Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RKLTX (Russell LifePoints 2015 Strategy R2) | NA | -0.71% | 5.22% | 5.87% | NA | NA | NA | … | … |
Data as of 06/16/2015, Common starting date is 04/02/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RKLTX (Russell LifePoints 2015 Strategy R2) | 04/02/2008 | 06/16/2015 |
| 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 (%) | 0.00 | -0.71 | 5.22 | 5.87 | NA | NA | NA | … | … | 0.00 | 2.75 | 5.87 | 11.07 | 0.66 | 12.21 | 24.97 | -22.95 |
| Sharpe Ratio | NA | -0.47 | 1.51 | 1.05 | NA | NA | NA | … | … | 0.00 | 1.03 | 1.34 | 2.42 | 0.07 | 1.53 | 1.95 | -1.52 |
| Standard Deviation(%) | NA | 1.51 | 3.47 | 5.56 | NA | NA | NA | … | … | NA | 2.64 | 4.34 | 4.58 | 8.96 | 7.93 | 12.78 | 19.71 |
| Draw Down(%) | NA | 1.93 | 5.03 | 8.82 | NA | NA | NA | … | … | 0.00 | 1.93 | 5.03 | 4.09 | 8.82 | 5.86 | 15.06 | 33.42 |
| Yield(%) | 0.00 | 0.27 | 4.70 | 4.54 | 2.62 | 1.75 | 1.31 | … | … | 0.00 | 0.54 | 9.26 | 4.58 | 2.77 | 4.35 | 3.82 | 2.20 |
Data as of 06/16/2015, 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 |
|---|---|---|---|---|
| RKLTX (Russell LifePoints 2015 Strategy R2) |
3.65%
May 2008 – May 2011 |
3.99%
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 |
|---|---|---|---|---|
| RKLTX (Russell LifePoints 2015 Strategy R2) |
17.90%
Feb 2009 – Feb 2012 |
13.26%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart