Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRISX (T. ROWE PRICE INSTITUTIONAL U.S. STRUCTURED RESEARCH FUND T. ROWE PRICE INSTITUTIONAL U.S. STRUCTURED RESEARCH FUND) | NA | 13.56% | 14.42% | 10.96% | 12.74% | NA | NA | 8.26% |
Data as of 11/15/2019, AR inception is 11/05/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRISX (T. ROWE PRICE INSTITUTIONAL U.S. STRUCTURED RESEARCH FUND T. ROWE PRICE INSTITUTIONAL U.S. STRUCTURED RESEARCH FUND) | 11/05/2007 | 11/15/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.45 | 13.56 | 14.42 | 10.96 | 12.74 | NA | NA | 8.26 | 23.60 | -4.43 | 23.81 | 10.37 | 2.94 | 12.35 | 32.86 | 16.22 | 1.42 | 13.60 | 28.04 | -37.49 | -2.47 |
| Sharpe Ratio | NA | 0.77 | 1.02 | 0.74 | 0.83 | NA | NA | 0.40 | 1.88 | -0.34 | 3.34 | 0.75 | 0.19 | 1.05 | 2.96 | 1.25 | 0.06 | 0.74 | 1.03 | -0.94 | -0.81 |
| Standard Deviation(%) | NA | 15.80 | 13.05 | 13.79 | 15.06 | NA | NA | 19.80 | 13.71 | 17.01 | 6.96 | 13.63 | 15.58 | 11.72 | 11.09 | 13.01 | 23.57 | 18.29 | 27.09 | 40.70 | 21.36 |
| Draw Down(%) | NA | 15.72 | 19.58 | 19.58 | 19.58 | NA | NA | 53.56 | 6.67 | 19.58 | 2.35 | 11.49 | 11.74 | 7.82 | 5.76 | 10.17 | 18.88 | 16.27 | 25.73 | 47.20 | 7.13 |
| Yield(%) | 0.00 | 10.71 | 11.55 | 9.95 | 10.19 | 5.31 | 3.98 | 6.64 | 0.00 | 11.04 | 14.44 | 10.82 | 9.26 | 10.18 | 5.03 | 1.97 | 1.57 | 1.17 | 0.00 | 0.00 | 0.00 |
Data as of 11/15/2019, AR inception is 11/05/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRISX (T. ROWE PRICE INSTITUTIONAL U.S. STRUCTURED RESEARCH FUND T. ROWE PRICE INSTITUTIONAL U.S. STRUCTURED RESEARCH FUND) |
-3.12%
Dec 2007 - Dec 2010 |
1.40%
Dec 2007 - Dec 2012 |
8.45%
Dec 2007 - Dec 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRISX (T. ROWE PRICE INSTITUTIONAL U.S. STRUCTURED RESEARCH FUND T. ROWE PRICE INSTITUTIONAL U.S. STRUCTURED RESEARCH FUND) |
24.90%
Feb 2009 - Feb 2012 |
22.53%
Feb 2009 - Feb 2014 |
16.56%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart