Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Renovo Resources Employee 401K Strategic Asset Allocation - Optimal Moderate | NA | 17.07% | 2.68% | 6.34% | 6.19% | 7.39% | 6.28% | 6.36% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Renovo Resources Employee 401K Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 0.97 | 17.07 | 2.68 | 6.34 | 6.19 | 7.39 | 6.28 | 6.36 | NA | 6.08 | 11.53 | -14.83 | 7.03 | 18.32 | 21.40 | -6.68 | 13.76 | 6.31 | 0.00 | 3.41 | 11.80 | 14.26 | 0.43 | 16.54 | 27.16 | -25.52 | 2.57 | 12.26 | 6.85 | 13.78 | 22.48 | -7.77 | -2.79 |
| Sharpe Ratio | NA | -0.04 | -0.10 | 0.30 | 0.40 | NA | NA | 0.41 | 0.20 | -0.06 | 0.83 | -1.19 | 0.69 | 1.02 | 3.14 | -0.83 | 2.80 | 0.74 | 0.00 | 0.54 | 1.57 | 1.75 | 0.03 | 1.35 | 1.31 | -1.05 | -0.04 | 1.11 | 0.73 | 1.57 | 2.51 | -0.78 | -0.64 |
| Standard Deviation(%) | NA | 7.90 | 10.30 | 12.16 | 10.16 | NA | NA | 11.46 | 8.38 | 7.87 | 8.76 | 13.61 | 10.11 | 17.72 | 6.36 | 9.57 | 4.69 | 8.29 | 7.99 | 6.28 | 7.52 | 8.14 | 14.53 | 12.18 | 20.72 | 25.13 | 10.33 | 8.09 | 6.38 | 8.20 | 8.69 | 11.33 | 7.91 |
| Draw Down(%) | NA | 5.96 | 17.09 | 22.76 | 23.43 | NA | NA | 42.45 | 2.08 | 5.02 | 9.41 | 21.88 | 7.06 | 23.43 | 2.77 | 13.28 | 2.04 | 7.25 | 8.12 | 4.87 | 7.43 | 7.10 | 13.67 | 9.38 | 20.35 | 38.53 | 7.29 | 8.12 | 4.62 | 7.06 | 8.89 | 18.41 | 11.03 |
| Yield(%) | NA | 3.17 | 4.37 | 4.16 | 3.93 | NA | NA | 4.09 | NA | 0.70 | 3.10 | 4.93 | 3.98 | 2.55 | 5.90 | 3.34 | 2.93 | 4.54 | 3.70 | 4.44 | 4.38 | 4.46 | 3.95 | 3.09 | 3.32 | 4.04 | 7.47 | 7.13 | 5.02 | 3.06 | 2.67 | 2.57 | 2.77 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| Renovo Resources Employee 401K Strategic Asset Allocation - Optimal Moderate |
-10.80%
Feb 2006 - Feb 2009 |
-2.94%
Feb 2004 - Feb 2009 |
4.37%
Oct 2013 - Oct 2023 |
4.54%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Renovo Resources Employee 401K Strategic Asset Allocation - Optimal Moderate |
22.94%
Feb 2009 - Feb 2012 |
17.85%
Feb 2009 - Feb 2014 |
10.89%
Feb 2009 - Feb 2019 |
9.48%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart