Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| REC SILICON INC. 401K AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | -4.43% | 4.36% | 3.25% | 4.66% | 3.92% | 6.52% | 6.06% |
Data as of 12/30/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REC SILICON INC. 401K AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 03/03/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.24 | -4.43 | 4.36 | 3.25 | 4.66 | 3.92 | 6.52 | 6.06 | 29,610.45 | -7.95 | 8.45 | 13.82 | 10.31 | -5.67 | 8.51 | 5.07 | -0.66 | 1.35 | 16.18 | 11.84 | -3.84 | 12.94 | 30.70 | -28.92 | 13.42 | 13.11 | 13.90 | 11.39 | 21.93 | -8.84 | 6.86 |
| Sharpe Ratio | NA | 53.44 | 1.86 | 0.87 | 0.47 | NA | NA | 0.30 | 21.41 | -0.72 | 0.84 | 0.76 | 1.11 | -0.73 | 1.55 | 0.61 | -0.09 | 0.20 | 2.71 | 1.59 | -0.29 | 1.27 | 1.93 | -1.41 | 0.96 | 1.22 | 1.89 | 1.20 | 2.44 | -0.89 | 0.48 |
| Standard Deviation(%) | NA | 565.81 | 326.24 | 252.78 | 178.81 | NA | NA | 120.50 | 1,382.69 | 13.02 | 10.00 | 17.81 | 8.02 | 9.60 | 5.10 | 7.98 | 7.81 | 6.55 | 5.96 | 7.40 | 13.52 | 10.14 | 15.84 | 21.18 | 10.84 | 8.08 | 6.19 | 8.69 | 8.71 | 11.20 | 9.53 |
| Draw Down(%) | NA | 10.77 | 17.62 | 21.81 | 21.81 | NA | NA | 41.09 | 1.59 | 17.62 | 5.56 | 20.23 | 4.09 | 13.00 | 4.22 | 7.08 | 8.02 | 5.55 | 4.20 | 6.98 | 14.15 | 7.13 | 15.10 | 34.00 | 8.92 | 10.06 | 4.04 | 6.99 | 7.51 | 18.40 | 13.25 |
| Yield(%) | NA | 20.51 | 11.51 | 7.94 | 5.53 | NA | NA | 3.95 | 11.05 | 8.77 | 6.79 | 6.90 | 2.42 | 2.94 | 0.71 | 2.98 | 5.87 | 2.83 | 3.31 | 2.22 | 1.49 | 1.26 | 1.62 | 2.88 | 4.96 | 3.03 | 1.52 | 5.79 | 1.61 | 2.28 | 3.56 |
Data as of 12/30/2022, 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 |
|---|---|---|---|---|
| REC SILICON INC. 401K AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-7.31%
Feb 2006 - Feb 2009 |
0.06%
Mar 2015 - Mar 2020 |
3.61%
Mar 2010 - Mar 2020 |
3.10%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REC SILICON INC. 401K AND SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
19.36%
Mar 2003 - Mar 2006 |
16.31%
Oct 2002 - Oct 2007 |
9.24%
Mar 2003 - Mar 2013 |
8.00%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart