Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DRPIX (RPG Diversified Risk Parity I) | NA | 6.12% | 0.30% | 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 |
|---|---|---|
| DRPIX (RPG Diversified Risk Parity I) | 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 | 0.30 | NA | NA | NA | NA | … | … | 2.69 | 6.62 | -4.86 | -7.40 |
| Sharpe Ratio | NA | 1.16 | 0.04 | NA | NA | NA | NA | … | … | 0.74 | 1.07 | -0.62 | -1.39 |
| Standard Deviation(%) | NA | 5.27 | 6.54 | NA | NA | NA | NA | … | … | 5.13 | 6.16 | 8.04 | 7.25 |
| Draw Down(%) | NA | 2.80 | 8.79 | NA | NA | NA | NA | … | … | 2.80 | 3.83 | 7.04 | 9.75 |
| Yield(%) | 0.00 | 1.22 | 0.39 | 0.22 | 0.11 | 0.07 | 0.06 | … | … | 0.00 | 1.26 | 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 |
|---|---|---|---|---|
| DRPIX (RPG Diversified Risk Parity I) |
-1.33%
Jul 2011 – Jul 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 |
|---|---|---|---|---|
| DRPIX (RPG Diversified Risk Parity I) |
0.19%
Aug 2011 – Aug 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart