Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RIO TINTO AMERICA INC. SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 32.98% | 11.09% | 10.07% | 6.98% | 6.24% | 6.90% | 7.41% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RIO TINTO AMERICA INC. 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 (%) | -0.74 | 32.98 | 11.09 | 10.07 | 6.98 | 6.24 | 6.90 | 7.41 | NA | 20.69 | 23.24 | -5.85 | 4.71 | 8.79 | 9.92 | -2.96 | 8.09 | 6.32 | 0.05 | 0.44 | 17.28 | 5.64 | -8.54 | 7.40 | 17.03 | -3.02 | 10.69 | 13.90 | 5.11 | 10.40 | 20.82 | 1.66 | 6.54 |
| Sharpe Ratio | NA | 1.67 | 0.91 | 0.80 | 0.70 | NA | NA | 0.80 | 0.09 | 1.54 | 2.39 | -0.79 | 0.44 | 0.99 | 1.60 | -0.55 | 1.37 | 1.45 | 0.00 | 0.07 | 2.46 | 1.18 | -0.85 | 0.72 | 2.08 | -0.96 | 0.75 | 1.35 | 0.53 | 1.24 | 3.56 | 0.14 | 1.16 |
| Standard Deviation(%) | NA | 9.16 | 8.82 | 9.19 | 7.65 | NA | NA | 7.36 | 9.25 | 9.15 | 7.93 | 9.22 | 10.67 | 8.67 | 5.33 | 7.75 | 5.44 | 4.22 | 5.23 | 6.01 | 7.00 | 4.74 | 10.13 | 10.17 | 8.13 | 4.13 | 10.29 | 7.90 | 5.50 | 7.62 | 5.66 | 4.12 | 3.66 |
| Draw Down(%) | NA | 6.71 | 11.42 | 12.23 | 12.23 | NA | NA | 14.07 | 0.55 | 6.71 | 4.85 | 11.42 | 4.89 | 10.30 | 3.49 | 9.46 | 4.97 | 2.90 | 5.27 | 5.80 | 5.07 | 4.98 | 13.71 | 8.13 | 4.53 | 6.26 | 7.90 | 9.56 | 4.42 | 7.15 | 2.76 | 5.58 | 2.77 |
| Yield(%) | NA | 14.24 | 11.23 | 8.93 | 5.79 | NA | NA | 4.64 | NA | 4.29 | 13.73 | 7.18 | 8.19 | 5.95 | 5.89 | 3.77 | 0.59 | 2.72 | 1.08 | 4.62 | 1.95 | 2.78 | 0.72 | 4.11 | 4.31 | 2.66 | 4.94 | 5.88 | 3.59 | 3.09 | 2.91 | 5.19 | 6.65 |
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 |
|---|---|---|---|---|
| RIO TINTO AMERICA INC. SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.66%
Oct 2017 - Oct 2020 |
1.95%
Apr 2011 - Apr 2016 |
3.17%
Oct 2010 - Oct 2020 |
3.97%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIO TINTO AMERICA INC. SAVINGS PLAN Tactical Asset Allocation Moderate |
14.71%
Nov 2021 - Nov 2024 |
12.94%
Oct 2002 - Oct 2007 |
9.26%
Apr 2001 - Apr 2011 |
7.55%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart