Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RSFDX (Royce Select II Invmt) | NA | -5.75% | 8.32% | 5.64% | NA | NA | NA | … | … |
Data as of 04/23/2015, Common starting date is 08/11/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RSFDX (Royce Select II Invmt) | 08/11/2005 | 04/23/2015 |
| 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 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.10 | -5.75 | 8.32 | 5.64 | NA | NA | NA | … | … | -1.61 | -0.23 | 23.50 | 13.77 | -14.01 | 20.96 | 66.59 | -33.27 | -5.38 | 19.52 | 3.98 |
| Sharpe Ratio | NA | -0.63 | 0.70 | 0.32 | NA | NA | NA | … | … | -0.59 | -0.03 | 2.34 | 0.85 | -0.51 | 1.22 | 2.29 | -0.76 | -0.53 | 1.47 | 0.70 |
| Standard Deviation(%) | NA | 9.21 | 11.81 | 17.39 | NA | NA | NA | … | … | 8.76 | 9.70 | 10.05 | 16.32 | 27.72 | 17.13 | 29.10 | 44.76 | 15.81 | 11.11 | 11.54 |
| Draw Down(%) | NA | 11.78 | 11.78 | 32.66 | NA | NA | NA | … | … | 4.82 | 11.78 | 5.83 | 13.86 | 32.66 | 14.84 | 23.60 | 51.91 | 15.05 | 13.04 | 7.14 |
| Yield(%) | 0.00 | 14.16 | 11.52 | 9.15 | 7.24 | 4.83 | 3.62 | … | … | 0.00 | 14.90 | 12.20 | 6.49 | 13.54 | 1.29 | 1.01 | 0.77 | 5.81 | 7.51 | 0.00 |
Data as of 04/23/2015, Common starting date is 08/11/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSFDX (Royce Select II Invmt) |
-16.15%
Feb 2006 – Feb 2009 |
0.25%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSFDX (Royce Select II Invmt) |
31.14%
Feb 2009 – Feb 2012 |
23.08%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart