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 |
|---|---|---|---|---|---|---|---|---|
| RRLSX (2030 STRATEGY FUND CLASS S) | NA | -25.83% | -7.34% | -0.80% | -1.00% | NA | NA | 1.84% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRLSX (2030 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 (%) | -5.34 | -25.83 | -7.34 | -0.80 | -1.00 | NA | NA | 1.84 | -26.49 | 8.35 | -1.97 | 4.06 | 16.47 | 14.02 | -4.37 | 14.94 | 30.59 | -38.99 | 7.47 | 15.81 | 5.84 |
| Sharpe Ratio | NA | -0.45 | -0.15 | -0.01 | 0.19 | NA | NA | 0.04 | -0.81 | 0.90 | -0.22 | 0.57 | 2.07 | 1.35 | -0.22 | 0.89 | 1.16 | -1.09 | 0.28 | 1.50 | 0.58 |
| Standard Deviation(%) | NA | 58.43 | 50.74 | 90.31 | 18.00 | NA | NA | 20.68 | 41.37 | 9.04 | 9.23 | 7.10 | 7.94 | 10.46 | 19.78 | 16.74 | 26.22 | 36.68 | 15.69 | 8.38 | 6.36 |
| Draw Down(%) | NA | 33.74 | 33.74 | 33.74 | 55.90 | NA | NA | 55.90 | 33.74 | 7.07 | 9.73 | 6.24 | 6.45 | 9.96 | 19.50 | 13.44 | 25.85 | 50.21 | 10.47 | 7.38 | 4.54 |
| Yield(%) | 0.00 | 5.41 | 14.18 | 10.81 | 5.54 | 5.21 | 3.91 | 6.52 | 0.35 | 6.42 | 9.08 | 33.18 | 2.62 | 2.51 | 1.93 | 2.65 | 3.15 | 1.17 | 5.57 | 4.57 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRLSX (2030 STRATEGY FUND CLASS S) |
-15.24%
Feb 2006 - Feb 2009 |
-2.50%
May 2007 - May 2012 |
-0.27%
Sep 2007 - Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRLSX (2030 STRATEGY FUND CLASS S) |
23.56%
Feb 2009 - Feb 2012 |
18.54%
Feb 2009 - Feb 2014 |
5.37%
Apr 2005 - Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart