Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RCLTX (Russell Lifepoints Conservative Strat R2) | NA | -0.44% | 3.55% | 4.42% | NA | NA | NA | … | … |
Data as of 06/16/2015, Common starting date is 03/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RCLTX (Russell Lifepoints Conservative Strat R2) | 03/01/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.44 | 3.55 | 4.42 | NA | NA | NA | … | … | 0.00 | 2.83 | 2.87 | 8.44 | 1.93 | 9.69 | 20.02 | -15.43 | 5.41 | 2.37 |
| Sharpe Ratio | NA | -0.39 | 1.45 | 1.32 | NA | NA | NA | … | … | 0.00 | 1.35 | 0.88 | 3.35 | 0.39 | 2.23 | 2.86 | -1.87 | 0.65 | -0.17 |
| Standard Deviation(%) | NA | 1.17 | 2.42 | 3.31 | NA | NA | NA | … | … | NA | 2.09 | 3.22 | 2.52 | 4.94 | 4.31 | 6.97 | 8.72 | 3.67 | 3.07 |
| Draw Down(%) | NA | 1.51 | 4.37 | 4.81 | NA | NA | NA | … | … | 0.00 | 1.51 | 4.37 | 2.04 | 4.81 | 2.61 | 8.72 | 21.91 | 1.92 | 2.84 |
| Yield(%) | 0.00 | 0.28 | 2.29 | 2.82 | 3.04 | 2.03 | 1.52 | … | … | 0.00 | 0.53 | 3.38 | 3.47 | 2.49 | 4.15 | 4.48 | 4.45 | 5.59 | 3.38 |
Data as of 06/16/2015, Common starting date is 03/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCLTX (Russell Lifepoints Conservative Strat R2) |
-2.25%
Apr 2006 – Apr 2009 |
3.42%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCLTX (Russell Lifepoints Conservative Strat R2) |
13.63%
Feb 2009 – Feb 2012 |
9.91%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart