Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RSO (Resource Capital Corp) | NA | 3.40% | -8.70% | -7.32% | 1.87% | NA | NA | … | … |
Data as of 06/01/2018, Common starting date is 02/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RSO (Resource Capital Corp) | 02/07/2006 | 06/01/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.40 | 3.40 | -8.70 | -7.32 | 1.87 | NA | NA | … | … | 7.50 | 13.61 | -27.36 | -25.80 | -1.35 | 20.34 | 14.94 | -10.37 | 74.08 | 69.19 | -46.70 | -37.64 | 33.81 |
| Sharpe Ratio | NA | 0.12 | -0.24 | -0.24 | 0.03 | NA | NA | … | … | 0.87 | 0.58 | -0.56 | -0.72 | -0.09 | 0.94 | 0.79 | -0.26 | 1.84 | 0.77 | -0.41 | -0.69 | 2.03 |
| Standard Deviation(%) | NA | 20.45 | 37.59 | 31.23 | 53.33 | NA | NA | … | … | 20.40 | 22.64 | 48.90 | 35.82 | 14.94 | 21.66 | 18.90 | 40.49 | 40.24 | 89.19 | 116.35 | 59.55 | 17.24 |
| Draw Down(%) | NA | 21.59 | 42.28 | 51.48 | 80.60 | NA | NA | … | … | 11.38 | 15.51 | 39.29 | 43.15 | 12.48 | 18.37 | 12.56 | 35.58 | 31.06 | 60.84 | 79.90 | 57.96 | 15.11 |
| Yield(%) | 0.00 | 2.04 | 22.01 | 13.98 | 10.44 | 6.29 | 4.71 | … | … | 0.53 | 2.36 | 10.27 | 27.22 | 13.54 | 13.77 | 14.26 | 13.44 | 19.76 | 30.26 | 17.09 | 9.45 | 10.64 |
Data as of 06/01/2018, Common starting date is 02/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSO (Resource Capital Corp) |
-27.33%
Mar 2006 – Mar 2009 |
-11.10%
Feb 2013 – Feb 2018 |
-5.33%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSO (Resource Capital Corp) |
84.71%
Feb 2009 – Feb 2012 |
52.81%
Feb 2009 – Feb 2014 |
3.45%
Jul 2006 – Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart