Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RJLSX (Russell LifePoints 2010 Strategy S ) | NA | 8.93% | 3.88% | 4.56% | 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 |
|---|---|---|
| RJLSX (Russell LifePoints 2010 Strategy S ) | 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 | 8.93 | 3.88 | 4.56 | NA | NA | NA | … | … | 2.00 | 11.36 | 23.40 | -21.47 | 6.75 | 10.18 | 4.47 |
| Sharpe Ratio | NA | 1.57 | 0.34 | 0.35 | NA | NA | NA | … | … | 2.52 | 1.87 | 2.27 | -1.55 | 0.62 | 1.30 | 0.50 |
| Standard Deviation(%) | NA | 5.71 | 10.75 | 9.19 | NA | NA | NA | … | … | 3.18 | 6.04 | 10.27 | 14.44 | 6.05 | 5.33 | 4.77 |
| Draw Down(%) | NA | 4.35 | 30.36 | 30.99 | NA | NA | NA | … | … | 0.75 | 4.35 | 12.40 | 29.50 | 3.75 | 4.66 | 3.39 |
| Yield(%) | 0.00 | 4.15 | 3.29 | 4.18 | 2.26 | 1.51 | 1.13 | … | … | 0.00 | 4.29 | 4.70 | 2.98 | 5.27 | 4.96 | 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 |
|---|---|---|---|---|
| RJLSX (Russell LifePoints 2010 Strategy S ) |
-5.89%
Feb 2006 – Feb 2009 |
3.41%
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 |
|---|---|---|---|---|
| RJLSX (Russell LifePoints 2010 Strategy S ) |
6.87%
Apr 2005 – Apr 2008 |
5.05%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart