Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RRI Energy, Inc. Union Savings Plan Tactical Asset Allocation Moderate | NA | 17.82% | -1.26% | 4.39% | 4.53% | 5.93% | 6.71% | 7.41% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RRI Energy, Inc. Union Savings Plan Tactical Asset Allocation 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 (%) | -1.13 | 17.82 | -1.26 | 4.39 | 4.53 | 5.93 | 6.71 | 7.41 | NA | 2.91 | 11.01 | -17.95 | 5.16 | 17.03 | 10.46 | -1.35 | 12.83 | 2.81 | -0.32 | 4.53 | 16.59 | 5.48 | 5.47 | 10.01 | 14.44 | -1.74 | 13.23 | 11.10 | 6.33 | 11.72 | 19.62 | 3.56 | 8.53 |
| Sharpe Ratio | NA | -0.29 | -0.59 | 0.04 | 0.27 | NA | NA | 0.73 | 0.01 | -0.34 | 0.93 | -2.03 | 0.40 | 2.00 | 2.12 | -0.36 | 2.53 | 0.54 | -0.07 | 0.76 | 2.41 | 1.05 | 0.61 | 0.97 | 1.74 | -0.44 | 1.10 | 1.05 | 0.70 | 1.33 | 2.60 | 0.50 | 1.21 |
| Standard Deviation(%) | NA | 10.73 | 9.30 | 9.99 | 8.03 | NA | NA | 7.61 | 7.71 | 10.75 | 7.29 | 9.52 | 12.90 | 8.40 | 4.27 | 7.33 | 4.81 | 4.81 | 5.33 | 5.97 | 6.88 | 5.18 | 8.86 | 10.21 | 8.23 | 6.05 | 9.34 | 7.49 | 5.91 | 8.09 | 7.28 | 4.94 | 5.16 |
| Draw Down(%) | NA | 9.73 | 17.55 | 21.83 | 21.83 | NA | NA | 21.83 | 0.70 | 9.73 | 6.08 | 18.60 | 7.00 | 9.04 | 2.38 | 7.77 | 2.94 | 4.16 | 4.73 | 5.55 | 4.71 | 4.04 | 6.80 | 8.68 | 4.31 | 6.99 | 6.23 | 8.36 | 3.78 | 7.77 | 3.98 | 5.46 | 4.13 |
| Yield(%) | NA | 4.18 | 4.62 | 4.56 | 3.30 | NA | NA | 4.23 | NA | 0.59 | 4.29 | 3.96 | 5.01 | 4.14 | 5.69 | 2.87 | 0.10 | 1.72 | 1.67 | 3.48 | 5.19 | 4.03 | 2.43 | 4.11 | 5.48 | 4.13 | 8.68 | 4.53 | 2.89 | 3.90 | 3.23 | 6.33 | 8.86 |
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. Union Savings Plan Tactical Asset Allocation Moderate |
-2.61%
Apr 2021 - Apr 2024 |
1.86%
Jan 2018 - Jan 2023 |
3.44%
Oct 2013 - Oct 2023 |
5.18%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRI Energy, Inc. Union Savings Plan Tactical Asset Allocation Moderate |
14.37%
Apr 2003 - Apr 2006 |
13.21%
Oct 2002 - Oct 2007 |
10.23%
Apr 2001 - Apr 2011 |
8.96%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart