Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRPAX (RPG Diversified Risk Parity A) | NA | 6.12% | 0.18% | NA | NA | NA | NA | … | … |
Data as of 09/16/2014, Common starting date is 04/12/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRPAX (RPG Diversified Risk Parity A) | 04/12/2011 | 09/16/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.12 | 0.18 | NA | NA | NA | NA | … | … | 3.03 | 6.20 | -5.12 | -8.20 |
| Sharpe Ratio | NA | 1.15 | 0.02 | NA | NA | NA | NA | … | … | 0.85 | 0.99 | -0.65 | -1.73 |
| Standard Deviation(%) | NA | 5.29 | 6.51 | NA | NA | NA | NA | … | … | 5.08 | 6.21 | 7.99 | 6.47 |
| Draw Down(%) | NA | 2.59 | 8.86 | NA | NA | NA | NA | … | … | 2.59 | 3.87 | 7.00 | 10.54 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/16/2014, Common starting date is 04/12/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRPAX (RPG Diversified Risk Parity A) |
-1.68%
May 2011 – May 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRPAX (RPG Diversified Risk Parity A) |
0.00%
Aug 2011 – Aug 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart