Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FUSOX (Strategic Advisers US Opportunity) | NA | 7.70% | 18.02% | 13.88% | NA | NA | NA | … | … |
Data as of 11/19/2014, Common starting date is 11/25/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FUSOX (Strategic Advisers US Opportunity) | 11/25/2008 | 11/19/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.70 | 18.02 | 13.88 | NA | NA | NA | … | … | 3.83 | 33.49 | 10.05 | 2.77 | 18.16 | 34.65 | 6.58 |
| Sharpe Ratio | NA | 0.82 | 1.40 | 0.83 | NA | NA | NA | … | … | 0.46 | 2.80 | 0.72 | 0.12 | 0.93 | 1.32 | 2.33 |
| Standard Deviation(%) | NA | 9.42 | 12.87 | 16.72 | NA | NA | NA | … | … | 9.43 | 11.95 | 13.99 | 23.67 | 19.50 | 26.23 | 40.78 |
| Draw Down(%) | NA | 5.84 | 9.44 | 21.52 | NA | NA | NA | … | … | 5.84 | 4.94 | 9.44 | 21.52 | 15.87 | 23.65 | 7.83 |
| Yield(%) | 0.00 | 15.35 | 11.16 | 8.10 | 5.62 | 3.75 | 2.81 | … | … | 7.00 | 12.84 | 5.59 | 5.31 | 1.00 | 0.00 | 0.00 |
Data as of 11/19/2014, Common starting date is 11/25/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FUSOX (Strategic Advisers US Opportunity) |
10.14%
Dec 2009 – Dec 2012 |
14.47%
Sep 2009 – Sep 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FUSOX (Strategic Advisers US Opportunity) |
25.89%
Feb 2009 – Feb 2012 |
23.40%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart