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 Strategic Asset Allocation - Equal Weight Moderate | NA | 13.26% | 5.98% | 7.95% | 5.90% | 8.28% | NA | 7.46% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RIO TINTO AMERICA INC. SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.03 | 13.26 | 5.98 | 7.95 | 5.90 | 8.28 | NA | 7.46 | 11.39 | 6.37 | 2.21 | 2.97 | 16.72 | 10.81 | -2.74 | 11.11 | 26.73 | -19.57 | 9.70 | 10.26 | 8.44 | 13.43 | 20.63 | -3.09 | 3.54 |
| Sharpe Ratio | NA | 2.25 | 0.77 | 1.02 | 0.55 | NA | NA | 0.68 | 2.27 | 0.70 | 0.24 | 0.36 | 2.63 | 1.67 | -0.23 | 1.07 | 1.94 | -1.20 | 0.87 | 1.09 | 1.22 | 2.06 | 3.09 | -0.52 | 0.15 |
| Standard Deviation(%) | NA | 4.74 | 7.79 | 7.61 | 10.32 | NA | NA | 9.09 | 4.75 | 8.86 | 9.02 | 8.17 | 6.34 | 6.45 | 11.96 | 10.31 | 13.75 | 17.11 | 7.69 | 6.39 | 5.12 | 6.05 | 6.44 | 8.05 | 8.33 |
| Draw Down(%) | NA | 1.58 | 10.59 | 10.59 | 30.58 | NA | NA | 30.74 | 1.58 | 8.04 | 8.17 | 6.40 | 3.91 | 6.06 | 12.83 | 8.42 | 15.06 | 29.97 | 5.08 | 7.15 | 3.79 | 5.80 | 5.78 | 13.13 | 9.48 |
| Yield(%) | NA | 3.91 | 3.78 | 3.31 | 3.37 | NA | NA | 4.03 | 3.89 | 2.30 | 5.21 | 2.89 | 2.12 | 1.05 | 1.27 | 3.70 | 4.04 | 6.36 | 6.09 | 5.48 | 4.42 | 3.63 | 2.99 | 3.88 | 5.11 |
Data as of 09/29/2017, 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 Strategic Asset Allocation - Equal Weight Moderate |
-4.73%
Feb 2006 - Feb 2009 |
1.04%
Feb 2004 - Feb 2009 |
5.36%
Feb 2006 - Feb 2016 |
6.48%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIO TINTO AMERICA INC. SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.98%
Feb 2009 - Feb 2012 |
14.58%
Feb 2009 - Feb 2014 |
8.75%
Mar 2003 - Mar 2013 |
8.28%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart