Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RXLRX (2040 STRATEGY FUND CLASS R1) | NA | -27.44% | -8.32% | -0.82% | -1.11% | NA | NA | … | … |
Data as of 10/06/2017, Common starting date is 03/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RXLRX (2040 STRATEGY FUND CLASS R1) | 03/01/2006 | 10/06/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -27.44 | -8.32 | -0.82 | -1.11 | NA | NA | … | … | -29.43 | 1.10 | -14.39 | -33.23 | 17.70 | 12.87 | -6.91 | 12.36 | 27.12 | -40.28 | 1.86 | 6.97 |
| Sharpe Ratio | NA | -1.06 | -1.25 | -1.12 | -1.04 | NA | NA | … | … | -1.00 | -2.13 | -2.04 | -1.17 | -0.08 | -0.46 | -1.17 | -0.36 | 0.33 | -1.62 | -1.16 | -1.85 |
| Standard Deviation(%) | NA | 49.28 | 39.68 | 31.36 | 28.26 | NA | NA | … | … | 55.39 | 15.48 | 16.10 | 44.15 | 9.82 | 12.36 | 21.76 | 17.29 | 26.10 | 36.85 | 17.42 | 9.82 |
| Draw Down(%) | NA | 38.19 | 61.20 | 61.54 | 61.54 | NA | NA | … | … | 38.19 | 10.88 | 19.33 | 37.05 | 7.15 | 11.92 | 21.35 | 14.04 | 25.81 | 51.16 | 12.33 | 8.14 |
| Yield(%) | 0.00 | 8.13 | 16.36 | 12.69 | 6.23 | 5.29 | 3.96 | … | … | 0.28 | 9.19 | 11.30 | 37.16 | 2.94 | 2.17 | 1.73 | 2.51 | 3.13 | 1.17 | 5.37 | 4.20 |
Data as of 10/06/2017, Common starting date is 03/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RXLRX (2040 STRATEGY FUND CLASS R1) |
-11.09%
Apr 2006 – Apr 2009 |
-2.88%
May 2007 – May 2012 |
-0.91%
Sep 2007 – Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RXLRX (2040 STRATEGY FUND CLASS R1) |
23.63%
Feb 2009 – Feb 2012 |
19.39%
Feb 2009 – Feb 2014 |
4.38%
Jul 2006 – Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart