Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RCLDX (Russell LifePoints Cnsrv Strat R3) | NA | -0.51% | 3.31% | 4.19% | 3.83% | NA | NA | … | … |
Data as of 06/16/2015, Common starting date is 09/12/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RCLDX (Russell LifePoints Cnsrv Strat R3) | 09/12/2000 | 06/16/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.51 | 3.31 | 4.19 | 3.83 | NA | NA | … | … | 0.00 | 2.69 | 2.56 | 8.10 | 1.74 | 9.53 | 19.83 | -15.67 | 5.11 | 6.19 | 2.57 | 4.17 | 7.71 | 1.39 | 3.87 | 1.07 |
| Sharpe Ratio | NA | -0.44 | 1.37 | 1.24 | 0.63 | NA | NA | … | … | 0.00 | 1.27 | 0.78 | 3.08 | 0.34 | 2.20 | 2.87 | -1.89 | 0.59 | 1.03 | 0.17 | 1.12 | 2.35 | 0.09 | 0.40 | -0.11 |
| Standard Deviation(%) | NA | 1.17 | 2.43 | 3.35 | 4.65 | NA | NA | … | … | NA | 2.10 | 3.24 | 2.63 | 5.00 | 4.30 | 6.88 | 8.77 | 3.56 | 2.82 | 2.41 | 2.88 | 2.99 | 3.46 | 3.95 | 6.03 |
| Draw Down(%) | NA | 1.50 | 4.26 | 4.87 | 22.58 | NA | NA | … | … | 0.00 | 1.50 | 4.26 | 2.03 | 4.87 | 2.69 | 8.79 | 21.94 | 1.91 | 1.66 | 1.77 | 3.27 | 2.12 | 3.63 | 3.10 | 2.51 |
| Yield(%) | 0.00 | 0.20 | 2.04 | 2.55 | 3.32 | 3.26 | 2.45 | … | … | 0.00 | 0.39 | 3.08 | 3.08 | 2.21 | 3.91 | 4.25 | 4.21 | 5.30 | 5.88 | 2.72 | 1.87 | 1.95 | 3.24 | 4.28 | 2.50 |
Data as of 06/16/2015, Common starting date is 09/12/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCLDX (Russell LifePoints Cnsrv Strat R3) |
-3.98%
Feb 2006 – Feb 2009 |
-1.20%
Feb 2004 – Feb 2009 |
3.86%
Nov 2001 – Nov 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCLDX (Russell LifePoints Cnsrv Strat R3) |
13.35%
Feb 2009 – Feb 2012 |
9.63%
Feb 2009 – Feb 2014 |
4.70%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart