Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| REYES HOLDINGS 401K THRIFT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 16.48% | 1.98% | 5.06% | 4.11% | 5.18% | 5.99% | 6.87% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REYES HOLDINGS 401K THRIFT PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -1.18 | 16.48 | 1.98 | 5.06 | 4.11 | 5.18 | 5.99 | 6.87 | NA | 1.79 | 11.13 | -10.15 | 8.98 | 8.61 | 13.82 | -6.92 | 10.08 | 4.66 | -1.35 | 2.83 | 8.75 | 13.00 | -5.35 | 12.93 | 32.35 | -25.93 | 11.91 | 17.94 | 14.17 | 14.85 | 26.39 | -0.90 | 7.02 |
| Sharpe Ratio | NA | -0.49 | -0.35 | 0.13 | 0.24 | NA | NA | 0.48 | 0.04 | -0.68 | 0.91 | -1.06 | 1.16 | 0.50 | 2.09 | -1.02 | 2.20 | 0.51 | -0.17 | 0.49 | 1.30 | 1.64 | -0.38 | 1.12 | 1.72 | -1.13 | 0.79 | 2.02 | 2.06 | 1.80 | 3.77 | -0.22 | 0.50 |
| Standard Deviation(%) | NA | 6.94 | 8.66 | 10.68 | 9.11 | NA | NA | 10.65 | 4.72 | 7.03 | 7.55 | 10.89 | 7.70 | 16.89 | 5.94 | 8.08 | 4.30 | 8.65 | 8.27 | 5.73 | 6.71 | 7.90 | 14.29 | 11.52 | 18.75 | 23.86 | 11.22 | 7.26 | 5.82 | 7.74 | 6.83 | 8.95 | 9.45 |
| Draw Down(%) | NA | 6.54 | 15.89 | 21.99 | 21.99 | NA | NA | 39.90 | 0.26 | 6.49 | 6.67 | 16.41 | 3.77 | 21.99 | 3.74 | 12.32 | 2.17 | 6.83 | 8.75 | 5.53 | 6.69 | 7.05 | 15.23 | 8.39 | 17.86 | 37.63 | 7.54 | 9.49 | 4.30 | 8.09 | 7.53 | 15.26 | 12.34 |
| Yield(%) | NA | 2.80 | 3.62 | 3.69 | 3.75 | NA | NA | 3.65 | NA | 0.46 | 3.22 | 3.83 | 3.83 | 3.05 | 4.03 | 4.30 | 0.36 | 4.48 | 6.31 | 3.82 | 3.22 | 2.39 | 1.80 | 2.64 | 3.60 | 4.27 | 7.52 | 4.91 | 4.84 | 3.11 | 2.01 | 2.44 | 3.49 |
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 |
|---|---|---|---|---|
| REYES HOLDINGS 401K THRIFT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.13%
Feb 2006 - Feb 2009 |
0.04%
Mar 2015 - Mar 2020 |
2.92%
Oct 2013 - Oct 2023 |
3.03%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REYES HOLDINGS 401K THRIFT PLAN Strategic Asset Allocation - Equal Weight Moderate |
22.57%
Mar 2003 - Mar 2006 |
18.47%
Oct 2002 - Oct 2007 |
10.84%
Mar 2003 - Mar 2013 |
8.67%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart