Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RRI Energy, Inc. Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 23.94% | 5.16% | 9.21% | 7.36% | 8.08% | 7.48% | 7.69% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRI Energy, Inc. 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 (%) | -0.91 | 23.94 | 5.16 | 9.21 | 7.36 | 8.08 | 7.48 | 7.69 | NA | 8.47 | 16.33 | -9.74 | 7.98 | 23.00 | 18.30 | -6.03 | 13.67 | 2.65 | 0.80 | 5.90 | 13.37 | 10.80 | 4.28 | 10.76 | 21.92 | -18.98 | 12.29 | 9.56 | 6.87 | 11.65 | 21.28 | -2.62 | 3.95 |
| Sharpe Ratio | NA | 0.34 | 0.07 | 0.48 | 0.52 | NA | NA | 0.64 | 0.05 | 0.21 | 1.58 | -0.87 | 0.63 | 1.23 | 2.53 | -0.76 | 3.01 | 0.31 | 0.09 | 0.88 | 2.13 | 2.05 | 0.44 | 1.16 | 1.74 | -1.37 | 1.16 | 0.94 | 0.91 | 1.59 | 2.61 | -0.42 | 0.22 |
| Standard Deviation(%) | NA | 8.83 | 10.06 | 12.73 | 10.51 | NA | NA | 9.45 | 8.02 | 8.87 | 7.67 | 12.86 | 12.69 | 18.55 | 6.69 | 9.62 | 4.33 | 7.87 | 8.85 | 6.68 | 6.26 | 5.24 | 9.64 | 9.16 | 12.53 | 14.55 | 8.02 | 6.72 | 5.18 | 6.76 | 7.88 | 8.81 | 7.58 |
| Draw Down(%) | NA | 6.02 | 16.72 | 20.61 | 20.61 | NA | NA | 29.22 | 0.63 | 5.96 | 5.99 | 16.78 | 7.47 | 20.61 | 2.46 | 13.20 | 1.48 | 8.27 | 8.34 | 4.49 | 5.74 | 3.63 | 7.56 | 7.66 | 12.62 | 27.74 | 5.10 | 7.81 | 3.19 | 6.48 | 6.46 | 13.15 | 10.06 |
| Yield(%) | NA | 4.79 | 4.56 | 4.35 | 4.12 | NA | NA | 4.09 | NA | 0.51 | 5.20 | 3.75 | 4.24 | 5.22 | 3.17 | 4.21 | 0.33 | 3.63 | 7.01 | 4.10 | 4.03 | 3.41 | 2.88 | 4.23 | 3.58 | 3.74 | 6.66 | 3.55 | 4.45 | 3.55 | 3.53 | 3.28 | 5.73 |
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 |
|---|---|---|---|---|
| RRI Energy, Inc. Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-3.64%
Feb 2006 - Feb 2009 |
1.00%
Feb 2004 - Feb 2009 |
5.70%
Mar 2010 - Mar 2020 |
5.57%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRI Energy, Inc. Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
17.25%
Feb 2009 - Feb 2012 |
14.47%
Feb 2009 - Feb 2014 |
9.23%
Feb 2009 - Feb 2019 |
9.48%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart