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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.38% | 1.53% | 6.03% | 5.39% | 5.89% | 5.62% | 5.52% |
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 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 (%) | -1.09 | 19.38 | 1.53 | 6.03 | 5.39 | 5.89 | 5.62 | 5.52 | NA | 3.63 | 12.61 | -13.91 | 5.05 | 17.79 | 17.70 | -5.93 | 12.55 | 3.20 | 0.95 | 3.79 | 13.66 | 5.82 | -1.40 | 9.47 | 24.02 | -21.38 | 9.92 | 9.29 | 7.40 | 9.48 | 16.82 | -5.87 | 0.09 |
| Sharpe Ratio | NA | -0.19 | -0.29 | 0.17 | 0.32 | NA | NA | 0.40 | 0.11 | -0.33 | 1.05 | -1.15 | 0.52 | 0.93 | 2.21 | -0.71 | 2.47 | 0.34 | 0.10 | 0.55 | 2.18 | 0.66 | -0.12 | 0.99 | 1.81 | -1.35 | 0.87 | 1.00 | 1.02 | 1.31 | 2.38 | -0.82 | -0.34 |
| Standard Deviation(%) | NA | 8.81 | 10.30 | 12.42 | 10.55 | NA | NA | 9.74 | 5.52 | 8.87 | 7.97 | 13.28 | 9.58 | 18.95 | 7.37 | 10.26 | 4.83 | 8.92 | 8.99 | 6.83 | 6.24 | 8.73 | 11.48 | 9.48 | 13.21 | 16.57 | 7.92 | 6.04 | 5.15 | 6.50 | 6.77 | 8.53 | 6.47 |
| Draw Down(%) | NA | 7.13 | 18.91 | 26.07 | 26.07 | NA | NA | 31.18 | 0.33 | 7.11 | 7.10 | 19.94 | 6.32 | 26.07 | 3.85 | 13.22 | 3.08 | 8.49 | 9.38 | 5.72 | 5.77 | 11.19 | 11.84 | 7.90 | 12.50 | 29.12 | 5.76 | 6.99 | 3.60 | 6.59 | 6.71 | 12.84 | 8.06 |
| Yield(%) | NA | 6.14 | 4.88 | 4.36 | 4.12 | NA | NA | 3.61 | NA | 0.49 | 6.54 | 2.48 | 5.41 | 3.52 | 3.41 | 4.74 | 0.30 | 1.50 | 7.27 | 6.02 | 3.16 | 3.18 | 3.72 | 2.32 | 3.17 | 3.08 | 5.58 | 5.44 | 3.66 | 2.90 | 1.07 | 1.65 | 2.41 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.12%
Feb 2006 - Feb 2009 |
-0.08%
Feb 2004 - Feb 2009 |
3.43%
Mar 2010 - Mar 2020 |
3.66%
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 Strategic Asset Allocation - Equal Weight Moderate |
15.52%
Feb 2009 - Feb 2012 |
12.11%
Feb 2009 - Feb 2014 |
7.97%
Feb 2009 - Feb 2019 |
7.37%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart