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 Strategic Asset Allocation - Optimal Moderate | NA | -7.18% | 2.41% | 2.45% | 8.27% | 6.90% | NA | 6.77% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMPLOYEE SAVINGS PLAN OF REPSOL USA Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.10 | -7.18 | 2.41 | 2.45 | 8.27 | 6.90 | NA | 6.77 | -4.59 | 7.54 | 5.93 | -1.17 | 3.57 | 12.91 | 14.92 | -1.93 | 16.72 | 33.44 | -25.97 | 10.25 | 16.39 | 10.19 | 13.01 | 23.48 | -3.56 | -2.25 |
| Sharpe Ratio | NA | -0.75 | 0.29 | 0.24 | 0.82 | NA | NA | 0.53 | -0.75 | 1.34 | 0.68 | -0.14 | 0.60 | 1.91 | 1.89 | -0.14 | 1.48 | 2.09 | -1.28 | 0.77 | 1.65 | 1.37 | 1.74 | 2.76 | -0.44 | -0.55 |
| Standard Deviation(%) | NA | 7.91 | 7.32 | 7.26 | 9.78 | NA | NA | 10.24 | 7.91 | 5.17 | 8.44 | 8.25 | 5.92 | 6.75 | 7.85 | 14.29 | 11.21 | 15.96 | 21.03 | 9.37 | 7.91 | 5.84 | 6.95 | 8.25 | 10.53 | 8.34 |
| Draw Down(%) | NA | 9.84 | 10.16 | 11.45 | 14.75 | NA | NA | 36.37 | 9.84 | 4.16 | 7.27 | 8.94 | 5.36 | 6.90 | 7.33 | 13.63 | 8.53 | 14.75 | 35.25 | 6.77 | 9.03 | 4.42 | 6.85 | 8.15 | 16.94 | 14.96 |
| Yield(%) | NA | 4.65 | 2.45 | 2.75 | 3.08 | NA | NA | 3.63 | 4.63 | 0.39 | 2.28 | 3.02 | 3.41 | 2.69 | 4.29 | 2.69 | 3.99 | 3.06 | 2.88 | 7.56 | 8.35 | 5.14 | 3.19 | 2.53 | 2.04 | 3.22 |
Data as of 10/31/2018, 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 Strategic Asset Allocation - Optimal Moderate |
-6.36%
Feb 2006 - Feb 2009 |
0.70%
Feb 2004 - Feb 2009 |
5.51%
May 2008 - May 2018 |
6.80%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMPLOYEE SAVINGS PLAN OF REPSOL USA Strategic Asset Allocation - Optimal Moderate |
21.74%
Feb 2009 - Feb 2012 |
17.13%
Feb 2009 - Feb 2014 |
10.74%
Mar 2003 - Mar 2013 |
9.06%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart