Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RMR (The RMR Group Inc.) | NA | -71.17% | -34.26% | -18.27% | NA | NA | NA | … | … |
Data as of 06/22/2009, Common starting date is 12/19/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RMR (The RMR Group Inc.) | 12/19/2003 | 06/22/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.53 | -71.17 | -34.26 | -18.27 | NA | NA | NA | … | … | 4.67 | -72.21 | -26.14 | 43.84 | -2.71 | 6.45 | 0.00 |
| Sharpe Ratio | NA | -0.69 | -0.51 | -0.28 | NA | NA | NA | … | … | 0.14 | -0.91 | -1.21 | 2.77 | -0.34 | 0.30 | -0.07 |
| Standard Deviation(%) | NA | 103.16 | 70.79 | 72.25 | NA | NA | NA | … | … | 71.21 | 80.04 | 24.24 | 14.71 | 14.41 | 18.36 | 8.22 |
| Draw Down(%) | NA | 88.21 | 91.80 | 91.80 | NA | NA | NA | … | … | 60.81 | 82.84 | 33.53 | 9.48 | 12.26 | 23.73 | 0.67 |
| Yield(%) | 0.00 | 4.52 | 9.18 | 9.61 | 4.40 | 2.93 | 2.20 | … | … | 2.43 | 8.31 | 12.18 | 9.01 | 8.14 | 7.35 | 0.00 |
Data as of 06/22/2009, Common starting date is 12/19/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMR (The RMR Group Inc.) |
-46.64%
Mar 2006 – Mar 2009 |
-29.40%
Mar 2004 – Mar 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RMR (The RMR Group Inc.) |
20.52%
Apr 2004 – Apr 2007 |
-20.16%
May 2004 – May 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart