Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PREMCOR RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 20.56% | 5.39% | 8.91% | 7.73% | 9.11% | 9.21% | 8.63% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PREMCOR RETIREMENT SAVINGS PLAN 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 (%) | -0.81 | 20.56 | 5.39 | 8.91 | 7.73 | 9.11 | 9.21 | 8.63 | NA | 7.77 | 15.73 | -8.40 | 10.51 | 17.09 | 14.00 | -2.79 | 14.84 | 8.07 | -0.34 | 9.84 | 19.49 | 9.97 | 3.00 | 15.62 | 15.58 | 0.28 | 10.96 | 13.83 | 5.63 | 11.46 | 15.32 | -7.43 | 2.68 |
| Sharpe Ratio | NA | 0.22 | 0.07 | 0.50 | 0.58 | NA | NA | 0.74 | 0.00 | 0.14 | 1.31 | -0.69 | 1.00 | 1.30 | 1.99 | -0.37 | 2.68 | 0.90 | -0.04 | 1.27 | 2.59 | 1.23 | 0.20 | 1.44 | 1.54 | -0.11 | 0.79 | 1.31 | 0.53 | 1.41 | 1.75 | -1.17 | 0.05 |
| Standard Deviation(%) | NA | 8.52 | 10.80 | 11.22 | 9.87 | NA | NA | 9.28 | 5.37 | 8.65 | 8.75 | 14.10 | 10.49 | 13.00 | 6.34 | 11.12 | 5.30 | 8.71 | 8.86 | 7.73 | 7.53 | 8.05 | 14.96 | 10.82 | 10.02 | 5.74 | 10.12 | 8.04 | 6.49 | 7.46 | 8.37 | 7.28 | 7.11 |
| Draw Down(%) | NA | 5.80 | 13.27 | 14.24 | 14.24 | NA | NA | 14.24 | 0.47 | 5.80 | 7.66 | 13.69 | 5.10 | 13.66 | 3.10 | 13.68 | 2.08 | 6.42 | 9.00 | 4.63 | 5.19 | 6.27 | 13.17 | 8.56 | 5.07 | 5.43 | 6.74 | 9.25 | 5.08 | 6.90 | 6.22 | 9.51 | 7.61 |
| Yield(%) | NA | 3.94 | 3.78 | 3.88 | 4.48 | NA | NA | 0.00 | NA | 1.05 | 4.23 | 3.15 | 3.62 | 4.14 | 8.14 | 3.22 | 3.94 | 3.04 | 5.08 | 6.96 | 4.82 | 2.90 | 2.09 | 2.42 | 3.98 | 4.38 | 7.81 | 6.81 | 4.33 | 2.38 | 3.20 | 4.13 | 5.31 |
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 |
|---|---|---|---|---|
| PREMCOR RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
2.98%
Aug 2001 - Aug 2004 |
4.60%
Mar 2015 - Mar 2020 |
6.80%
Oct 2013 - Oct 2023 |
7.79%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PREMCOR RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
14.23%
Sep 2011 - Sep 2014 |
13.86%
Jun 2009 - Jun 2014 |
11.11%
Apr 2003 - Apr 2013 |
10.53%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart