Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RELDX (Russell LifePoints Eq Growth Strategy R3) | NA | -3.39% | 10.24% | 8.27% | 4.29% | 2.93% | NA | … | … |
Data as of 06/16/2015, Common starting date is 06/09/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RELDX (Russell LifePoints Eq Growth Strategy R3) | 06/09/2000 | 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 | -3.39 | 10.24 | 8.27 | 4.29 | 2.93 | NA | … | … | 0.00 | 0.59 | 19.39 | 14.67 | -6.14 | 13.67 | 30.41 | -42.27 | 7.12 | 18.28 | 9.78 | 14.62 | 33.74 | -19.26 | -12.48 | -7.33 |
| Sharpe Ratio | NA | -0.84 | 1.17 | 0.58 | 0.16 | NA | NA | … | … | 0.00 | 0.08 | 1.98 | 1.14 | -0.27 | 0.71 | 1.05 | -1.04 | 0.25 | 1.32 | 0.78 | 1.28 | 2.30 | -0.94 | -0.83 | -0.99 |
| Standard Deviation(%) | NA | 4.06 | 8.78 | 14.20 | 20.68 | NA | NA | … | … | NA | 7.47 | 9.79 | 12.91 | 23.20 | 19.26 | 28.96 | 41.27 | 16.71 | 11.43 | 9.71 | 10.65 | 14.36 | 21.66 | 18.14 | 16.97 |
| Draw Down(%) | NA | 5.29 | 7.73 | 23.13 | 59.63 | NA | NA | … | … | 0.00 | 5.29 | 7.73 | 12.83 | 23.13 | 15.67 | 28.05 | 53.73 | 11.22 | 11.67 | 6.83 | 8.77 | 12.86 | 30.18 | 28.14 | 14.88 |
| Yield(%) | 0.00 | 0.00 | 1.38 | 1.42 | 3.07 | 2.30 | 1.73 | … | … | 0.00 | 0.33 | 2.17 | 1.34 | 1.02 | 1.54 | 1.87 | 5.42 | 8.17 | 5.66 | 1.54 | 1.07 | 1.08 | 0.24 | 1.70 | 2.00 |
Data as of 06/16/2015, Common starting date is 06/09/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RELDX (Russell LifePoints Eq Growth Strategy R3) |
-17.29%
Feb 2006 – Feb 2009 |
-6.38%
Feb 2004 – Feb 2009 |
-0.37%
Aug 2000 – Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RELDX (Russell LifePoints Eq Growth Strategy R3) |
23.76%
Feb 2009 – Feb 2012 |
18.87%
Feb 2009 – Feb 2014 |
8.01%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart