Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RXLSX (2040 STRATEGY FUND CLASS S) | NA | -33.25% | -10.71% | -2.38% | -1.89% | NA | NA | … | … |
Data as of 10/06/2017, Common starting date is 01/03/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RXLSX (2040 STRATEGY FUND CLASS S) | 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 (%) | -7.86 | -33.25 | -10.71 | -2.38 | -1.89 | NA | NA | … | … | -34.73 | 10.01 | -3.08 | 3.69 | 20.77 | 15.11 | -5.20 | 15.04 | 30.69 | -39.40 | 7.33 | 16.79 | 6.75 |
| Sharpe Ratio | NA | -0.68 | -0.36 | -0.11 | -0.09 | NA | NA | … | … | -0.77 | 0.75 | -0.24 | 0.39 | 2.16 | 1.24 | -0.24 | 0.86 | 1.17 | -1.09 | 0.26 | 1.54 | 0.65 |
| Standard Deviation(%) | NA | 49.34 | 30.50 | 24.38 | 24.53 | NA | NA | … | … | 56.20 | 13.06 | 13.15 | 9.48 | 9.61 | 12.27 | 21.68 | 17.32 | 26.16 | 36.84 | 16.66 | 8.79 | 7.11 |
| Draw Down(%) | NA | 43.10 | 43.10 | 43.10 | 56.30 | NA | NA | … | … | 43.10 | 10.88 | 13.38 | 8.73 | 7.15 | 11.74 | 21.16 | 13.94 | 25.81 | 50.50 | 11.20 | 8.14 | 5.12 |
| Yield(%) | 0.00 | 8.12 | 16.36 | 12.69 | 6.23 | 5.94 | 4.45 | … | … | 0.28 | 9.19 | 11.29 | 37.16 | 2.94 | 2.17 | 1.73 | 2.52 | 3.13 | 1.17 | 5.37 | 5.07 | 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 |
|---|---|---|---|---|
| RXLSX (2040 STRATEGY FUND CLASS S) |
-15.29%
Feb 2006 – Feb 2009 |
-2.88%
May 2007 – May 2012 |
-0.88%
Sep 2007 – Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RXLSX (2040 STRATEGY FUND CLASS S) |
23.65%
Feb 2009 – Feb 2012 |
19.40%
Feb 2009 – Feb 2014 |
5.94%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart