Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYJAX (INVERSE GOVERNMENT LONG BOND STRATEGY FUND ADVISOR) | NA | -11.65% | -4.29% | -9.25% | -8.41% | NA | NA | … | … |
Data as of 09/30/2015, Common starting date is 07/31/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYJAX (INVERSE GOVERNMENT LONG BOND STRATEGY FUND ADVISOR) | 07/31/2003 | 09/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.63 | -11.65 | -4.29 | -9.25 | -8.41 | NA | NA | … | … | -2.04 | -24.64 | 17.45 | -6.05 | -31.03 | -13.46 | 18.99 | -29.67 | -4.76 | 7.77 | -5.41 | -9.16 | -6.47 |
| Sharpe Ratio | NA | -0.68 | -0.31 | -0.56 | -0.55 | NA | NA | … | … | -0.15 | -2.18 | 1.23 | -0.40 | -1.46 | -0.80 | 0.79 | -1.39 | -0.65 | 0.47 | -0.71 | -0.91 | -1.08 |
| Standard Deviation(%) | NA | 17.13 | 14.43 | 16.46 | 16.96 | NA | NA | … | … | 18.38 | 11.32 | 14.13 | 15.34 | 21.29 | 17.04 | 23.80 | 21.99 | 12.19 | 9.26 | 10.88 | 11.16 | 14.24 |
| Draw Down(%) | NA | 18.92 | 33.37 | 51.51 | 67.86 | NA | NA | … | … | 10.48 | 25.46 | 9.06 | 19.83 | 36.12 | 23.57 | 16.55 | 34.33 | 16.66 | 10.29 | 10.76 | 14.39 | 9.45 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.71 | 0.38 | 0.29 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.53 | 3.50 | 0.00 | 0.00 | 0.00 |
Data as of 09/30/2015, Common starting date is 07/31/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYJAX (INVERSE GOVERNMENT LONG BOND STRATEGY FUND ADVISOR) |
-18.79%
Oct 2008 – Oct 2011 |
-16.15%
Jul 2007 – Jul 2012 |
-9.32%
Jan 2005 – Jan 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYJAX (INVERSE GOVERNMENT LONG BOND STRATEGY FUND ADVISOR) |
2.25%
May 2005 – May 2008 |
-2.83%
Oct 2003 – Oct 2008 |
-6.96%
Dec 2003 – Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart