Performance analysis of R1 RCM (RCM)
Annual Return
Over the past 3 years, RCM has had an average annual return of -6.22%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, RCM has had an average annual return of -7.05%, underperforming the benchmark SPY, which returned +12.55% annual.
Over the past 10 years, RCM has had an average annual return of +22.33%, outperforming the benchmark SPY, which returned +14.95% annual.
Since Jan 4, 2016, RCM has had an average annual return of +15.26%, outperforming the benchmark SPY, which returned +15.04% annual.
| 2026 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +0% | +35.38% | -3.47% | -57.04% | +6.12% | +85.06% | +63.27% | +80.28% | +96% | -29.69% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0% | +0% | +0% | +0% | +0% | +0% | +0% | ||||||
| 2024 | -3.12% | +37.21% | -8.33% | -4.58% | +4.64% | -2.33% | +2.55% | +9.55% | +0.42% | +0.64% | +0.35% | +35.38% | |
| 2023 | +30.68% | -0.77% | +5.63% | +3.93% | +4.23% | +13.54% | -6.34% | -0.23% | -12.59% | -21.76% | -10.26% | -0.10% | -3.47% |
| 2022 | -6.71% | +14.34% | -1.58% | -15.84% | -4.66% | -2.38% | +19.27% | -12.60% | -15.19% | -4.69% | -48.76% | +21% | -57.04% |
| 2021 | +5.04% | +9.55% | -10.71% | +10.53% | -15.14% | -3.93% | -3.73% | -7.89% | +11.61% | -1.41% | +9.77% | +7.01% | +6.12% |
| 2020 | -3.70% | -1.76% | -25.98% | +13.53% | +2.81% | +5.09% | +22.60% | +6.07% | +18.28% | +4.49% | +13.17% | +18.44% | +85.06% |
| 2019 | +2.14% | +21.80% | -2.22% | +8.27% | +12.13% | +7.15% | -0% | -7.31% | -23.42% | +19.04% | +21.26% | +0.70% | +63.27% |
| 2018 | +16.78% | +27.38% | +8.84% | +4.07% | +6.73% | +9.46% | -7.61% | +24.32% | +1.91% | -16.63% | +8.15% | -13.21% | +80.28% |
| 2017 | +8.22% | +0.62% | +26.12% | +25.89% | -8.23% | +5.05% | -9.60% | -2.66% | +12.43% | +2.42% | +2.11% | +13.66% | +96% |
Drawdown analysis of R1 RCM (RCM)
The maximum drawdown for the RCM was -77.44%, occurring on Nov 9, 2022. This drawdown has not yet recovered.
The current RCM drawdown is -53.20%.
Since Jan 4, 2016 RCM has experienced the following drawdowns:
- 50% or more: 2 times
- 40% or more: 3 times
- 30% or more: 4 times
- 20% or more: 6 times
- 10% or more: 13 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -77.44% | Feb 16, 2021 | 438 | Nov 9, 2022 | Ongoing | Ongoing | Ongoing |
| -53.12% | Jan 4, 2016 | 139 | Aug 10, 2016 | 110 | Apr 6, 2017 | 249 |
| -45.58% | Feb 21, 2020 | 18 | Mar 18, 2020 | 95 | Aug 3, 2020 | 113 |
| -31.73% | Jul 18, 2019 | 51 | Sep 30, 2019 | 72 | Jan 13, 2020 | 123 |
| -29.26% | Sep 4, 2018 | 83 | Jan 3, 2019 | 68 | Apr 11, 2019 | 151 |
| -27.36% | Jun 15, 2017 | 40 | Aug 11, 2017 | 86 | Dec 13, 2017 | 126 |
| -15.13% | Jun 27, 2018 | 22 | Jul 30, 2018 | 9 | Aug 10, 2018 | 31 |
| -15.07% | Apr 25, 2017 | 21 | May 24, 2017 | 14 | Jun 14, 2017 | 35 |
| -13.06% | Jan 29, 2018 | 11 | Feb 13, 2018 | 8 | Feb 26, 2018 | 19 |
| -12.11% | Sep 14, 2020 | 7 | Sep 23, 2020 | 5 | Sep 30, 2020 | 12 |
| -11.73% | Apr 12, 2019 | 5 | Apr 22, 2019 | 13 | May 9, 2019 | 18 |
| -10.53% | Aug 10, 2018 | 6 | Aug 20, 2018 | 5 | Aug 27, 2018 | 11 |
| -10.03% | Aug 10, 2020 | 18 | Sep 3, 2020 | 2 | Sep 8, 2020 | 20 |
| -9.68% | Jan 13, 2020 | 13 | Jan 31, 2020 | 14 | Feb 21, 2020 | 27 |
| -9.16% | May 17, 2018 | 9 | May 31, 2018 | 3 | Jun 5, 2018 | 12 |
| -9.15% | Jan 25, 2021 | 2 | Jan 27, 2021 | 4 | Feb 2, 2021 | 6 |
| -9.08% | Apr 20, 2018 | 7 | May 1, 2018 | 4 | May 7, 2018 | 11 |
| -9.01% | Mar 16, 2018 | 10 | Apr 2, 2018 | 14 | Apr 20, 2018 | 24 |
| -8.58% | Jun 6, 2018 | 13 | Jun 25, 2018 | 1 | Jun 26, 2018 | 14 |
| -7.98% | Dec 26, 2017 | 6 | Jan 4, 2018 | 13 | Jan 24, 2018 | 19 |
| -7.41% | May 10, 2019 | 9 | May 23, 2019 | 22 | Jun 25, 2019 | 31 |
| -5.49% | Feb 28, 2018 | 1 | Mar 1, 2018 | 7 | Mar 12, 2018 | 8 |
| -4.45% | May 8, 2018 | 4 | May 14, 2018 | 3 | May 17, 2018 | 7 |
| -4.40% | Oct 5, 2020 | 10 | Oct 19, 2020 | 8 | Oct 29, 2020 | 18 |
| -4.36% | Dec 30, 2020 | 3 | Jan 5, 2021 | 4 | Jan 11, 2021 | 7 |