Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USTRX (TOTAL RETURN STRATEGY FUND TOTAL RETURN STRATEGY FUND SHARES) | NA | -7.73% | -1.02% | -1.81% | -0.80% | NA | NA | … | … |
Data as of 09/21/2018, Common starting date is 03/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USTRX (TOTAL RETURN STRATEGY FUND TOTAL RETURN STRATEGY FUND SHARES) | 03/04/2005 | 09/21/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.73 | -1.02 | -1.81 | -0.80 | NA | NA | … | … | -7.62 | 6.59 | 1.41 | -11.68 | 2.26 | -0.62 | 10.62 | -1.04 | 4.88 | 10.54 | -23.05 | -6.30 | 1.11 | -2.94 |
| Sharpe Ratio | NA | -1.26 | -0.16 | -0.24 | -0.09 | NA | NA | … | … | -1.60 | 0.71 | 0.09 | -1.29 | 0.33 | -0.08 | 1.14 | -0.08 | 0.50 | 0.69 | -0.88 | -0.57 | -0.64 | -1.42 |
| Standard Deviation(%) | NA | 7.01 | 10.17 | 9.27 | 12.90 | NA | NA | … | … | 7.25 | 8.46 | 13.41 | 9.10 | 6.79 | 7.92 | 9.33 | 13.24 | 9.62 | 15.14 | 27.13 | 16.51 | 3.40 | 4.09 |
| Draw Down(%) | NA | 9.95 | 17.32 | 18.38 | 33.48 | NA | NA | … | … | 9.95 | 5.76 | 17.32 | 13.59 | 7.18 | 8.13 | 5.75 | 11.83 | 8.14 | 18.37 | 32.70 | 14.52 | 1.96 | 3.73 |
| Yield(%) | 0.00 | 0.43 | 0.39 | 0.53 | 0.39 | 0.23 | 0.17 | … | … | 0.43 | 0.00 | 0.45 | 0.70 | 0.83 | 0.47 | 0.76 | 0.16 | 0.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/21/2018, Common starting date is 03/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USTRX (TOTAL RETURN STRATEGY FUND TOTAL RETURN STRATEGY FUND SHARES) |
-13.77%
Feb 2006 – Feb 2009 |
-5.02%
Jun 2005 – Jun 2010 |
-2.14%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USTRX (TOTAL RETURN STRATEGY FUND TOTAL RETURN STRATEGY FUND SHARES) |
10.78%
Feb 2009 – Feb 2012 |
8.08%
Feb 2009 – Feb 2014 |
-0.15%
Jul 2006 – Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart