Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Renovo Resources Employee 401K Tactical Asset Allocation Moderate | NA | 14.01% | 4.90% | 9.61% | 7.88% | 9.12% | 9.49% | 9.97% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Renovo Resources Employee 401K Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 0.96 | 14.01 | 4.90 | 9.61 | 7.88 | 9.12 | 9.49 | 9.97 | NA | 1.21 | 12.12 | -8.87 | 15.75 | 19.61 | 20.30 | -3.38 | 11.87 | 5.57 | -0.43 | 2.38 | 15.21 | 14.22 | 4.16 | 20.40 | 23.99 | -0.24 | 6.74 | 20.22 | 6.64 | 12.16 | 26.50 | -2.35 | 5.93 |
| Sharpe Ratio | NA | -0.70 | -0.12 | 0.40 | 0.45 | NA | NA | 0.79 | -0.06 | -0.47 | 0.89 | -0.78 | 1.35 | 1.02 | 2.68 | -0.45 | 2.15 | 0.64 | -0.05 | 0.29 | 1.91 | 1.81 | 0.25 | 1.67 | 2.44 | -0.23 | 0.36 | 2.11 | 0.67 | 1.35 | 3.37 | -0.72 | 0.78 |
| Standard Deviation(%) | NA | 11.55 | 11.27 | 13.28 | 11.11 | NA | NA | 9.92 | 11.23 | 11.57 | 8.81 | 13.08 | 11.67 | 19.03 | 7.06 | 10.53 | 5.23 | 8.38 | 9.23 | 8.21 | 7.93 | 7.84 | 16.75 | 12.14 | 9.80 | 5.02 | 10.56 | 8.03 | 6.68 | 8.30 | 7.66 | 4.83 | 4.62 |
| Draw Down(%) | NA | 8.85 | 14.51 | 20.59 | 23.73 | NA | NA | 23.73 | 4.18 | 7.78 | 7.58 | 16.05 | 5.86 | 23.73 | 3.74 | 14.90 | 2.87 | 6.43 | 10.19 | 7.03 | 6.76 | 5.73 | 14.00 | 8.31 | 3.83 | 4.50 | 6.67 | 6.04 | 5.11 | 7.29 | 3.61 | 4.98 | 4.24 |
| Yield(%) | NA | 2.23 | 4.00 | 3.79 | 3.66 | NA | NA | 0.00 | NA | 0.91 | 2.03 | 2.76 | 6.91 | 2.15 | 5.62 | 2.50 | 2.25 | 3.13 | 5.31 | 4.71 | 4.28 | 7.35 | 4.39 | 3.74 | 3.24 | 4.57 | 6.15 | 19.43 | 2.44 | 2.92 | 3.93 | 4.37 | 6.16 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Renovo Resources Employee 401K Tactical Asset Allocation Moderate |
1.12%
Dec 2021 - Dec 2024 |
2.96%
Mar 2015 - Mar 2020 |
6.35%
Oct 2013 - Oct 2023 |
8.28%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Renovo Resources Employee 401K Tactical Asset Allocation Moderate |
18.77%
Apr 2009 - Apr 2012 |
15.86%
Feb 2009 - Feb 2014 |
13.28%
Apr 2003 - Apr 2013 |
11.17%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart