Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RBC U.S.A. Retirement and Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 19.37% | 2.11% | 5.71% | 4.75% | 6.11% | 5.73% | 6.32% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RBC U.S.A. Retirement and 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 (%) | -0.79 | 19.37 | 2.11 | 5.71 | 4.75 | 6.11 | 5.73 | 6.32 | NA | 6.30 | 10.33 | -10.51 | 2.13 | 15.36 | 16.52 | -7.50 | 8.36 | 4.62 | 1.59 | 2.36 | 14.65 | 10.41 | 1.65 | 11.80 | 22.11 | -21.77 | 9.28 | 9.85 | 8.17 | 11.02 | 18.90 | -2.89 | 10.03 |
| Sharpe Ratio | NA | 0.15 | -0.16 | 0.17 | 0.28 | NA | NA | 0.48 | 0.13 | -0.04 | 0.81 | -0.94 | 0.21 | 0.85 | 2.05 | -0.86 | 1.52 | 0.51 | 0.19 | 0.36 | 2.28 | 1.60 | 0.15 | 1.22 | 1.57 | -1.29 | 0.79 | 1.07 | 1.12 | 1.57 | 2.69 | -0.41 | 0.69 |
| Standard Deviation(%) | NA | 8.03 | 9.66 | 11.78 | 10.10 | NA | NA | 9.80 | 5.32 | 8.10 | 7.51 | 12.59 | 9.99 | 17.69 | 7.37 | 10.25 | 5.07 | 8.63 | 8.30 | 6.56 | 6.42 | 6.48 | 10.96 | 9.63 | 14.03 | 17.60 | 8.00 | 6.15 | 5.38 | 6.43 | 6.77 | 9.82 | 11.15 |
| Draw Down(%) | NA | 6.30 | 15.80 | 22.11 | 22.11 | NA | NA | 33.06 | 0.28 | 6.30 | 6.69 | 17.06 | 6.65 | 22.11 | 4.39 | 13.85 | 5.40 | 8.17 | 8.44 | 5.37 | 5.61 | 5.47 | 9.85 | 7.40 | 14.64 | 30.95 | 5.39 | 7.25 | 3.55 | 5.72 | 6.54 | 14.93 | 11.06 |
| Yield(%) | NA | 6.02 | 5.64 | 4.22 | 3.97 | NA | NA | 3.81 | NA | 0.52 | 6.46 | 2.77 | 7.16 | 1.82 | 2.66 | 5.66 | 0.28 | 4.04 | 5.68 | 3.14 | 3.11 | 2.32 | 2.55 | 2.70 | 2.68 | 3.89 | 6.80 | 4.91 | 4.75 | 3.13 | 2.89 | 2.15 | 5.48 |
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 |
|---|---|---|---|---|
| RBC U.S.A. Retirement and Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.92%
Feb 2006 - Feb 2009 |
-0.25%
Feb 2004 - Feb 2009 |
3.41%
Oct 2013 - Oct 2023 |
3.69%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBC U.S.A. Retirement and Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
17.43%
Feb 2009 - Feb 2012 |
14.29%
Feb 2009 - Feb 2014 |
8.56%
Feb 2009 - Feb 2019 |
7.53%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart