Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Reynolds American Capital Investment Plan Tactical Asset Allocation Moderate | NA | 30.15% | 15.83% | 13.32% | 9.68% | 11.00% | 10.69% | 10.49% |
Data as of 05/28/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Reynolds American Capital Investment Plan Tactical Asset Allocation Moderate | 12/31/2000 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.67 | 30.15 | 15.83 | 13.32 | 9.68 | 11.00 | 10.69 | 10.49 | 9.42 | 16.49 | 30.17 | -6.11 | 9.44 | 11.83 | -1.81 | 5.96 | 17.56 | 14.82 | 0.46 | 17.21 | 22.40 | 1.52 | 10.90 | 13.80 | 6.86 | 12.50 | 19.58 | -1.49 | 4.27 |
| Sharpe Ratio | NA | 1.83 | 0.88 | 0.93 | 0.95 | NA | NA | 0.95 | 0.73 | 0.81 | 2.77 | -0.76 | 1.83 | 1.30 | -0.20 | 0.79 | 2.44 | 1.76 | 0.03 | 1.57 | 2.27 | 0.10 | 0.80 | 1.40 | 0.72 | 1.49 | 2.45 | -0.41 | 0.30 |
| Standard Deviation(%) | NA | 12.76 | 14.94 | 12.35 | 10.87 | NA | NA | 9.73 | 12.81 | 20.04 | 10.37 | 9.76 | 4.80 | 8.94 | 9.35 | 7.52 | 7.18 | 8.37 | 15.10 | 10.91 | 9.81 | 5.78 | 9.89 | 7.52 | 6.56 | 7.76 | 7.71 | 6.40 | 6.53 |
| Draw Down(%) | NA | 6.30 | 21.88 | 21.88 | 21.88 | NA | NA | 21.88 | 5.69 | 21.88 | 4.13 | 15.21 | 2.45 | 6.80 | 10.62 | 6.15 | 4.81 | 5.86 | 15.09 | 8.58 | 4.45 | 5.01 | 6.14 | 8.62 | 4.41 | 7.73 | 5.61 | 7.10 | 6.50 |
| Yield(%) | NA | 4.76 | 8.12 | 6.02 | 4.79 | NA | NA | 0.00 | 0.58 | 6.86 | 13.45 | 5.67 | 3.51 | 2.76 | 4.03 | 3.08 | 3.57 | 5.15 | 1.79 | 3.52 | 5.50 | 8.87 | 4.14 | 4.72 | 4.02 | 3.44 | 4.46 | 6.13 | 8.47 |
Data as of 05/28/2021, 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 |
|---|---|---|---|---|
| Reynolds American Capital Investment Plan Tactical Asset Allocation Moderate |
3.56%
Oct 2013 - Oct 2016 |
3.63%
Dec 2013 - Dec 2018 |
8.15%
Mar 2010 - Mar 2020 |
8.88%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Reynolds American Capital Investment Plan Tactical Asset Allocation Moderate |
15.95%
May 2008 - May 2011 |
14.87%
Nov 2008 - Nov 2013 |
12.57%
Mar 2003 - Mar 2013 |
10.96%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart