Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RSGEX (U.S. DYNAMIC EQUITY FUND CLASS E) | NA | 3.40% | 3.71% | 6.13% | 11.23% | 6.68% | NA | … | … |
Data as of 07/09/2020, Common starting date is 02/14/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RSGEX (U.S. DYNAMIC EQUITY FUND CLASS E) | 02/14/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.11 | 3.40 | 3.71 | 6.13 | 11.23 | 6.68 | NA | … | … | -3.26 | 29.32 | -12.83 | 10.69 | 14.05 | -0.72 | 10.51 | 32.64 | 19.10 | -0.49 | 15.39 | 41.32 | -44.08 | 11.64 | 3.71 | 5.34 | 6.08 | 39.50 | -30.34 | -19.46 |
| Sharpe Ratio | NA | 0.07 | 0.08 | 0.19 | 0.47 | NA | NA | … | … | -0.14 | 2.08 | -0.78 | 0.24 | 0.82 | -0.04 | 0.76 | 2.41 | 1.22 | -0.02 | 0.79 | 1.54 | -1.08 | 0.51 | 0.03 | 0.27 | 0.36 | 1.95 | -1.12 | -0.80 |
| Standard Deviation(%) | NA | 35.22 | 33.54 | 27.92 | 23.27 | NA | NA | … | … | 47.29 | 13.43 | 18.04 | 42.09 | 16.86 | 16.88 | 13.85 | 13.54 | 15.77 | 26.00 | 19.28 | 26.70 | 41.40 | 17.09 | 13.47 | 11.74 | 14.27 | 19.86 | 28.14 | 30.63 |
| Draw Down(%) | NA | 36.23 | 46.16 | 46.16 | 46.16 | NA | NA | … | … | 36.23 | 7.32 | 24.34 | 28.25 | 16.04 | 13.68 | 10.44 | 6.73 | 11.65 | 20.85 | 16.65 | 20.57 | 53.40 | 8.64 | 12.78 | 9.11 | 15.42 | 12.61 | 38.41 | 38.22 |
| Yield(%) | 0.05 | 2.98 | 17.63 | 14.16 | 16.47 | 9.91 | 6.18 | … | … | 0.21 | 3.35 | 24.36 | 33.70 | 5.89 | 14.51 | 16.85 | 14.88 | 0.08 | 0.00 | 0.38 | 0.00 | 0.07 | 4.91 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/09/2020, Common starting date is 02/14/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSGEX (U.S. DYNAMIC EQUITY FUND CLASS E) |
-17.39%
Feb 2006 – Feb 2009 |
-8.81%
Feb 2004 – Feb 2009 |
1.09%
May 2001 – May 2011 |
3.87%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSGEX (U.S. DYNAMIC EQUITY FUND CLASS E) |
26.89%
Feb 2009 – Feb 2012 |
23.68%
Feb 2009 – Feb 2014 |
14.69%
Feb 2009 – Feb 2019 |
9.41%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart