Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RSFTX (Royce Global Select Long/Short Invmt) | NA | -6.58% | -3.74% | 16.17% | NA | NA | NA | … | … |
Data as of 12/05/2013, Common starting date is 08/11/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RSFTX (Royce Global Select Long/Short Invmt) | 08/11/2005 | 12/05/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.58 | -3.74 | 16.17 | NA | NA | NA | … | … | -7.04 | 14.03 | -17.76 | 33.48 | 56.14 | -34.37 | 18.21 | 19.46 | 12.52 |
| Sharpe Ratio | NA | -0.77 | -0.23 | 0.85 | NA | NA | NA | … | … | -0.86 | 1.03 | -0.81 | 1.92 | 2.21 | -1.07 | 0.94 | 1.14 | 2.67 |
| Standard Deviation(%) | NA | 8.62 | 15.82 | 18.87 | NA | NA | NA | … | … | 8.79 | 13.70 | 21.94 | 17.39 | 25.31 | 32.94 | 16.21 | 14.28 | 12.35 |
| Draw Down(%) | NA | 12.41 | 25.38 | 25.38 | NA | NA | NA | … | … | 12.41 | 14.85 | 25.38 | 12.56 | 17.60 | 51.75 | 12.19 | 12.26 | 4.51 |
| Yield(%) | 0.00 | 2.84 | 2.56 | 4.44 | 3.22 | 2.15 | 1.61 | … | … | 0.00 | 3.13 | 4.78 | 0.53 | 2.61 | 0.57 | 6.48 | 5.24 | 0.00 |
Data as of 12/05/2013, 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 |
|---|---|---|---|---|
| RSFTX (Royce Global Select Long/Short Invmt) |
-7.33%
Mar 2006 – Mar 2009 |
1.51%
Jun 2008 – Jun 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSFTX (Royce Global Select Long/Short Invmt) |
28.26%
Feb 2009 – Feb 2012 |
14.52%
Oct 2005 – Oct 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart