Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CARIBBEAN REFRESCOS, INC. THRIFT PLAN Tactical Asset Allocation Moderate | NA | 15.07% | 2.73% | 7.23% | 4.85% | 6.45% | 6.25% | 7.16% |
Data as of 03/28/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CARIBBEAN REFRESCOS, INC. THRIFT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 05/31/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.58 | 15.07 | 2.73 | 7.23 | 4.85 | 6.45 | 6.25 | 7.16 | 1,640.65 | 10.44 | -11.03 | 10.06 | 18.95 | 10.55 | -3.90 | 11.77 | 6.02 | -8.10 | 3.68 | 16.45 | 7.50 | 4.83 | 9.91 | 7.75 | -5.67 | 11.36 | 15.08 | 6.11 | 8.74 | 20.07 | 6.72 | 8.44 |
| Sharpe Ratio | NA | 6.35 | 0.95 | 0.68 | 0.42 | NA | NA | 0.33 | 3.75 | 0.70 | -0.94 | 1.19 | 2.37 | 2.15 | -0.76 | 2.66 | 1.33 | -1.47 | 0.59 | 2.22 | 1.13 | 0.60 | 0.89 | 0.93 | -1.15 | 0.83 | 1.49 | 0.65 | 1.09 | 3.21 | 1.19 | 1.21 |
| Standard Deviation(%) | NA | 281.90 | 163.03 | 126.41 | 89.43 | NA | NA | 58.77 | 436.62 | 8.79 | 13.22 | 8.43 | 7.91 | 4.25 | 6.84 | 4.18 | 4.38 | 5.52 | 6.19 | 7.38 | 6.60 | 8.04 | 11.06 | 8.26 | 5.74 | 10.14 | 7.95 | 6.09 | 7.18 | 6.04 | 4.73 | 5.08 |
| Draw Down(%) | NA | 8.60 | 18.19 | 18.19 | 18.19 | NA | NA | 18.19 | 4.03 | 9.02 | 17.67 | 4.75 | 9.38 | 3.76 | 9.43 | 1.44 | 2.78 | 10.45 | 5.66 | 4.81 | 6.07 | 5.03 | 9.86 | 5.59 | 11.77 | 7.75 | 9.79 | 5.11 | 8.04 | 2.85 | 2.81 | 4.12 |
| Yield(%) | NA | 4.88 | 3.91 | 3.66 | 2.62 | NA | NA | 3.19 | 0.90 | 4.63 | 2.82 | 3.85 | 3.77 | 2.43 | 1.46 | 0.46 | 3.00 | 1.28 | 2.28 | 1.37 | 2.72 | 3.31 | 2.53 | 3.93 | 4.13 | 4.11 | 3.93 | 2.27 | 2.29 | 3.77 | 5.00 | 7.05 |
Data as of 03/28/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CARIBBEAN REFRESCOS, INC. THRIFT PLAN Tactical Asset Allocation Moderate |
0.34%
Dec 2013 - Dec 2016 |
1.65%
Dec 2013 - Dec 2018 |
3.60%
Oct 2013 - Oct 2023 |
4.42%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CARIBBEAN REFRESCOS, INC. THRIFT PLAN Tactical Asset Allocation Moderate |
14.27%
Apr 2003 - Apr 2006 |
13.32%
Oct 2002 - Oct 2007 |
9.29%
Apr 2001 - Apr 2011 |
7.66%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart