Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RJLAX (Russell LifePoints 2010 Strategy A) | NA | 8.84% | 3.64% | 4.30% | NA | NA | NA | … | … |
Data as of 04/04/2011, Common starting date is 09/08/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RJLAX (Russell LifePoints 2010 Strategy A) | 09/08/2005 | 04/04/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.84 | 3.64 | 4.30 | NA | NA | NA | … | … | 2.00 | 11.05 | 23.16 | -21.72 | 6.39 | 9.95 | 0.10 |
| Sharpe Ratio | NA | 1.51 | 0.31 | 0.32 | NA | NA | NA | … | … | 2.52 | 1.80 | 2.25 | -1.56 | 0.55 | 1.26 | -0.43 |
| Standard Deviation(%) | NA | 5.78 | 10.78 | 9.22 | NA | NA | NA | … | … | 3.20 | 6.10 | 10.27 | 14.48 | 6.13 | 5.29 | 5.13 |
| Draw Down(%) | NA | 4.36 | 30.49 | 31.27 | NA | NA | NA | … | … | 0.75 | 4.36 | 12.43 | 29.60 | 3.85 | 4.76 | 3.49 |
| Yield(%) | 0.00 | 3.96 | 3.10 | 3.96 | 2.05 | 1.37 | 1.03 | … | … | 0.00 | 4.09 | 4.45 | 2.75 | 5.01 | 4.74 | 0.00 |
Data as of 04/04/2011, Common starting date is 09/08/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJLAX (Russell LifePoints 2010 Strategy A) |
-6.14%
Feb 2006 – Feb 2009 |
4.29%
Nov 2005 – Nov 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJLAX (Russell LifePoints 2010 Strategy A) |
4.20%
Mar 2008 – Mar 2011 |
4.80%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart