Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RS EDEN INC. 403(B) PLAN Strategic Asset Allocation - Optimal Moderate | NA | 1.39% | 6.42% | 5.78% | 6.16% | NA | NA | 6.98% |
Data as of 10/30/2015, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RS EDEN INC. 403(B) PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.35 | 1.39 | 6.42 | 5.78 | 6.16 | NA | NA | 6.98 | -1.09 | 4.22 | 11.61 | 13.44 | -3.48 | 17.34 | 28.69 | -26.37 | 9.61 | 10.99 | 6.92 | 11.49 | 24.37 | -9.28 | 10.22 |
| Sharpe Ratio | NA | -0.14 | 0.65 | 0.49 | 0.38 | NA | NA | 0.45 | -0.14 | 0.63 | 1.57 | 1.70 | -0.23 | 1.41 | 1.54 | -1.30 | 0.66 | 0.96 | 0.73 | 1.33 | 2.15 | -0.75 | 0.55 |
| Standard Deviation(%) | NA | 7.90 | 7.33 | 9.51 | 12.50 | NA | NA | 12.06 | 7.90 | 6.65 | 7.39 | 7.86 | 15.16 | 12.25 | 18.59 | 21.07 | 10.02 | 8.01 | 6.54 | 7.92 | 10.99 | 13.82 | 14.30 |
| Draw Down(%) | NA | 8.15 | 8.15 | 16.11 | 40.42 | NA | NA | 40.42 | 8.15 | 5.55 | 7.72 | 6.48 | 16.11 | 8.67 | 17.19 | 34.59 | 6.50 | 8.84 | 5.64 | 6.84 | 6.22 | 19.34 | 15.31 |
| Yield(%) | NA | 3.57 | 4.63 | 4.34 | 4.79 | NA | NA | 4.44 | 3.56 | 5.55 | 4.75 | 3.94 | 3.72 | 3.78 | 3.41 | 3.35 | 7.89 | 7.56 | 5.11 | 2.75 | 3.04 | 3.21 | 4.96 |
Data as of 10/30/2015, 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 |
|---|---|---|---|---|
| RS EDEN INC. 403(B) PLAN Strategic Asset Allocation - Optimal Moderate |
-8.70%
Feb 2006 - Feb 2009 |
-2.20%
Feb 2004 - Feb 2009 |
5.53%
Sep 2005 - Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RS EDEN INC. 403(B) PLAN Strategic Asset Allocation - Optimal Moderate |
21.27%
Feb 2009 - Feb 2012 |
16.58%
Feb 2009 - Feb 2014 |
8.81%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart