Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RYYMX (MANAGED FUTURES STRATEGY FUND Y-CLASS SHARES) | NA | 0.00% | 3.34% | 3.40% | NA | NA | NA | … | … |
Data as of 10/31/2017, Common starting date is 03/30/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RYYMX (MANAGED FUTURES STRATEGY FUND Y-CLASS SHARES) | 03/30/2010 | 10/31/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 3.34 | 3.40 | NA | NA | NA | … | … | 0.00 | 0.00 | 1.76 | 10.80 | 4.30 | -11.09 | -6.85 | 0.43 |
| Sharpe Ratio | NA | -40,304.31 | 0.65 | 0.48 | NA | NA | NA | … | … | -40,073.78 | 0.00 | 0.23 | 1.08 | 0.51 | -2.01 | -0.90 | 0.06 |
| Standard Deviation(%) | NA | 0.00 | 4.80 | 6.81 | NA | NA | NA | … | … | 0.00 | 0.00 | 7.56 | 10.02 | 8.36 | 5.59 | 7.66 | 7.43 |
| Draw Down(%) | NA | 0.00 | 8.92 | 9.01 | NA | NA | NA | … | … | 0.00 | 0.00 | 8.92 | 8.24 | 8.88 | 13.29 | 12.14 | 7.97 |
| Yield(%) | 0.00 | 0.00 | 0.41 | 0.26 | 0.11 | 0.07 | 0.05 | … | … | 0.00 | 0.00 | 0.00 | 1.27 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/31/2017, Common starting date is 03/30/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYYMX (MANAGED FUTURES STRATEGY FUND Y-CLASS SHARES) |
-7.67%
Apr 2011 – Apr 2014 |
-1.27%
Apr 2011 – Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RYYMX (MANAGED FUTURES STRATEGY FUND Y-CLASS SHARES) |
6.33%
Sep 2013 – Sep 2016 |
3.02%
Jun 2012 – Jun 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart