Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RSVCX (Russell US Value C) | NA | -26.69% | -5.07% | -6.51% | 1.81% | NA | NA | … | … |
Data as of 03/26/2013, Common starting date is 02/13/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RSVCX (Russell US Value C) | 02/13/2001 | 03/26/2013 |
| 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 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -25.83 | -26.69 | -5.07 | -6.51 | 1.81 | NA | NA | … | … | -25.83 | 13.66 | -4.19 | 13.56 | 35.88 | -47.69 | -4.02 | 16.51 | 6.19 | 14.60 | 30.89 | -19.78 | -8.46 |
| Sharpe Ratio | NA | -0.56 | -0.13 | -0.13 | 0.01 | NA | NA | … | … | -0.96 | 1.03 | -0.16 | 0.63 | 1.02 | -1.01 | -0.40 | 1.21 | 0.37 | 1.21 | 1.82 | -0.86 | -0.67 |
| Standard Deviation(%) | NA | 47.38 | 39.70 | 49.90 | 67.34 | NA | NA | … | … | 75.97 | 13.28 | 26.31 | 21.28 | 35.21 | 47.97 | 17.76 | 10.94 | 10.93 | 11.25 | 16.61 | 24.35 | 17.81 |
| Draw Down(%) | NA | 28.50 | 28.50 | 62.00 | 67.79 | NA | NA | … | … | 25.83 | 13.49 | 24.71 | 19.44 | 32.47 | 58.05 | 17.11 | 9.74 | 7.31 | 8.12 | 14.32 | 31.51 | 22.02 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/26/2013, Common starting date is 02/13/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSVCX (Russell US Value C) |
-23.38%
Feb 2006 – Feb 2009 |
-11.45%
Feb 2004 – Feb 2009 |
0.66%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RSVCX (Russell US Value C) |
27.12%
Feb 2009 – Feb 2012 |
15.32%
Sep 2002 – Sep 2007 |
5.16%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart