Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMEREN CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 23.64% | 3.92% | 9.09% | 7.15% | 8.37% | 9.40% | 8.71% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMEREN CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -0.95 | 23.64 | 3.92 | 9.09 | 7.15 | 8.37 | 9.40 | 8.71 | NA | 9.92 | 15.25 | -8.52 | 6.86 | 19.26 | 16.38 | -8.51 | 11.62 | 11.26 | -0.30 | 6.92 | 17.85 | 11.10 | 0.57 | 15.94 | 20.16 | 3.23 | 12.28 | 13.40 | 11.72 | 13.07 | 11.92 | -3.54 | -1.21 |
| Sharpe Ratio | NA | 0.49 | 0.19 | 0.44 | 0.49 | NA | NA | 0.72 | 0.06 | 0.32 | 1.29 | -0.75 | 0.54 | 1.05 | 2.02 | -0.97 | 2.07 | 1.24 | -0.04 | 0.87 | 2.35 | 1.37 | 0.03 | 1.49 | 1.96 | 0.39 | 1.01 | 1.34 | 1.54 | 1.51 | 1.56 | -0.69 | -0.36 |
| Standard Deviation(%) | NA | 10.30 | 10.89 | 12.99 | 10.90 | NA | NA | 9.80 | 10.16 | 10.38 | 8.51 | 13.24 | 12.57 | 18.13 | 7.42 | 10.14 | 5.30 | 8.91 | 9.01 | 7.91 | 7.57 | 8.05 | 15.48 | 10.62 | 10.23 | 5.96 | 9.21 | 7.55 | 6.20 | 8.03 | 7.22 | 6.76 | 9.85 |
| Draw Down(%) | NA | 6.99 | 13.48 | 20.81 | 20.81 | NA | NA | 20.81 | 0.73 | 6.99 | 7.01 | 14.99 | 8.06 | 20.81 | 3.67 | 16.01 | 1.90 | 7.27 | 10.08 | 4.80 | 5.23 | 5.70 | 16.07 | 8.00 | 5.29 | 5.01 | 6.40 | 9.34 | 3.78 | 6.37 | 5.82 | 8.53 | 15.13 |
| Yield(%) | NA | 4.67 | 6.82 | 6.51 | 5.76 | NA | NA | 0.00 | NA | 1.46 | 4.68 | 4.06 | 11.22 | 7.01 | 6.37 | 5.38 | 7.26 | 1.29 | 5.20 | 5.65 | 1.76 | 4.17 | 2.16 | 4.02 | 5.26 | 9.12 | 6.70 | 5.38 | 4.10 | 3.38 | 3.43 | 5.44 | 9.14 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMEREN CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate |
1.31%
Mar 2017 - Mar 2020 |
2.89%
Mar 2015 - Mar 2020 |
5.71%
Oct 2013 - Oct 2023 |
7.41%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMEREN CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate |
15.50%
Oct 2004 - Oct 2007 |
13.87%
Apr 2005 - Apr 2010 |
12.11%
Jul 2003 - Jul 2013 |
10.95%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart