Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NATIONAL RAILROAD PASSENGER CORPORATION SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 18.68% | 4.03% | 7.82% | 6.15% | 6.80% | 6.20% | 6.01% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NATIONAL RAILROAD PASSENGER CORPORATION SAVINGS PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -0.76 | 18.68 | 4.03 | 7.82 | 6.15 | 6.80 | 6.20 | 6.01 | NA | 4.19 | 12.43 | -7.91 | 6.36 | 16.67 | 18.21 | -6.66 | 13.28 | 4.47 | 0.10 | 0.26 | 13.12 | 11.70 | 0.91 | 10.74 | 22.70 | -21.28 | 7.54 | 10.55 | 7.05 | 9.59 | 18.30 | -5.43 | -2.09 |
| Sharpe Ratio | NA | -0.15 | -0.14 | 0.29 | 0.41 | NA | NA | 0.47 | 0.04 | -0.24 | 1.04 | -0.71 | 0.74 | 0.89 | 2.42 | -0.85 | 2.77 | 0.48 | 0.01 | 0.03 | 2.01 | 1.86 | 0.09 | 1.28 | 2.00 | -1.43 | 0.58 | 1.34 | 1.01 | 1.74 | 2.78 | -0.80 | -0.58 |
| Standard Deviation(%) | NA | 9.84 | 10.49 | 12.17 | 10.26 | NA | NA | 9.21 | 6.43 | 9.89 | 7.85 | 13.07 | 8.54 | 18.37 | 6.95 | 9.40 | 4.56 | 8.95 | 8.70 | 7.76 | 6.51 | 6.25 | 9.70 | 8.32 | 11.33 | 15.51 | 7.83 | 5.42 | 4.82 | 4.97 | 6.34 | 8.20 | 7.61 |
| Draw Down(%) | NA | 7.44 | 15.71 | 23.36 | 23.36 | NA | NA | 30.07 | 0.50 | 7.29 | 6.98 | 15.71 | 4.69 | 23.36 | 3.86 | 13.54 | 2.09 | 7.80 | 9.42 | 5.71 | 5.95 | 5.05 | 8.89 | 6.69 | 10.38 | 27.93 | 5.66 | 5.88 | 3.39 | 4.91 | 5.99 | 12.99 | 11.29 |
| Yield(%) | NA | 4.28 | 4.08 | 4.14 | 3.59 | NA | NA | 3.42 | NA | 0.67 | 4.37 | 3.21 | 4.50 | 4.78 | 3.36 | 3.77 | 0.33 | 2.67 | 4.86 | 3.57 | 3.93 | 3.91 | 3.23 | 3.36 | 2.87 | 3.16 | 5.83 | 5.20 | 3.37 | 2.46 | 1.95 | 1.35 | 1.93 |
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 |
|---|---|---|---|---|
| NATIONAL RAILROAD PASSENGER CORPORATION SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.04%
Feb 2006 - Feb 2009 |
-0.03%
Feb 2004 - Feb 2009 |
4.26%
Feb 2006 - Feb 2016 |
4.32%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NATIONAL RAILROAD PASSENGER CORPORATION SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.75%
Feb 2009 - Feb 2012 |
13.46%
Feb 2009 - Feb 2014 |
8.14%
Feb 2009 - Feb 2019 |
8.20%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart