Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RYADX (GOVERNMENT LONG BOND 1.2X STRATEGY FUND ADVISOR) | NA | 9.24% | 2.18% | 6.35% | 4.80% | NA | NA | 5.59% |
Data as of 09/30/2015, AR inception is 11/11/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYADX (GOVERNMENT LONG BOND 1.2X STRATEGY FUND ADVISOR) | 11/11/2003 | 09/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.80 | 9.24 | 2.18 | 6.35 | 4.80 | NA | NA | 5.59 | -2.97 | 34.73 | -17.15 | 2.21 | 38.89 | 7.40 | -33.25 | 45.17 | 6.21 | -7.32 | 4.27 | 5.57 | 3.48 |
| Sharpe Ratio | NA | 0.41 | 0.11 | 0.30 | 0.19 | NA | NA | 0.22 | -0.18 | 2.57 | -0.99 | 0.12 | 1.53 | 0.36 | -1.27 | 1.82 | 0.22 | -0.96 | 0.16 | 0.35 | 1.84 |
| Standard Deviation(%) | NA | 20.63 | 17.54 | 19.84 | 19.79 | NA | NA | 18.87 | 22.08 | 13.50 | 17.29 | 18.39 | 25.38 | 20.40 | 26.35 | 24.19 | 14.23 | 11.06 | 12.95 | 13.28 | 15.33 |
| Draw Down(%) | NA | 21.44 | 22.18 | 25.68 | 36.98 | NA | NA | 36.98 | 21.44 | 6.55 | 20.24 | 13.46 | 13.98 | 19.66 | 35.33 | 11.95 | 13.02 | 15.51 | 11.42 | 14.66 | 3.13 |
| Yield(%) | 0.00 | 0.88 | 7.13 | 12.15 | 19.73 | 17.86 | 13.40 | 24.36 | 0.59 | 3.47 | 5.87 | 18.96 | 21.40 | 23.06 | 15.26 | 25.18 | 29.55 | 28.14 | 29.81 | 21.45 | 0.00 |
Data as of 09/30/2015, AR inception is 11/11/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYADX (GOVERNMENT LONG BOND 1.2X STRATEGY FUND ADVISOR) |
-3.37%
May 2005 - May 2008 |
-3.35%
Dec 2008 - Dec 2013 |
2.86%
Dec 2003 - Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYADX (GOVERNMENT LONG BOND 1.2X STRATEGY FUND ADVISOR) |
15.76%
Jul 2009 - Jul 2012 |
13.41%
Jan 2010 - Jan 2015 |
6.35%
Jan 2005 - Jan 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart