Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RTRO | NA | 0.00% | 0.00% | 0.00% | 0.00% | -25.01% | NA | … | … |
Data as of 07/11/2014, Common starting date is 09/25/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RTRO | 09/25/1997 | 07/11/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | -25.01 | NA | … | … | -94.74 | -85.16 | -67.01 | -36.60 | -11.82 |
| Sharpe Ratio | NA | 7,405,724,199.35 | 7,175,214,777.29 | 6,498,609,418.99 | 5,423,996,786.43 | NA | NA | … | … | -0.31 | -0.47 | -0.45 | -0.28 | -0.92 |
| Standard Deviation(%) | NA | 135.03 | 139.37 | 153.88 | 184.37 | NA | NA | … | … | 317.54 | 188.95 | 154.89 | 141.83 | 44.64 |
| Draw Down(%) | NA | 19.67 | 19.67 | 19.67 | 19.67 | NA | NA | … | … | 97.37 | 94.17 | 85.86 | 80.41 | 17.24 |
| 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 |
Data as of 07/11/2014, Common starting date is 09/25/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTRO (RTRO) |
-100.00%
Jun 1999 – Jun 2002 |
-68.55%
May 2009 – May 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTRO (RTRO) |
-52.65%
Oct 1997 – Oct 2000 |
-68.21%
Jun 2009 – Jun 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart