Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Dynegy Inc. 401(k) Savings Plan Strategic Asset Allocation - Optimal Moderate | NA | 25.46% | 2.36% | 7.40% | 6.88% | 8.13% | 7.39% | 7.35% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Dynegy Inc. 401(k) 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 (%) | -0.98 | 25.46 | 2.36 | 7.40 | 6.88 | 8.13 | 7.39 | 7.35 | NA | 8.55 | 17.53 | -17.47 | 10.80 | 17.21 | 18.21 | -4.56 | 12.79 | 7.48 | 1.24 | 4.40 | 17.47 | 14.97 | 0.00 | 12.31 | 27.35 | -26.02 | 11.70 | 13.07 | 8.22 | 13.23 | 28.00 | -8.12 | -2.51 |
| Sharpe Ratio | NA | 0.35 | -0.13 | 0.31 | 0.47 | NA | NA | 0.51 | 0.05 | 0.22 | 1.46 | -1.18 | 1.23 | 0.93 | 2.40 | -0.61 | 2.80 | 0.88 | 0.14 | 0.67 | 2.45 | 1.93 | 0.00 | 1.13 | 1.77 | -1.24 | 0.92 | 1.30 | 0.95 | 1.64 | 2.98 | -0.74 | -0.37 |
| Standard Deviation(%) | NA | 8.95 | 11.80 | 12.87 | 10.65 | NA | NA | 11.14 | 8.58 | 8.97 | 9.06 | 15.96 | 8.76 | 18.23 | 7.01 | 9.66 | 4.35 | 8.26 | 8.83 | 6.55 | 7.12 | 7.74 | 14.25 | 10.85 | 15.38 | 21.80 | 9.50 | 7.53 | 6.35 | 7.50 | 9.17 | 12.46 | 13.06 |
| Draw Down(%) | NA | 5.68 | 21.95 | 23.69 | 23.69 | NA | NA | 36.53 | 0.72 | 5.68 | 8.24 | 22.84 | 4.39 | 21.58 | 3.59 | 11.85 | 2.31 | 7.04 | 8.26 | 5.10 | 6.02 | 6.01 | 13.41 | 9.12 | 15.49 | 35.55 | 6.06 | 7.80 | 4.15 | 6.35 | 6.88 | 17.20 | 17.86 |
| Yield(%) | NA | 5.00 | 5.12 | 4.77 | 4.04 | NA | NA | 4.02 | NA | 0.84 | 4.91 | 4.08 | 5.55 | 5.12 | 3.49 | 4.41 | 0.54 | 3.34 | 4.69 | 3.68 | 2.96 | 4.01 | 2.45 | 3.90 | 3.76 | 5.87 | 5.66 | 5.85 | 3.15 | 3.22 | 2.98 | 3.62 | 4.35 |
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 |
|---|---|---|---|---|
| Dynegy Inc. 401(k) Savings Plan Strategic Asset Allocation - Optimal Moderate |
-6.22%
Feb 2006 - Feb 2009 |
-0.03%
Feb 2004 - Feb 2009 |
5.14%
Oct 2013 - Oct 2023 |
5.09%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dynegy Inc. 401(k) Savings Plan Strategic Asset Allocation - Optimal Moderate |
19.22%
Feb 2009 - Feb 2012 |
16.89%
Feb 2009 - Feb 2014 |
10.83%
Feb 2009 - Feb 2019 |
9.65%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart