Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RTYFZ (Realty Finance Corporation) | NA | 100.00% | 25.99% | -21.96% | NA | NA | NA | … | … |
Data as of 11/06/2013, Common starting date is 09/28/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RTYFZ (Realty Finance Corporation) | 09/28/2006 | 11/06/2013 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 100.00 | 25.99 | -21.96 | NA | NA | NA | … | … | 83.33 | 100.00 | 0.00 | 100.00 | -83.33 | -96.27 | -62.70 | 5.95 |
| Sharpe Ratio | NA | 0.66 | 0.17 | NA | NA | NA | NA | … | … | 0.72 | 0.73 | 0.00 | 0.33 | -0.42 | -0.48 | -0.83 | 1.01 |
| Standard Deviation(%) | NA | 152.06 | 154.50 | NA | NA | NA | NA | … | … | 143.57 | 138.39 | 128.35 | 299.06 | 198.69 | 203.02 | 79.32 | 21.94 |
| Draw Down(%) | NA | 50.00 | 66.67 | 98.68 | NA | NA | NA | … | … | 37.93 | 38.89 | 55.56 | 88.89 | 90.00 | 98.23 | 76.27 | 11.32 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.86 | 0.57 | 0.43 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.83 | 5.05 | 1.27 |
Data as of 11/06/2013, Common starting date is 09/28/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTYFZ (Realty Finance Corporation) |
-87.45%
Jun 2007 – Jun 2010 |
-65.97%
Nov 2006 – Nov 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RTYFZ (Realty Finance Corporation) |
94.28%
Aug 2010 – Aug 2013 |
-18.56%
Oct 2008 – Oct 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart