Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RJLEX (Russell LifePoints 2010 Strategy E ) | NA | 8.73% | 3.64% | 4.30% | 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 |
|---|---|---|
| RJLEX (Russell LifePoints 2010 Strategy E ) | 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 | 8.73 | 3.64 | 4.30 | NA | NA | NA | … | … | 1.90 | 11.16 | 23.11 | -21.67 | 6.40 | 9.90 | 4.47 |
| Sharpe Ratio | NA | 1.50 | 0.31 | 0.32 | NA | NA | NA | … | … | 2.60 | 1.79 | 2.25 | -1.55 | 0.56 | 1.26 | 0.51 |
| Standard Deviation(%) | NA | 5.81 | 10.80 | 9.21 | NA | NA | NA | … | … | 2.94 | 6.17 | 10.25 | 14.49 | 6.07 | 5.27 | 4.66 |
| Draw Down(%) | NA | 4.36 | 30.45 | 31.22 | NA | NA | NA | … | … | 0.66 | 4.36 | 12.41 | 29.56 | 3.76 | 4.66 | 3.39 |
| Yield(%) | 0.00 | 3.96 | 3.11 | 3.96 | 2.14 | 1.43 | 1.07 | … | … | 0.00 | 4.10 | 4.43 | 2.78 | 5.02 | 4.69 | 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 |
|---|---|---|---|---|
| RJLEX (Russell LifePoints 2010 Strategy E ) |
-6.13%
Feb 2006 – Feb 2009 |
3.19%
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 |
|---|---|---|---|---|
| RJLEX (Russell LifePoints 2010 Strategy E ) |
6.61%
Apr 2005 – Apr 2008 |
4.82%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart