Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RENX (RELX NV) | NA | 0.80% | 13.42% | 45.41% | 24.93% | 19.44% | 13.10% | … | … |
Data as of 09/10/2018, Common starting date is 10/10/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RENX (RELX NV) | 10/10/1994 | 09/10/2018 |
| 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 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.64 | 0.80 | 13.42 | 45.41 | 24.93 | 19.44 | 13.10 | … | … | -5.84 | 40.97 | 2.28 | 249.80 | 23.64 | 61.36 | 32.67 | -6.71 | 1.97 | 1.20 | -29.76 | 16.28 | 22.05 | 1.79 | 10.91 | 0.53 | 5.57 | -20.78 | 23.30 | -14.73 | -13.18 | -4.44 | 26.76 | 29.09 | 0.61 |
| Sharpe Ratio | NA | 0.05 | 0.78 | 0.84 | 0.55 | NA | NA | … | … | -0.63 | 3.75 | 0.10 | 2.17 | 1.47 | 3.24 | 1.56 | -0.22 | 0.08 | 0.03 | -0.54 | 0.55 | 1.07 | -0.03 | 0.47 | -0.01 | 0.16 | -0.69 | 0.39 | -0.51 | -0.53 | -0.27 | 1.37 | 1.30 | -0.09 |
| Standard Deviation(%) | NA | 13.96 | 16.35 | 53.51 | 45.03 | NA | NA | … | … | 15.38 | 10.79 | 20.62 | 115.26 | 16.10 | 18.94 | 21.11 | 30.37 | 24.97 | 39.49 | 57.05 | 24.09 | 17.50 | 17.10 | 20.98 | 33.92 | 28.56 | 34.22 | 48.67 | 35.60 | 31.28 | 29.91 | 16.66 | 19.33 | 13.15 |
| Draw Down(%) | NA | 13.58 | 18.05 | 18.05 | 37.83 | NA | NA | … | … | 13.09 | 4.41 | 18.05 | 10.38 | 9.32 | 9.67 | 21.64 | 23.74 | 19.38 | 20.76 | 52.75 | 16.40 | 9.21 | 15.49 | 15.47 | 27.67 | 24.13 | 31.55 | 39.87 | 44.61 | 35.29 | 23.15 | 11.15 | 9.58 | 4.27 |
| Yield(%) | 0.00 | 2.47 | 3.12 | 6.27 | 5.34 | 4.78 | 2.92 | … | … | 2.31 | 2.83 | 2.77 | 7.13 | 9.99 | 12.41 | 4.26 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/10/2018, Common starting date is 10/10/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RENX (RELX NV) |
-17.73%
May 1997 – May 2000 |
-11.48%
Feb 1998 – Feb 2003 |
-2.21%
Feb 1999 – Feb 2009 |
-2.30%
May 1997 – May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RENX (RELX NV) |
108.04%
Jul 2012 – Jul 2015 |
67.63%
May 2012 – May 2017 |
25.57%
Nov 2007 – Nov 2017 |
20.23%
Aug 2003 – Aug 2018 |
Annualized Rolling Returns Comparison Chart