Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RIO TINTO AMERICA INC. SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 31.28% | 11.73% | 13.31% | 9.38% | 9.25% | 7.93% | 7.90% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RIO TINTO AMERICA INC. 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 (%) | -0.60 | 31.28 | 11.73 | 13.31 | 9.38 | 9.25 | 7.93 | 7.90 | NA | 16.41 | 23.43 | -1.05 | 1.46 | 21.79 | 17.88 | -3.76 | 12.94 | 7.15 | 0.01 | 4.43 | 19.98 | 10.95 | -0.73 | 6.72 | 24.39 | -24.40 | 6.25 | 10.09 | 9.39 | 15.14 | 24.35 | -7.49 | 0.14 |
| Sharpe Ratio | NA | 1.44 | 0.86 | 0.76 | 0.73 | NA | NA | 0.56 | 0.10 | 1.29 | 2.26 | -0.19 | 0.12 | 1.17 | 1.90 | -0.49 | 3.01 | 0.74 | 0.00 | 0.58 | 2.87 | 1.26 | -0.06 | 0.52 | 1.50 | -1.15 | 0.36 | 0.94 | 1.31 | 2.15 | 2.85 | -0.67 | -0.18 |
| Standard Deviation(%) | NA | 7.59 | 9.91 | 12.46 | 10.69 | NA | NA | 11.20 | 8.55 | 7.58 | 8.50 | 12.81 | 11.98 | 18.38 | 8.66 | 10.31 | 4.10 | 9.45 | 9.08 | 7.60 | 6.96 | 8.61 | 13.63 | 12.64 | 16.17 | 22.07 | 9.00 | 7.28 | 5.53 | 6.60 | 8.30 | 12.75 | 12.12 |
| Draw Down(%) | NA | 5.40 | 11.54 | 22.01 | 22.01 | NA | NA | 36.26 | 0.55 | 5.40 | 5.31 | 11.54 | 7.64 | 22.01 | 4.99 | 11.91 | 1.33 | 8.66 | 8.77 | 5.55 | 3.85 | 7.94 | 12.37 | 10.71 | 15.39 | 34.51 | 6.21 | 8.18 | 3.71 | 4.37 | 8.60 | 18.36 | 15.91 |
| Yield(%) | NA | 14.46 | 11.52 | 8.73 | 6.26 | NA | NA | 4.28 | NA | 4.42 | 13.68 | 9.26 | 6.51 | 4.58 | 4.76 | 5.09 | 5.43 | 1.90 | 3.88 | 3.08 | 2.35 | 1.10 | 2.78 | 1.80 | 1.51 | 2.51 | 5.41 | 6.07 | 3.29 | 2.84 | 1.42 | 1.75 | 3.08 |
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 |
|---|---|---|---|---|
| RIO TINTO AMERICA INC. SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-7.79%
Feb 2006 - Feb 2009 |
-0.50%
Feb 2004 - Feb 2009 |
4.17%
Jan 2006 - Jan 2016 |
5.01%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RIO TINTO AMERICA INC. SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
18.85%
Mar 2003 - Mar 2006 |
14.38%
Feb 2009 - Feb 2014 |
9.88%
Feb 2009 - Feb 2019 |
10.33%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart