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 Strategic Asset Allocation - Equal Weight Moderate | NA | 23.94% | 5.16% | 9.29% | 7.39% | 8.08% | 7.34% | 7.57% |
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 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 | 9.29 | 7.39 | 8.08 | 7.34 | 7.57 | NA | 8.47 | 16.33 | -9.74 | 7.95 | 23.43 | 18.48 | -5.27 | 13.74 | 1.59 | 0.80 | 5.90 | 13.60 | 10.75 | 3.96 | 10.49 | 21.14 | -20.13 | 12.10 | 9.44 | 6.75 | 11.56 | 21.70 | -2.69 | 3.82 |
| Sharpe Ratio | NA | 0.34 | 0.07 | 0.49 | 0.53 | NA | NA | 0.63 | 0.05 | 0.21 | 1.57 | -0.87 | 0.61 | 1.26 | 2.57 | -0.69 | 2.93 | 0.18 | 0.09 | 0.88 | 2.15 | 1.99 | 0.40 | 1.21 | 1.71 | -1.37 | 1.16 | 0.95 | 0.88 | 1.58 | 2.71 | -0.43 | 0.20 |
| Standard Deviation(%) | NA | 8.83 | 10.06 | 12.76 | 10.52 | NA | NA | 9.47 | 8.02 | 8.87 | 7.67 | 12.86 | 12.99 | 18.48 | 6.63 | 9.51 | 4.48 | 7.88 | 8.85 | 6.68 | 6.31 | 5.37 | 9.71 | 8.59 | 12.30 | 15.36 | 7.88 | 6.47 | 5.18 | 6.73 | 7.74 | 8.84 | 7.57 |
| Draw Down(%) | NA | 6.02 | 16.72 | 20.42 | 20.42 | NA | NA | 29.96 | 0.63 | 5.96 | 5.99 | 16.78 | 7.50 | 20.42 | 2.41 | 12.70 | 1.54 | 8.27 | 8.34 | 4.49 | 5.72 | 3.75 | 7.73 | 7.23 | 12.56 | 28.96 | 4.94 | 7.43 | 3.20 | 6.41 | 6.23 | 13.22 | 10.33 |
| Yield(%) | NA | 4.79 | 4.56 | 4.38 | 4.04 | NA | NA | 4.06 | NA | 0.51 | 5.20 | 3.75 | 4.24 | 5.29 | 3.25 | 4.33 | 0.35 | 2.56 | 7.01 | 4.10 | 4.01 | 3.36 | 3.22 | 4.40 | 3.52 | 3.67 | 6.36 | 3.60 | 4.44 | 3.56 | 3.52 | 3.27 | 5.78 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.20%
Feb 2006 - Feb 2009 |
0.64%
Feb 2004 - Feb 2009 |
5.45%
Dec 2006 - Dec 2016 |
5.42%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RRI Energy, Inc. Union Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
16.73%
Feb 2009 - Feb 2012 |
14.20%
Feb 2009 - Feb 2014 |
9.11%
Feb 2009 - Feb 2019 |
9.41%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart