Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RFR (RMR FIRE Fund) | NA | -100.00% | -100.00% | -100.00% | NA | NA | NA | … | … |
Data as of 12/27/2012, Common starting date is 11/23/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RFR (RMR FIRE Fund) | 11/23/2004 | 12/27/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | NA | … | … | -100.00 | 21.94 | -88.09 | -36.32 | 27.37 | -14.72 | -3.41 |
| Sharpe Ratio | NA | -0.47 | -0.32 | NA | NA | NA | NA | … | … | NA | 0.35 | -0.75 | -1.39 | 2.10 | -0.91 | -3.30 |
| Standard Deviation(%) | NA | 168.61 | 172.52 | NA | NA | NA | NA | … | … | NA | 95.43 | 118.64 | 28.30 | 11.52 | 18.60 | 9.13 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | NA | NA | NA | … | … | 100.00 | 66.30 | 92.54 | 43.36 | 6.55 | 23.00 | 3.61 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.45 | 2.41 | 1.61 | 1.21 | … | … | 0.00 | 1.34 | 6.82 | 7.87 | 9.15 | 6.68 | 0.00 |
Data as of 12/27/2012, Common starting date is 11/23/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RFR (RMR FIRE Fund) |
-94.28%
Jul 2009 – Jul 2012 |
-78.75%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RFR (RMR FIRE Fund) |
-6.97%
Mar 2005 – Mar 2008 |
-75.99%
Sep 2007 – Sep 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart