Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
REXAM INC. RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 23.36% | 1.31% | 7.00% | 6.37% | 7.89% | 7.06% | 6.92% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
REXAM INC. RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -0.89 | 23.36 | 1.31 | 7.00 | 6.37 | 7.89 | 7.06 | 6.92 | NA | 7.73 | 14.89 | -17.11 | 8.42 | 18.61 | 18.58 | -4.50 | 13.46 | 5.89 | 0.53 | 6.60 | 16.25 | 12.38 | 0.69 | 15.42 | 21.38 | -22.00 | 8.64 | 11.87 | 8.28 | 11.69 | 21.77 | -7.91 | 0.26 |
Sharpe Ratio | NA | 0.26 | -0.21 | 0.24 | 0.41 | NA | NA | 0.47 | 0.06 | 0.13 | 1.16 | -1.17 | 0.87 | 0.98 | 2.21 | -0.57 | 2.41 | 0.67 | 0.06 | 0.95 | 2.32 | 1.59 | 0.05 | 1.27 | 1.24 | -1.04 | 0.59 | 1.17 | 1.01 | 1.50 | 2.52 | -0.76 | -0.21 |
Standard Deviation(%) | NA | 8.85 | 11.74 | 13.10 | 10.93 | NA | NA | 11.24 | 7.55 | 8.92 | 9.16 | 15.79 | 9.69 | 18.68 | 7.75 | 10.27 | 5.32 | 8.45 | 8.58 | 6.90 | 6.98 | 7.75 | 14.51 | 12.08 | 17.10 | 22.10 | 9.58 | 7.35 | 6.05 | 7.15 | 8.37 | 11.81 | 9.93 |
Draw Down(%) | NA | 5.74 | 22.66 | 24.45 | 24.45 | NA | NA | 35.09 | 0.62 | 5.74 | 9.19 | 23.42 | 5.36 | 21.46 | 4.37 | 12.58 | 2.94 | 7.45 | 8.32 | 4.80 | 5.59 | 6.28 | 13.39 | 8.44 | 16.83 | 33.41 | 6.44 | 7.60 | 4.16 | 7.04 | 7.64 | 18.92 | 13.57 |
Yield(%) | NA | 3.90 | 4.76 | 4.08 | 3.35 | NA | NA | 3.39 | NA | 0.71 | 3.61 | 4.55 | 5.12 | 3.96 | 2.24 | 3.40 | 0.35 | 1.99 | 3.77 | 3.61 | 3.06 | 2.76 | 2.14 | 2.36 | 2.62 | 3.92 | 7.43 | 5.48 | 3.13 | 2.87 | 2.38 | 2.86 | 3.67 |
Data as of 10/31/2024, 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 |
---|---|---|---|---|
REXAM INC. RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-6.44%
Feb 2006 - Feb 2009 |
-0.37%
Feb 2004 - Feb 2009 |
5.00%
Oct 2013 - Oct 2023 |
5.02%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
REXAM INC. RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
19.13%
Feb 2009 - Feb 2012 |
16.24%
Feb 2009 - Feb 2014 |
10.67%
Feb 2009 - Feb 2019 |
9.30%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart