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 - Optimal Moderate | NA | 25.46% | 5.16% | 11.26% | 8.75% | 9.29% | 7.98% | 7.43% |
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 - 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 (%) | -0.95 | 25.46 | 5.16 | 11.26 | 8.75 | 9.29 | 7.98 | 7.43 | NA | 8.81 | 16.72 | -12.22 | 8.49 | 33.33 | 19.96 | -2.76 | 11.58 | 5.41 | 0.86 | 5.07 | 17.28 | 13.96 | 0.86 | 11.11 | 26.66 | -27.43 | 6.47 | 11.72 | 10.43 | 12.46 | 20.89 | -10.56 | -2.67 |
| Sharpe Ratio | NA | 0.34 | -0.02 | 0.58 | 0.63 | NA | NA | 0.51 | 0.04 | 0.22 | 1.49 | -0.97 | 1.01 | 1.69 | 2.15 | -0.38 | 2.36 | 0.61 | 0.10 | 0.78 | 2.43 | 1.75 | 0.06 | 1.02 | 1.57 | -1.23 | 0.37 | 1.14 | 1.30 | 1.85 | 2.28 | -0.96 | -0.50 |
| Standard Deviation(%) | NA | 9.99 | 11.07 | 12.84 | 10.87 | NA | NA | 11.19 | 8.05 | 10.03 | 8.37 | 13.99 | 8.42 | 19.61 | 8.62 | 10.74 | 4.64 | 8.58 | 8.62 | 6.45 | 7.10 | 7.96 | 13.38 | 10.81 | 16.92 | 23.09 | 9.28 | 7.39 | 6.36 | 6.21 | 8.86 | 12.22 | 10.05 |
| Draw Down(%) | NA | 6.96 | 19.30 | 22.73 | 22.73 | NA | NA | 40.77 | 0.72 | 6.96 | 7.89 | 19.30 | 4.18 | 22.73 | 4.41 | 13.01 | 2.70 | 7.69 | 8.22 | 5.21 | 5.75 | 6.31 | 11.37 | 8.87 | 18.21 | 37.11 | 6.64 | 8.37 | 4.37 | 6.07 | 8.56 | 19.31 | 14.67 |
| Yield(%) | NA | 4.55 | 4.54 | 4.51 | 4.19 | NA | NA | 3.64 | NA | 0.74 | 4.38 | 3.91 | 5.30 | 5.97 | 2.56 | 7.53 | 0.37 | 2.55 | 5.36 | 4.00 | 4.04 | 3.95 | 3.05 | 3.07 | 3.63 | 3.52 | 5.34 | 4.97 | 3.03 | 2.58 | 1.12 | 1.01 | 1.82 |
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 - Optimal Moderate |
-9.56%
Feb 2006 - Feb 2009 |
-1.74%
Feb 2004 - Feb 2009 |
4.87%
Jan 2006 - Jan 2016 |
5.35%
Feb 2001 - Feb 2016 |
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 - Optimal Moderate |
20.17%
Dec 2018 - Dec 2021 |
16.79%
Feb 2009 - Feb 2014 |
11.08%
Sep 2011 - Sep 2021 |
11.10%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart