Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Dominion Resources Savings Plan Strategic Asset Allocation - Optimal Moderate | NA | 11.09% | 5.46% | 2.88% | 5.78% | NA | NA | 5.59% |
Data as of 09/30/2011, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Dominion Resources Savings Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/30/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.11 | 11.09 | 5.46 | 2.88 | 5.78 | NA | NA | 5.59 | 1.05 | 15.72 | 18.43 | -22.92 | 4.07 | 7.97 | 4.37 | 12.46 | 23.58 | -6.11 | 6.74 |
| Sharpe Ratio | NA | 0.08 | 0.84 | 0.08 | 0.29 | NA | NA | 0.30 | 0.10 | 1.27 | 0.99 | -0.99 | 0.11 | 0.52 | 0.29 | 1.40 | 2.67 | -0.60 | 0.45 |
| Standard Deviation(%) | NA | 9.87 | 14.08 | 15.98 | 13.05 | NA | NA | 12.79 | 9.89 | 12.34 | 18.57 | 24.18 | 9.69 | 9.07 | 7.68 | 8.24 | 8.56 | 12.03 | 9.79 |
| Draw Down(%) | NA | 9.29 | 16.93 | 36.56 | 36.56 | NA | NA | 36.56 | 9.29 | 9.67 | 16.93 | 31.44 | 5.68 | 8.89 | 4.92 | 6.47 | 5.81 | 17.90 | 12.28 |
| Yield(%) | NA | 0.98 | 1.34 | 2.72 | 2.71 | NA | NA | 3.13 | 0.97 | 0.96 | 2.04 | 2.81 | 6.78 | 3.08 | 2.92 | 2.48 | 2.05 | 2.96 | 4.25 |
Data as of 09/30/2011, 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 |
|---|---|---|---|---|
| Dominion Resources Savings Plan Strategic Asset Allocation - Optimal Moderate |
-9.57%
Feb 2006 - Feb 2009 |
-2.56%
Feb 2004 - Feb 2009 |
5.24%
Nov 2001 - Nov 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dominion Resources Savings Plan Strategic Asset Allocation - Optimal Moderate |
15.57%
Mar 2003 - Mar 2006 |
11.49%
Oct 2002 - Oct 2007 |
6.16%
Mar 2001 - Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart