Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RSPIX (RS S&P 500 Index K) | NA | -4.45% | 6.07% | 0.09% | NA | NA | NA | … | … |
Data as of 06/12/2013, Common starting date is 07/20/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RSPIX (RS S&P 500 Index K) | 07/20/2007 | 06/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.45 | 6.07 | 0.09 | NA | NA | NA | … | … | -12.09 | 15.21 | 1.34 | 14.27 | 25.77 | -37.47 | -3.92 |
| Sharpe Ratio | NA | -0.22 | 0.29 | 0.00 | NA | NA | NA | … | … | -1.04 | 1.21 | 0.06 | 0.78 | 0.94 | -0.93 | -0.55 |
| Standard Deviation(%) | NA | 20.53 | 20.33 | 27.45 | NA | NA | NA | … | … | 24.27 | 12.67 | 23.61 | 18.28 | 27.17 | 40.96 | 20.22 |
| Draw Down(%) | NA | 18.88 | 18.88 | 49.25 | NA | NA | NA | … | … | 18.88 | 9.66 | 18.85 | 15.78 | 27.07 | 48.00 | 10.11 |
| Yield(%) | 0.00 | 1.35 | 1.46 | 1.36 | 0.69 | 0.46 | 0.35 | … | … | 0.00 | 1.41 | 1.16 | 1.32 | 1.62 | 2.03 | 1.01 |
Data as of 06/12/2013, Common starting date is 07/20/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSPIX (RS S&P 500 Index K) |
-9.32%
Aug 2007 – Aug 2010 |
-0.76%
May 2008 – May 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSPIX (RS S&P 500 Index K) |
24.56%
Feb 2009 – Feb 2012 |
4.25%
Feb 2008 – Feb 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart