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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.83% | 1.00% | 7.65% | 6.82% | 7.48% | 6.97% | 7.02% |
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 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 (%) | -0.82 | 18.83 | 1.00 | 7.65 | 6.82 | 7.48 | 6.97 | 7.02 | NA | 5.67 | 12.58 | -13.55 | 3.16 | 27.04 | 19.07 | -5.59 | 16.75 | 4.51 | 1.31 | 4.01 | 12.91 | 10.71 | 2.31 | 11.51 | 22.13 | -18.69 | 9.80 | 11.50 | 5.38 | 10.23 | 19.70 | -5.93 | 4.85 |
| Sharpe Ratio | NA | 0.03 | -0.21 | 0.30 | 0.47 | NA | NA | 0.55 | 0.09 | -0.10 | 0.96 | -0.95 | 0.30 | 1.77 | 2.51 | -0.63 | 2.93 | 0.49 | 0.14 | 0.57 | 1.98 | 1.83 | 0.22 | 1.18 | 1.64 | -1.19 | 0.83 | 1.35 | 0.63 | 1.42 | 2.73 | -0.72 | 0.28 |
| Standard Deviation(%) | NA | 8.97 | 11.62 | 12.22 | 10.49 | NA | NA | 9.75 | 6.63 | 9.04 | 8.70 | 15.75 | 10.49 | 15.16 | 7.03 | 10.97 | 5.50 | 8.80 | 8.83 | 6.98 | 6.50 | 5.83 | 10.41 | 9.65 | 13.45 | 16.53 | 8.25 | 6.09 | 5.06 | 6.54 | 6.97 | 9.79 | 8.97 |
| Draw Down(%) | NA | 5.50 | 19.24 | 22.32 | 22.32 | NA | NA | 29.32 | 0.40 | 5.46 | 8.31 | 19.82 | 7.68 | 16.57 | 4.30 | 13.38 | 2.63 | 7.92 | 9.64 | 5.41 | 6.07 | 4.57 | 8.95 | 7.18 | 13.33 | 28.58 | 5.32 | 6.41 | 3.73 | 6.96 | 6.47 | 15.23 | 10.98 |
| Yield(%) | NA | 3.77 | 5.06 | 4.25 | 3.29 | NA | NA | 3.60 | NA | 0.70 | 3.96 | 4.55 | 5.53 | 3.16 | 3.26 | 3.13 | 0.39 | 1.91 | 3.31 | 2.76 | 3.70 | 2.69 | 3.00 | 2.39 | 2.97 | 4.66 | 6.48 | 6.01 | 4.24 | 3.33 | 3.03 | 3.05 | 4.57 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.93%
Feb 2006 - Feb 2009 |
0.37%
Feb 2004 - Feb 2009 |
5.48%
Feb 2006 - Feb 2016 |
5.35%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PREMCOR RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.16%
Feb 2009 - Feb 2012 |
13.90%
Feb 2009 - Feb 2014 |
9.56%
Feb 2009 - Feb 2019 |
8.94%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart