Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RUS | NA | -13.90% | -24.19% | -19.18% | -5.99% | 1.02% | 4.43% | … | … |
Data as of 09/22/2009, Common starting date is 12/31/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RUS | 12/31/1987 | 09/22/2009 |
| 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | |
|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -13.90 | -24.19 | -19.18 | -5.99 | 1.02 | 4.43 | … | … |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | … | … |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | … | … |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | … | … |
| Yield(%) | 0.00 | 0.00 | 0.41 | 6.16 | 9.23 | 8.70 | … | … |
Data as of 09/22/2009, Common starting date is 12/31/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RUS (RUS) |
-55.72%
Mar 2006 – Mar 2009 |
-45.59%
Feb 2004 – Feb 2009 |
-21.77%
Feb 1999 – Feb 2009 |
-9.77%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RUS (RUS) |
38.85%
Feb 1995 – Feb 1998 |
24.93%
Jun 1991 – Jun 1996 |
20.81%
Jun 1991 – Jun 2001 |
15.37%
Jan 1990 – Jan 2005 |
Annualized Rolling Returns Comparison Chart