Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VALERO ENERGY CORPORATION THRIFT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 7.41% | 4.75% | 7.00% | 4.53% | 7.52% | NA | 6.48% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VALERO ENERGY CORPORATION THRIFT PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.14 | 7.41 | 4.75 | 7.00 | 4.53 | 7.52 | NA | 6.48 | 10.87 | 3.17 | 0.80 | 4.25 | 15.33 | 13.72 | -0.06 | 9.28 | 20.49 | -23.27 | 9.86 | 12.98 | 6.45 | 11.04 | 21.43 | -1.72 | -0.59 |
| Sharpe Ratio | NA | 3.75 | 0.62 | 0.98 | 0.47 | NA | NA | 0.61 | 3.78 | 0.35 | 0.09 | 0.65 | 2.20 | 1.89 | -0.01 | 1.01 | 1.66 | -1.42 | 0.79 | 1.54 | 0.81 | 1.59 | 3.53 | -0.36 | -0.39 |
| Standard Deviation(%) | NA | 2.70 | 6.98 | 6.89 | 9.61 | NA | NA | 8.61 | 2.71 | 8.39 | 8.27 | 6.51 | 6.95 | 7.22 | 10.38 | 9.08 | 12.32 | 17.01 | 8.69 | 6.28 | 5.25 | 6.36 | 5.87 | 7.83 | 7.51 |
| Draw Down(%) | NA | 1.09 | 10.49 | 10.49 | 31.43 | NA | NA | 33.06 | 1.09 | 7.25 | 8.46 | 4.68 | 6.36 | 5.14 | 10.22 | 7.51 | 11.50 | 30.12 | 6.46 | 7.52 | 3.95 | 6.20 | 5.46 | 12.59 | 10.23 |
| Yield(%) | NA | 1.99 | 2.54 | 2.74 | 2.48 | NA | NA | 3.21 | 1.96 | 0.77 | 4.88 | 3.35 | 2.52 | 3.04 | 2.15 | 2.65 | 1.86 | 1.58 | 6.65 | 4.70 | 3.30 | 3.13 | 3.09 | 2.86 | 2.90 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| VALERO ENERGY CORPORATION THRIFT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.00%
Feb 2006 - Feb 2009 |
0.24%
Feb 2004 - Feb 2009 |
4.43%
Oct 2007 - Oct 2017 |
5.83%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALERO ENERGY CORPORATION THRIFT PLAN Strategic Asset Allocation - Equal Weight Moderate |
14.96%
Mar 2003 - Mar 2006 |
13.67%
Oct 2002 - Oct 2007 |
8.13%
Mar 2003 - Mar 2013 |
7.52%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart