Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Rolls-Royce Corporation Personal Savings Plan For Hourly-Rate Employees Tactical Asset Allocation Moderate | NA | -2.76% | 4.32% | 1.79% | 4.86% | 7.76% | NA | 8.52% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Rolls-Royce Corporation Personal Savings Plan For Hourly-Rate Employees Tactical Asset Allocation 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 (%) | -0.18 | -2.76 | 4.32 | 1.79 | 4.86 | 7.76 | NA | 8.52 | -3.90 | 10.67 | 7.17 | -5.79 | -2.21 | 13.82 | 6.91 | -3.98 | 3.65 | 23.06 | -2.35 | 17.34 | 18.53 | 16.36 | 15.07 | 20.02 | 7.41 | 8.02 |
| Sharpe Ratio | NA | -0.78 | 0.64 | 0.09 | 0.57 | NA | NA | 0.94 | -0.78 | 1.91 | 1.26 | -1.09 | -0.37 | 2.07 | 1.20 | -0.36 | 0.32 | 2.41 | -0.55 | 1.23 | 1.74 | 2.26 | 1.65 | 3.61 | 1.37 | 1.11 |
| Standard Deviation(%) | NA | 6.66 | 5.85 | 5.81 | 7.62 | NA | NA | 7.51 | 6.66 | 5.25 | 5.54 | 5.35 | 6.08 | 6.64 | 5.71 | 11.06 | 10.98 | 9.55 | 5.93 | 11.61 | 8.74 | 6.28 | 8.57 | 5.36 | 4.59 | 5.14 |
| Draw Down(%) | NA | 9.54 | 9.54 | 10.69 | 12.85 | NA | NA | 12.85 | 9.54 | 2.15 | 3.88 | 8.43 | 6.11 | 4.76 | 4.98 | 12.85 | 9.30 | 4.75 | 6.03 | 9.22 | 11.83 | 4.62 | 9.70 | 2.96 | 3.71 | 3.85 |
| Yield(%) | NA | 2.03 | 2.62 | 2.50 | 3.31 | NA | NA | 4.49 | 2.01 | 0.34 | 5.25 | 2.29 | 2.53 | 3.92 | 4.51 | 2.22 | 3.96 | 5.75 | 3.37 | 9.39 | 7.37 | 6.46 | 3.01 | 4.00 | 6.24 | 8.13 |
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 |
|---|---|---|---|---|
| Rolls-Royce Corporation Personal Savings Plan For Hourly-Rate Employees Tactical Asset Allocation Moderate |
-0.42%
Dec 2013 - Dec 2016 |
1.08%
Apr 2011 - Apr 2016 |
4.52%
Oct 2007 - Oct 2017 |
7.66%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rolls-Royce Corporation Personal Savings Plan For Hourly-Rate Employees Tactical Asset Allocation Moderate |
21.56%
Oct 2004 - Oct 2007 |
18.48%
Oct 2002 - Oct 2007 |
12.81%
Apr 2001 - Apr 2011 |
9.12%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart