Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| REVLON EMPLOYEES SAVINGS, INVESTMENT AND PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 7.09% | 4.34% | 5.94% | 4.88% | 6.16% | 5.34% | 5.45% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REVLON EMPLOYEES SAVINGS, INVESTMENT AND PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| 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 (%) | -0.46 | 7.09 | 4.34 | 5.94 | 4.88 | 6.16 | 5.34 | 5.45 | 2.27 | 14.42 | -6.80 | 3.89 | 19.94 | 13.75 | -4.44 | 8.00 | 5.24 | 0.03 | 3.65 | 12.52 | 9.43 | -0.60 | 6.85 | 19.97 | -18.76 | 5.50 | 9.46 | 7.83 | 9.67 | 15.46 | -3.25 | 5.19 |
| Sharpe Ratio | NA | 1.10 | 0.28 | 0.66 | 0.54 | NA | NA | 0.57 | 0.36 | 1.48 | -0.81 | 0.42 | 1.23 | 1.87 | -0.70 | 1.57 | 0.56 | 0.00 | 0.48 | 2.16 | 2.04 | -0.08 | 1.05 | 1.78 | -1.44 | 0.36 | 1.22 | 1.40 | 1.58 | 3.25 | -0.72 | 0.62 |
| Standard Deviation(%) | NA | 6.75 | 8.72 | 10.31 | 9.23 | NA | NA | 8.15 | 5.54 | 6.87 | 10.04 | 9.30 | 15.96 | 6.61 | 8.23 | 4.70 | 8.94 | 9.74 | 7.49 | 5.79 | 4.60 | 7.92 | 6.43 | 11.17 | 13.70 | 7.01 | 5.10 | 4.05 | 5.54 | 4.54 | 6.07 | 4.68 |
| Draw Down(%) | NA | 5.72 | 14.38 | 20.74 | 20.74 | NA | NA | 30.44 | 0.96 | 5.72 | 13.16 | 5.65 | 20.74 | 4.04 | 10.74 | 1.58 | 9.72 | 10.49 | 6.19 | 4.85 | 3.67 | 8.82 | 5.71 | 14.36 | 27.00 | 4.61 | 5.26 | 2.74 | 5.05 | 4.01 | 11.13 | 5.35 |
| Yield(%) | NA | 5.81 | 3.62 | 3.11 | 2.94 | NA | NA | 3.35 | 0.11 | 6.03 | 4.29 | 0.51 | 2.21 | 2.60 | 4.48 | 0.73 | 1.45 | 3.81 | 3.37 | 3.43 | 3.72 | 2.49 | 2.04 | 5.26 | 2.84 | 4.73 | 4.83 | 5.07 | 2.68 | 2.55 | 3.06 | 4.76 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| REVLON EMPLOYEES SAVINGS, INVESTMENT AND PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.43%
Feb 2006 - Feb 2009 |
0.01%
Feb 2004 - Feb 2009 |
3.48%
Feb 2006 - Feb 2016 |
3.91%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REVLON EMPLOYEES SAVINGS, INVESTMENT AND PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate |
12.96%
Feb 2009 - Feb 2012 |
11.34%
Feb 2009 - Feb 2014 |
7.37%
Feb 2009 - Feb 2019 |
6.85%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart