Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EMPLOYEE SAVINGS PLAN OF REPSOL USA Tactical Asset Allocation Moderate | NA | -1.65% | -0.12% | -0.09% | 0.44% | 3.12% | 5.62% | 6.38% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMPLOYEE SAVINGS PLAN OF REPSOL USA Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.66 | -1.65 | -0.12 | -0.09 | 0.44 | 3.12 | 5.62 | 6.38 | 0.18 | 6.88 | -12.99 | 6.61 | 10.58 | 1.97 | -6.36 | 7.96 | 6.69 | -6.44 | -0.82 | 13.55 | 5.42 | -2.16 | 4.55 | 25.53 | -2.62 | 17.63 | 20.95 | 13.49 | 14.44 | 21.29 | 5.75 | 7.35 |
| Sharpe Ratio | NA | 0.19 | -0.27 | 0.08 | 0.04 | NA | NA | 0.74 | -0.01 | 0.36 | -1.51 | 0.76 | 1.21 | 0.11 | -1.29 | 1.27 | 1.32 | -1.24 | -0.15 | 2.00 | 0.98 | -0.22 | 0.44 | 3.21 | -0.64 | 1.25 | 1.92 | 1.84 | 1.59 | 3.58 | 1.04 | 1.09 |
| Standard Deviation(%) | NA | 7.54 | 8.47 | 8.05 | 6.88 | NA | NA | 7.39 | 7.49 | 7.33 | 9.55 | 8.64 | 8.53 | 5.27 | 5.93 | 5.77 | 4.91 | 5.22 | 5.76 | 6.76 | 5.46 | 10.06 | 10.23 | 7.92 | 5.50 | 11.75 | 9.23 | 6.16 | 8.47 | 5.76 | 4.47 | 4.62 |
| Draw Down(%) | NA | 7.60 | 18.08 | 18.08 | 18.08 | NA | NA | 18.08 | 2.24 | 7.60 | 14.32 | 4.49 | 9.94 | 3.53 | 11.44 | 4.84 | 2.72 | 7.08 | 6.31 | 5.14 | 5.16 | 11.28 | 9.69 | 3.54 | 5.93 | 10.20 | 11.87 | 5.28 | 9.93 | 3.14 | 4.90 | 3.48 |
| Yield(%) | NA | 5.33 | 5.08 | 5.11 | 3.68 | NA | NA | 3.93 | 0.01 | 5.52 | 2.56 | 7.26 | 6.45 | 3.94 | 3.07 | 0.14 | 3.33 | 1.56 | 3.21 | 3.29 | 4.17 | 2.26 | 4.23 | 4.84 | 3.29 | 5.36 | 4.66 | 2.30 | 2.32 | 3.36 | 5.62 | 7.70 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| EMPLOYEE SAVINGS PLAN OF REPSOL USA Tactical Asset Allocation Moderate |
-2.83%
Oct 2017 - Oct 2020 |
-1.35%
Oct 2017 - Oct 2022 |
0.44%
Oct 2013 - Oct 2023 |
2.79%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMPLOYEE SAVINGS PLAN OF REPSOL USA Tactical Asset Allocation Moderate |
21.17%
Oct 2004 - Oct 2007 |
18.70%
Oct 2002 - Oct 2007 |
12.86%
Apr 2001 - Apr 2011 |
9.33%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart