL CORE FUND CLASS I) |
-8.53%
Jul 2017 – Jul 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RWTIX (REDWOOD ALPHAFACTOR TACTICAL CORE FUND CLASS I) |
-5.86%
Aug 2017 – Aug 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart