Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RKLRX (Russell LifePoints 2015 Strategy R1) | NA | 2.70% | 5.31% | 6.65% | NA | NA | NA | … | … |
Data as of 02/20/2015, Common starting date is 04/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RKLRX (Russell LifePoints 2015 Strategy R1) | 04/02/2008 | 02/20/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.28 | 2.70 | 5.31 | 6.65 | NA | NA | NA | … | … | -0.92 | 4.70 | 6.56 | 10.89 | 0.92 | 12.40 | 25.37 | -22.83 |
| Sharpe Ratio | NA | 0.64 | 1.19 | 1.05 | NA | NA | NA | … | … | -0.85 | 1.37 | 1.47 | 2.37 | 0.10 | 1.55 | 1.95 | -1.52 |
| Standard Deviation(%) | NA | 4.17 | 4.44 | 6.32 | NA | NA | NA | … | … | 7.85 | 3.41 | 4.46 | 4.60 | 9.05 | 7.96 | 12.94 | 19.70 |
| Draw Down(%) | NA | 2.65 | 5.02 | 8.82 | NA | NA | NA | … | … | 2.51 | 2.65 | 5.02 | 4.02 | 8.82 | 5.85 | 14.93 | 33.35 |
| Yield(%) | 0.00 | 17.51 | 10.57 | 8.52 | 4.44 | 2.96 | 2.22 | … | … | 0.00 | 17.69 | 9.56 | 4.91 | 3.03 | 4.54 | 4.06 | 2.33 |
Data as of 02/20/2015, Common starting date is 04/02/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RKLRX (Russell LifePoints 2015 Strategy R1) |
3.92%
May 2008 – May 2011 |
4.26%
May 2008 – May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RKLRX (Russell LifePoints 2015 Strategy R1) |
18.23%
Feb 2009 – Feb 2012 |
13.56%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart