Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RMLEX (MODERATE STRATEGY FUND CLASS E) | NA | -1.51% | 1.46% | 2.86% | 4.43% | 3.96% | 3.97% | … | … |
Data as of 07/09/2020, Common starting date is 12/18/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RMLEX (MODERATE STRATEGY FUND CLASS E) | 12/18/1997 | 07/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.06 | -1.51 | 1.46 | 2.86 | 4.43 | 3.96 | 3.97 | … | … | -4.27 | 10.76 | -4.59 | 8.30 | 7.49 | -1.96 | 4.49 | 6.28 | 10.25 | -0.09 | 11.62 | 24.02 | -23.61 | 6.43 | 9.59 | 4.55 | 7.36 | 14.42 | -2.73 | 0.09 | 3.10 | 8.65 | 10.19 | -1.57 |
| Sharpe Ratio | NA | -0.17 | 0.04 | 0.30 | 0.61 | NA | NA | … | … | -0.46 | 3.02 | -1.60 | 2.62 | 1.30 | -0.37 | 1.11 | 1.29 | 2.05 | -0.01 | 1.52 | 2.05 | -1.56 | 0.53 | 1.32 | 0.57 | 1.40 | 2.61 | -0.55 | -0.35 | -0.11 | 1.00 | 1.11 | -2.53 |
| Standard Deviation(%) | NA | 13.26 | 8.14 | 7.11 | 6.61 | NA | NA | … | … | 18.23 | 3.10 | 3.70 | 2.94 | 5.58 | 5.37 | 4.03 | 4.84 | 5.01 | 9.35 | 7.60 | 11.65 | 15.72 | 6.42 | 4.81 | 4.15 | 4.58 | 5.27 | 6.98 | 6.49 | 8.45 | 5.44 | 6.18 | 16.99 |
| Draw Down(%) | NA | 20.04 | 20.04 | 20.04 | 20.04 | NA | NA | … | … | 20.04 | 1.84 | 7.41 | 1.08 | 4.18 | 6.54 | 3.46 | 5.69 | 4.58 | 9.58 | 5.61 | 14.00 | 31.44 | 4.06 | 4.23 | 2.80 | 4.77 | 4.09 | 9.54 | 8.22 | 5.84 | 3.88 | 8.33 | 3.00 |
| Yield(%) | 0.00 | 3.85 | 3.62 | 5.78 | 4.87 | 4.50 | 4.25 | … | … | 0.00 | 4.14 | 4.21 | 3.25 | 8.40 | 12.28 | 3.55 | 1.36 | 2.90 | 2.17 | 3.73 | 4.13 | 4.43 | 7.03 | 5.33 | 2.74 | 2.04 | 2.37 | 3.05 | 3.90 | 6.54 | 5.35 | 4.40 | 1.44 |
Data as of 07/09/2020, Common starting date is 12/18/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMLEX (MODERATE STRATEGY FUND CLASS E) |
-7.28%
Feb 2006 – Feb 2009 |
-2.21%
Feb 2004 – Feb 2009 |
1.40%
Feb 1999 – Feb 2009 |
3.50%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMLEX (MODERATE STRATEGY FUND CLASS E) |
16.91%
Feb 2009 – Feb 2012 |
12.53%
Feb 2009 – Feb 2014 |
7.73%
Feb 2009 – Feb 2019 |
5.62%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart