Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RCN Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 8.70% | 4.13% | 5.05% | 4.48% | 7.60% | NA | 6.55% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RCN Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.24 | 8.70 | 4.13 | 5.05 | 4.48 | 7.60 | NA | 6.55 | 12.78 | 4.75 | -3.33 | 4.50 | 8.20 | 11.47 | 0.50 | 13.03 | 31.80 | -25.24 | 8.13 | 14.21 | 8.19 | 11.64 | 22.03 | -15.66 | 14.75 |
| Sharpe Ratio | NA | 2.89 | 0.57 | 0.75 | 0.44 | NA | NA | 0.55 | 2.83 | 0.54 | -0.42 | 0.69 | 1.25 | 1.84 | 0.04 | 1.37 | 2.06 | -1.31 | 0.58 | 1.75 | 1.09 | 1.77 | 2.73 | -1.37 | 0.97 |
| Standard Deviation(%) | NA | 4.30 | 7.19 | 6.94 | 10.56 | NA | NA | 9.92 | 4.30 | 8.47 | 8.05 | 6.53 | 6.53 | 6.20 | 10.43 | 9.42 | 15.37 | 19.92 | 8.73 | 6.25 | 5.55 | 6.04 | 7.82 | 12.26 | 12.79 |
| Draw Down(%) | NA | 2.26 | 13.99 | 13.99 | 35.88 | NA | NA | 36.50 | 2.26 | 7.91 | 9.08 | 5.58 | 7.24 | 5.31 | 10.99 | 6.94 | 12.71 | 35.88 | 5.91 | 6.79 | 4.04 | 7.19 | 7.71 | 23.80 | 15.48 |
| Yield(%) | NA | 4.36 | 4.84 | 5.01 | 4.57 | NA | NA | 4.57 | 4.27 | 3.97 | 6.27 | 6.45 | 3.90 | 4.52 | 3.15 | 4.48 | 3.85 | 4.41 | 8.94 | 6.79 | 4.82 | 3.63 | 2.26 | 0.55 | 0.92 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| RCN Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
-6.42%
Feb 2006 - Feb 2009 |
-0.19%
Feb 2004 - Feb 2009 |
4.43%
Oct 2007 - Oct 2017 |
5.29%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCN Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
19.72%
Feb 2009 - Feb 2012 |
14.69%
Feb 2009 - Feb 2014 |
9.24%
Mar 2003 - Mar 2013 |
7.60%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart