Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GENESYS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -16.91% | -2.08% | -1.13% | 3.69% | 4.51% | NA | 4.80% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GENESYS RETIREMENT SAVINGS PLAN 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 (%) | 0.52 | -16.91 | -2.08 | -1.13 | 3.69 | 4.51 | NA | 4.80 | -11.73 | 10.76 | 0.48 | -2.12 | 0.19 | 17.50 | 4.93 | 0.00 | 7.95 | 15.25 | 1.58 | 6.27 | 7.30 | 2.02 | 11.57 | 12.61 | -0.16 | 6.04 |
| Sharpe Ratio | NA | -1.71 | -2.12 | -2.29 | -1.79 | NA | NA | -2.02 | -1.71 | -1.62 | -6.92 | -3.92 | -2.70 | -0.15 | -3.16 | -1.87 | -1.00 | -0.43 | -4.31 | -1.93 | -2.30 | -3.23 | -1.37 | -1.43 | -4.62 | -4.68 |
| Standard Deviation(%) | NA | 19.46 | 11.97 | 10.03 | 9.19 | NA | NA | 7.79 | 19.46 | 5.23 | 4.87 | 5.26 | 6.78 | 6.96 | 4.31 | 9.92 | 10.68 | 7.87 | 4.18 | 8.14 | 6.53 | 5.88 | 5.87 | 4.67 | 4.32 | 3.24 |
| Draw Down(%) | NA | 20.16 | 20.16 | 20.16 | 20.16 | NA | NA | 20.16 | 20.16 | 3.03 | 5.20 | 5.88 | 5.13 | 4.09 | 3.29 | 9.60 | 10.09 | 4.10 | 2.37 | 5.53 | 6.55 | 4.47 | 3.92 | 2.88 | 5.77 | 2.15 |
| Yield(%) | NA | 5.00 | 2.57 | 2.53 | 3.07 | NA | NA | 3.45 | 4.98 | 0.22 | 2.51 | 1.53 | 3.52 | 6.03 | 3.20 | 3.08 | 2.11 | 3.23 | 3.20 | 6.33 | 3.60 | 3.65 | 3.38 | 3.31 | 3.45 | 4.82 |
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 |
|---|---|---|---|---|
| GENESYS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
-3.03%
May 2015 - May 2018 |
-1.36%
Nov 2013 - Nov 2018 |
3.69%
Oct 2008 - Oct 2018 |
4.41%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GENESYS RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
10.67%
Apr 2008 - Apr 2011 |
9.20%
Feb 2009 - Feb 2014 |
7.57%
Jul 2003 - Jul 2013 |
6.53%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart