Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| REVLON EMPLOYEES SAVINGS, INVESTMENT AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | -2.82% | 2.20% | 4.32% | 4.38% | 5.06% | 5.57% | 5.62% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REVLON EMPLOYEES SAVINGS, INVESTMENT AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -1.30 | -2.82 | 2.20 | 4.32 | 4.38 | 5.06 | 5.57 | 5.62 | 2.39 | 10.11 | -17.74 | 11.35 | 25.80 | 13.38 | -6.92 | 12.10 | 8.78 | -4.23 | 5.99 | 14.87 | 6.06 | -4.09 | 3.21 | 16.31 | -4.96 | 8.31 | 10.30 | 8.67 | 9.70 | 20.80 | -4.62 | 1.68 |
| Sharpe Ratio | NA | 0.37 | -0.09 | 0.50 | 0.43 | NA | NA | 0.56 | 0.21 | 0.55 | -1.73 | 0.81 | 1.95 | 1.53 | -0.73 | 1.64 | 1.08 | -0.38 | 0.58 | 2.28 | 1.18 | -0.45 | 0.34 | 2.23 | -1.93 | 0.56 | 0.97 | 1.12 | 1.32 | 3.54 | -1.29 | -0.17 |
| Standard Deviation(%) | NA | 10.81 | 11.82 | 11.54 | 10.65 | NA | NA | 8.65 | 10.08 | 10.60 | 11.04 | 13.95 | 13.09 | 7.81 | 11.32 | 6.98 | 7.96 | 11.10 | 10.28 | 6.51 | 5.09 | 9.23 | 9.17 | 7.29 | 3.04 | 9.56 | 7.27 | 5.81 | 6.62 | 5.68 | 4.46 | 3.66 |
| Draw Down(%) | NA | 10.58 | 22.93 | 22.93 | 22.93 | NA | NA | 22.93 | 2.01 | 10.58 | 18.71 | 7.40 | 8.65 | 5.92 | 15.76 | 3.14 | 5.60 | 12.10 | 7.81 | 3.98 | 5.57 | 10.80 | 9.76 | 4.53 | 5.66 | 6.39 | 8.00 | 3.68 | 5.19 | 2.49 | 6.34 | 4.14 |
| Yield(%) | NA | 4.22 | 5.55 | 4.93 | 4.28 | NA | NA | 3.83 | 0.00 | 4.48 | 3.07 | 9.30 | 4.58 | 3.62 | 3.35 | 0.84 | 3.52 | 3.53 | 7.04 | 3.13 | 2.53 | 2.64 | 3.90 | 4.79 | 0.77 | 3.48 | 6.50 | 4.85 | 3.93 | 2.59 | 1.69 | 3.92 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REVLON EMPLOYEES SAVINGS, INVESTMENT AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
0.29%
Dec 2020 - Dec 2023 |
2.01%
Oct 2007 - Oct 2012 |
3.90%
Apr 2010 - Apr 2020 |
4.69%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REVLON EMPLOYEES SAVINGS, INVESTMENT AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
16.68%
Dec 2018 - Dec 2021 |
12.35%
May 2016 - May 2021 |
8.43%
Oct 2011 - Oct 2021 |
7.54%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart