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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.11% | 4.26% | 7.86% | 6.32% | 6.48% | 5.78% | 5.43% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.83 | 22.11 | 4.26 | 7.86 | 6.32 | 6.48 | 5.78 | 5.43 | NA | 11.68 | 14.45 | -11.47 | 10.75 | 12.26 | 16.18 | -5.73 | 14.36 | 6.18 | -1.09 | 2.70 | 12.76 | 8.63 | -1.64 | 8.41 | 17.26 | -21.18 | 6.72 | 12.40 | 6.01 | 9.24 | 18.02 | -6.20 | -4.47 |
| Sharpe Ratio | NA | 0.82 | 0.05 | 0.39 | 0.48 | NA | NA | 0.40 | 0.05 | 0.71 | 1.32 | -0.94 | 1.31 | 0.65 | 2.11 | -0.77 | 3.14 | 0.68 | -0.12 | 0.40 | 2.09 | 1.35 | -0.14 | 0.83 | 1.19 | -1.15 | 0.43 | 1.41 | 0.77 | 1.38 | 2.37 | -0.72 | -0.93 |
| Standard Deviation(%) | NA | 7.17 | 9.99 | 11.91 | 10.10 | NA | NA | 9.88 | 6.29 | 7.20 | 7.70 | 13.71 | 8.19 | 18.49 | 7.00 | 9.13 | 4.38 | 8.84 | 9.18 | 6.63 | 6.09 | 6.36 | 11.59 | 9.97 | 14.47 | 19.19 | 8.58 | 6.46 | 4.95 | 6.02 | 7.32 | 10.16 | 7.25 |
| Draw Down(%) | NA | 4.85 | 17.23 | 21.21 | 21.21 | NA | NA | 34.14 | 0.46 | 4.85 | 6.98 | 17.46 | 3.73 | 21.21 | 4.15 | 12.44 | 1.33 | 7.18 | 9.30 | 5.88 | 4.67 | 5.62 | 11.35 | 8.41 | 15.40 | 29.15 | 5.41 | 6.71 | 3.40 | 5.03 | 6.87 | 13.55 | 12.33 |
| Yield(%) | NA | 3.34 | 2.46 | 2.17 | 1.83 | NA | NA | 1.89 | NA | 0.97 | 3.27 | 1.70 | 1.63 | 1.38 | 2.26 | 1.68 | 0.63 | 2.18 | 1.42 | 1.57 | 1.48 | 2.00 | 1.36 | 1.35 | 1.58 | 1.91 | 2.70 | 2.46 | 2.12 | 1.45 | 1.72 | 1.86 | 2.70 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.23%
Feb 2006 - Feb 2009 |
-0.82%
Feb 2004 - Feb 2009 |
3.21%
Feb 2006 - Feb 2016 |
3.47%
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 Strategic Asset Allocation - Equal Weight Moderate |
13.69%
Feb 2009 - Feb 2012 |
11.47%
Sep 2002 - Sep 2007 |
7.80%
Feb 2009 - Feb 2019 |
7.57%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart