Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 06/19/2020.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RMBFX (RMB Mendon Financial Long/Short Fund A) | NA | -55.66% | -28.49% | -16.00% | -5.22% | -3.40% | NA | -2.39% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RMBFX (RMB Mendon Financial Long/Short Fund A) | 05/05/2004 | 06/19/2020 |
The return data shown below all have the same latest date: 06/19/2020.
AR inception is since 05/05/2004.
AR inception is since 05/05/2004.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.16 | -55.66 | -28.49 | -16.00 | -5.22 | -3.40 | NA | -2.39 | -59.72 | 13.24 | -20.09 | -3.07 | 9.08 | 15.10 | 12.08 | 22.14 | 21.19 | -21.22 | 1.27 | 30.78 | -12.79 | -16.84 | 7.73 | 1.68 | 10.86 |
| Sharpe Ratio | NA | -1.01 | -0.86 | -0.60 | -0.24 | NA | NA | -0.13 | -1.07 | 0.85 | -1.52 | -0.31 | 0.63 | 1.27 | 1.11 | 2.17 | 1.34 | -0.74 | 0.07 | 0.89 | -0.29 | -0.81 | 0.40 | -0.04 | 1.72 |
| Standard Deviation(%) | NA | 56.24 | 34.35 | 27.96 | 23.29 | NA | NA | 24.82 | 80.62 | 14.04 | 14.08 | 11.86 | 13.92 | 11.86 | 10.89 | 10.20 | 15.92 | 28.72 | 17.28 | 34.34 | 47.73 | 24.54 | 11.18 | 11.57 | 9.23 |
| Draw Down(%) | NA | 66.81 | 71.77 | 71.77 | 71.77 | NA | NA | 71.77 | 66.79 | 12.63 | 28.28 | 11.43 | 16.14 | 5.23 | 7.62 | 4.55 | 12.10 | 30.31 | 20.87 | 30.39 | 36.09 | 23.76 | 7.81 | 7.49 | 5.02 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.60 | 0.95 | 0.64 | 0.55 | 0.69 | 0.00 | 0.00 | 0.00 | 0.00 | 0.51 | 2.64 | 4.71 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMBFX (RMB Mendon Financial Long/Short Fund A) |
-31.12%
Mar 2017 - Mar 2020 |
-17.30%
Mar 2015 - Mar 2020 |
-6.69%
Mar 2010 - Mar 2020 |
-3.81%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMBFX (RMB Mendon Financial Long/Short Fund A) |
19.09%
Jul 2012 - Jul 2015 |
15.81%
Dec 2011 - Dec 2016 |
8.52%
Feb 2009 - Feb 2019 |
3.15%
Jul 2004 - Jul 2019 |
Annualized Rolling Returns Comparison Chart