Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 10/06/2017.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RLLSX (2020 STRATEGY FUND CLASS S) | NA | -26.15% | -7.48% | -2.02% | -0.08% | NA | NA | 2.09% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RLLSX (2020 STRATEGY FUND CLASS S) | 01/03/2005 | 10/06/2017 |
The return data shown below all have the same latest date: 10/06/2017.
AR inception is since 01/03/2005.
AR inception is since 01/03/2005.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.35 | -26.15 | -7.48 | -2.02 | -0.08 | NA | NA | 2.09 | -26.07 | 6.73 | -1.24 | 4.80 | 9.01 | 11.79 | -0.28 | 13.17 | 26.67 | -28.83 | 7.12 | 12.96 | 4.62 |
| Sharpe Ratio | NA | -0.83 | -0.40 | -0.15 | -0.02 | NA | NA | 0.08 | -0.91 | 1.13 | -0.22 | 1.09 | 1.69 | 1.98 | -0.03 | 1.33 | 1.65 | -1.29 | 0.41 | 1.47 | 0.44 |
| Standard Deviation(%) | NA | 32.07 | 19.13 | 15.14 | 14.94 | NA | NA | 13.63 | 36.57 | 5.76 | 5.79 | 4.40 | 5.31 | 5.99 | 11.41 | 9.81 | 16.07 | 23.05 | 9.92 | 6.62 | 5.56 |
| Draw Down(%) | NA | 31.54 | 31.54 | 31.54 | 42.09 | NA | NA | 42.09 | 31.54 | 3.91 | 6.43 | 3.68 | 5.49 | 5.50 | 11.21 | 7.43 | 17.83 | 38.37 | 6.53 | 6.09 | 4.03 |
| Yield(%) | 0.00 | 6.39 | 14.55 | 10.72 | 6.43 | 5.65 | 4.24 | 7.06 | 0.42 | 7.53 | 11.98 | 31.80 | 4.18 | 3.36 | 2.63 | 3.95 | 4.24 | 2.22 | 5.63 | 3.48 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RLLSX (2020 STRATEGY FUND CLASS S) |
-9.45%
Feb 2006 - Feb 2009 |
-0.64%
Sep 2012 - Sep 2017 |
0.70%
Sep 2007 - Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RLLSX (2020 STRATEGY FUND CLASS S) |
19.65%
Feb 2009 - Feb 2012 |
14.90%
Feb 2009 - Feb 2014 |
5.57%
Apr 2005 - Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart