Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RBS AMERICAS RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 11.77% | 2.76% | 4.93% | 3.24% | 6.90% | NA | 5.94% |
Data as of 09/29/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RBS AMERICAS RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.10 | 11.77 | 2.76 | 4.93 | 3.24 | 6.90 | NA | 5.94 | 10.59 | 6.26 | -7.41 | 2.13 | 11.20 | 9.23 | -3.41 | 12.93 | 18.65 | -21.80 | 9.02 | 14.52 | 9.77 | 15.06 | 20.75 | -4.10 | 0.08 |
| Sharpe Ratio | NA | 1.33 | 0.28 | 0.55 | 0.28 | NA | NA | 0.48 | 1.33 | 0.72 | -0.82 | 0.28 | 1.74 | 1.46 | -0.31 | 1.33 | 1.22 | -1.26 | 0.70 | 1.54 | 1.28 | 1.89 | 2.55 | -0.56 | -0.25 |
| Standard Deviation(%) | NA | 7.45 | 8.34 | 7.84 | 10.59 | NA | NA | 9.60 | 7.46 | 8.40 | 9.10 | 7.52 | 6.42 | 6.27 | 11.03 | 9.67 | 15.23 | 18.07 | 8.60 | 7.27 | 5.94 | 7.48 | 7.87 | 9.24 | 8.76 |
| Draw Down(%) | NA | 5.90 | 16.30 | 16.31 | 33.53 | NA | NA | 34.46 | 5.90 | 6.17 | 12.02 | 6.57 | 6.94 | 5.78 | 12.72 | 7.66 | 16.27 | 30.97 | 6.82 | 9.31 | 4.39 | 7.00 | 7.67 | 14.73 | 12.38 |
| Yield(%) | NA | 3.90 | 3.52 | 3.11 | 3.26 | NA | NA | 3.73 | 3.81 | 2.50 | 4.20 | 2.61 | 2.19 | 3.13 | 1.90 | 4.31 | 4.43 | 2.81 | 6.05 | 5.07 | 3.83 | 4.33 | 2.65 | 2.25 | 3.55 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| RBS AMERICAS RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.88%
Feb 2006 - Feb 2009 |
0.90%
Feb 2011 - Feb 2016 |
2.88%
Nov 2007 - Nov 2017 |
4.99%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBS AMERICAS RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.64%
Mar 2003 - Mar 2006 |
14.46%
Oct 2002 - Oct 2007 |
8.47%
Mar 2003 - Mar 2013 |
6.90%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart