Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RJLDX (Russell LifePoints 2010 Strategy R3) | NA | 8.53% | 3.41% | 4.06% | NA | NA | NA | … | … |
Data as of 04/04/2011, Common starting date is 01/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RJLDX (Russell LifePoints 2010 Strategy R3) | 01/07/2005 | 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 | 8.53 | 3.41 | 4.06 | NA | NA | NA | … | … | 1.91 | 10.95 | 22.78 | -21.89 | 6.18 | 9.56 | 4.47 |
| Sharpe Ratio | NA | 1.49 | 0.29 | 0.30 | NA | NA | NA | … | … | 2.48 | 1.79 | 2.20 | -1.57 | 0.52 | 1.17 | 0.51 |
| Standard Deviation(%) | NA | 5.72 | 10.78 | 9.23 | NA | NA | NA | … | … | 3.08 | 6.07 | 10.32 | 14.51 | 6.12 | 5.36 | 4.69 |
| Draw Down(%) | NA | 4.36 | 30.71 | 31.56 | NA | NA | NA | … | … | 0.66 | 4.36 | 12.54 | 29.70 | 3.85 | 4.66 | 3.39 |
| Yield(%) | 0.00 | 3.76 | 2.93 | 3.76 | 2.03 | 1.35 | 1.01 | … | … | 0.00 | 3.89 | 4.22 | 2.55 | 4.81 | 4.48 | 0.00 |
Data as of 04/04/2011, Common starting date is 01/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJLDX (Russell LifePoints 2010 Strategy R3) |
-6.35%
Feb 2006 – Feb 2009 |
2.97%
Jun 2005 – Jun 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RJLDX (Russell LifePoints 2010 Strategy R3) |
6.40%
Apr 2005 – Apr 2008 |
4.56%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart