Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Savings and Investment Plan for Employees of R. J. Reynolds Tobacco in Puerto Rico Tactical Asset Allocation Moderate | NA | 22.67% | 4.94% | 7.54% | 6.56% | 7.54% | 7.02% | 6.34% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Savings and Investment Plan for Employees of R. J. Reynolds Tobacco in Puerto Rico Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.90 | 22.67 | 4.94 | 7.54 | 6.56 | 7.54 | 7.02 | 6.34 | NA | 13.48 | 13.79 | -10.56 | 13.64 | 6.77 | 17.01 | -2.51 | 13.42 | 5.65 | -1.87 | 5.92 | 16.43 | 10.15 | -0.85 | 13.34 | -0.88 | -3.98 | 7.92 | 15.54 | 7.50 | 11.95 | 19.03 | -5.98 | -9.67 |
| Sharpe Ratio | NA | 1.02 | 0.14 | 0.34 | 0.46 | NA | NA | 0.48 | 0.04 | 0.93 | 1.29 | -0.90 | 1.76 | 0.29 | 2.43 | -0.43 | 3.05 | 0.65 | -0.20 | 0.96 | 2.44 | 1.38 | -0.06 | 1.18 | -0.08 | -0.48 | 0.41 | 1.49 | 0.81 | 1.45 | 2.50 | -1.01 | -1.34 |
| Standard Deviation(%) | NA | 7.40 | 9.73 | 13.09 | 10.72 | NA | NA | 10.01 | 6.44 | 7.43 | 7.40 | 13.20 | 7.74 | 22.61 | 6.43 | 8.95 | 4.20 | 8.33 | 9.31 | 6.15 | 6.73 | 7.31 | 15.12 | 11.23 | 12.79 | 10.24 | 11.88 | 8.24 | 6.61 | 7.61 | 7.33 | 7.02 | 8.93 |
| Draw Down(%) | NA | 4.75 | 15.17 | 24.98 | 24.98 | NA | NA | 24.98 | 0.50 | 4.75 | 5.81 | 15.90 | 3.03 | 24.98 | 3.41 | 8.76 | 1.38 | 8.23 | 8.90 | 4.27 | 3.61 | 5.79 | 14.26 | 7.54 | 15.95 | 11.41 | 7.46 | 8.73 | 4.76 | 6.13 | 5.97 | 8.35 | 16.06 |
| Yield(%) | NA | 3.63 | 2.62 | 2.16 | 1.96 | NA | NA | 0.00 | NA | 2.28 | 2.87 | 1.60 | 1.47 | 1.59 | 1.89 | 1.46 | 1.82 | 1.60 | 2.00 | 1.52 | 1.54 | 2.07 | 1.27 | 1.72 | 1.73 | 2.61 | 2.58 | 2.58 | 2.24 | 2.13 | 2.20 | 1.70 | 3.27 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Savings and Investment Plan for Employees of R. J. Reynolds Tobacco in Puerto Rico Tactical Asset Allocation Moderate |
-2.15%
Jun 2007 - Jun 2010 |
1.87%
May 2007 - May 2012 |
4.71%
May 2007 - May 2017 |
4.60%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Savings and Investment Plan for Employees of R. J. Reynolds Tobacco in Puerto Rico Tactical Asset Allocation Moderate |
15.48%
Mar 2003 - Mar 2006 |
12.57%
Oct 2002 - Oct 2007 |
8.55%
Sep 2011 - Sep 2021 |
8.04%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart