Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VALERO ENERGY CORPORATION SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 25.35% | 5.26% | 10.23% | 8.42% | 9.11% | 9.61% | 9.40% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VALERO ENERGY CORPORATION 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 (%) | -0.35 | 25.35 | 5.26 | 10.23 | 8.42 | 9.11 | 9.61 | 9.40 | NA | 7.36 | 17.67 | -8.62 | 11.56 | 16.90 | 19.93 | -2.44 | 12.75 | 8.40 | -0.59 | 7.16 | 15.74 | 10.32 | -0.16 | 16.28 | 27.83 | -1.34 | 10.88 | 12.78 | 7.79 | 11.44 | 24.11 | -6.83 | 3.18 |
| Sharpe Ratio | NA | 0.20 | 0.15 | 0.47 | 0.59 | NA | NA | 0.80 | 0.09 | 0.07 | 1.59 | -0.77 | 1.09 | 0.87 | 2.90 | -0.39 | 2.14 | 0.86 | -0.07 | 0.87 | 2.12 | 1.13 | -0.01 | 1.47 | 2.89 | -0.46 | 0.82 | 1.30 | 0.90 | 1.38 | 3.04 | -1.40 | 0.17 |
| Standard Deviation(%) | NA | 11.08 | 11.02 | 13.00 | 10.85 | NA | NA | 9.60 | 9.84 | 11.10 | 8.46 | 13.03 | 10.62 | 19.13 | 6.40 | 9.53 | 5.67 | 9.50 | 9.04 | 8.22 | 7.40 | 9.05 | 15.14 | 10.99 | 9.61 | 4.92 | 9.60 | 7.31 | 6.24 | 7.63 | 7.71 | 5.67 | 5.12 |
| Draw Down(%) | NA | 7.31 | 14.48 | 24.08 | 24.08 | NA | NA | 24.08 | 0.67 | 7.31 | 6.81 | 15.37 | 5.14 | 24.08 | 3.69 | 11.90 | 2.02 | 8.30 | 9.30 | 5.48 | 4.96 | 8.90 | 15.27 | 9.16 | 4.99 | 3.94 | 6.92 | 8.44 | 4.86 | 7.18 | 4.15 | 8.24 | 3.44 |
| Yield(%) | NA | 8.55 | 7.36 | 6.54 | 6.31 | NA | NA | 0.00 | NA | 0.88 | 8.96 | 4.75 | 8.82 | 5.38 | 6.05 | 9.36 | 5.76 | 3.27 | 5.21 | 7.28 | 1.83 | 8.33 | 3.21 | 2.06 | 4.84 | 4.33 | 6.85 | 6.12 | 4.30 | 2.55 | 1.12 | 2.18 | 2.79 |
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 |
|---|---|---|---|---|
| VALERO ENERGY CORPORATION SAVINGS PLAN Tactical Asset Allocation Moderate |
3.21%
Mar 2017 - Mar 2020 |
3.77%
Mar 2015 - Mar 2020 |
6.43%
Mar 2010 - Mar 2020 |
8.06%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALERO ENERGY CORPORATION SAVINGS PLAN Tactical Asset Allocation Moderate |
17.03%
Mar 2009 - Mar 2012 |
13.80%
Oct 2002 - Oct 2007 |
12.31%
Mar 2003 - Mar 2013 |
10.97%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart