Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RXLEX (2040 STRATEGY FUND CLASS E) | NA | -33.42% | -10.98% | -2.65% | -2.15% | NA | NA | … | … |
Data as of 10/06/2017, Common starting date is 01/03/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RXLEX (2040 STRATEGY FUND CLASS E) | 01/03/2005 | 10/06/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.72 | -33.42 | -10.98 | -2.65 | -2.15 | NA | NA | … | … | -29.56 | 9.74 | -14.08 | 3.19 | 20.49 | 14.78 | -5.50 | 14.83 | 30.24 | -39.50 | 7.00 | 16.53 | 7.94 |
| Sharpe Ratio | NA | 2.46 | 0.52 | 0.78 | 0.20 | NA | NA | … | … | 3.03 | 0.72 | -0.85 | 0.33 | 2.14 | 1.21 | -0.26 | 0.85 | 1.15 | -1.09 | 0.24 | 1.52 | 0.84 |
| Standard Deviation(%) | NA | 7.07 | 11.75 | 10.83 | 19.18 | NA | NA | … | … | 6.46 | 13.11 | 16.56 | 9.48 | 9.56 | 12.25 | 21.61 | 17.36 | 26.30 | 36.85 | 16.76 | 8.75 | 6.97 |
| Draw Down(%) | NA | 4.23 | 18.82 | 18.82 | 56.43 | NA | NA | … | … | 1.94 | 11.02 | 18.96 | 8.77 | 7.16 | 11.81 | 21.25 | 14.05 | 25.81 | 50.65 | 11.20 | 8.22 | 5.02 |
| Yield(%) | 0.00 | 7.95 | 16.20 | 12.46 | 6.04 | 5.73 | 4.30 | … | … | 0.16 | 8.92 | 10.97 | 36.87 | 2.68 | 1.84 | 1.41 | 2.34 | 2.89 | 0.96 | 5.11 | 4.84 | 0.00 |
Data as of 10/06/2017, Common starting date is 01/03/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RXLEX (2040 STRATEGY FUND CLASS E) |
-15.51%
Feb 2006 – Feb 2009 |
-3.14%
May 2007 – May 2012 |
-1.17%
Sep 2007 – Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RXLEX (2040 STRATEGY FUND CLASS E) |
23.34%
Feb 2009 – Feb 2012 |
19.10%
Feb 2009 – Feb 2014 |
5.67%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart