Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RAS (RAIT Financial Trust) | NA | -94.25% | -74.79% | -57.39% | -40.02% | -31.59% | -21.06% | … | … |
Data as of 08/10/2018, Common starting date is 01/12/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RAS (RAIT Financial Trust) | 01/12/1998 | 08/10/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -12.50 | -94.25 | -74.79 | -57.39 | -40.02 | -31.59 | -21.06 | … | … | -81.58 | -88.31 | 40.64 | -60.54 | -6.96 | 70.16 | 26.53 | -24.87 | 67.18 | -49.62 | -62.19 | -70.81 | 45.66 | 0.96 | 19.20 | 30.94 | 47.66 | 50.71 | 35.94 | 17.74 | -16.86 |
| Sharpe Ratio | NA | -0.71 | -0.95 | -0.97 | -0.66 | NA | NA | … | … | -0.58 | -1.33 | 0.13 | -1.65 | -1.10 | 1.65 | 0.22 | -0.57 | 0.51 | -0.51 | -0.63 | -0.92 | 1.27 | -1.02 | -0.02 | 0.55 | 0.83 | 1.27 | 0.68 | 0.45 | -0.45 |
| Standard Deviation(%) | NA | 160.90 | 103.53 | 81.99 | 90.62 | NA | NA | … | … | 189.59 | 80.84 | 49.21 | 47.91 | 23.15 | 31.21 | 36.84 | 76.67 | 94.57 | 134.95 | 128.61 | 101.02 | 18.50 | 19.64 | 22.38 | 21.31 | 33.74 | 23.73 | 18.61 | 32.54 | 45.51 |
| Draw Down(%) | NA | 94.46 | 98.49 | 98.90 | 99.41 | NA | NA | … | … | 89.06 | 92.37 | 30.12 | 67.59 | 16.39 | 28.05 | 34.86 | 71.79 | 68.85 | 82.99 | 80.79 | 82.45 | 10.30 | 19.52 | 22.22 | 16.70 | 30.93 | 12.61 | 7.28 | 22.12 | 50.87 |
| Yield(%) | 0.00 | 3.91 | 4.87 | 5.93 | 4.59 | 4.43 | 7.13 | … | … | 0.00 | 6.41 | 13.14 | 9.17 | 7.69 | 8.73 | 6.22 | 6.82 | 0.00 | 0.00 | 15.07 | 7.56 | 10.33 | 8.79 | 9.36 | 11.26 | 14.53 | 16.83 | 18.98 | 18.34 | 11.80 |
Data as of 08/10/2018, Common starting date is 01/12/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RAS (RAIT Financial Trust) |
-73.06%
May 2015 – May 2018 |
-55.57%
Jul 2013 – Jul 2018 |
-38.73%
May 2008 – May 2018 |
-30.57%
Jul 2003 – Jul 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RAS (RAIT Financial Trust) |
52.92%
Jun 2000 – Jun 2003 |
38.19%
Mar 1999 – Mar 2004 |
5.92%
May 1998 – May 2008 |
1.39%
Dec 1998 – Dec 2013 |
Annualized Rolling Returns Comparison Chart