Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| New AMEREN CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | -10.53% | 0.76% | 1.90% | 3.44% | 4.15% | 5.87% | … | … |
Data as of 02/28/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New AMEREN CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 05/18/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.01 | -10.53 | 0.76 | 1.90 | 3.44 | 4.15 | 5.87 | … | … | 7.42 | -21.95 | 6.10 | 22.82 | 8.35 | -3.26 | 8.88 | 3.96 | -2.17 | 1.97 | 14.48 | 7.35 | -0.96 | 8.61 | 15.91 | -2.88 | 10.70 | 12.21 | 7.54 | 9.44 | 15.96 | -0.97 | 6.98 |
| Sharpe Ratio | NA | 0.12 | 0.06 | 0.12 | 0.30 | NA | NA | … | … | 0.62 | -1.44 | 0.59 | 2.78 | 1.30 | -0.62 | 1.35 | 0.94 | -0.43 | 0.34 | 2.19 | 1.48 | -0.12 | 0.79 | 1.94 | -0.94 | 0.86 | 1.24 | 0.97 | 1.20 | 3.17 | -0.40 | 1.14 |
| Standard Deviation(%) | NA | 13.75 | 12.18 | 10.15 | 8.31 | NA | NA | … | … | 9.00 | 16.21 | 10.34 | 8.11 | 5.35 | 7.31 | 6.12 | 3.99 | 5.12 | 5.77 | 6.60 | 4.92 | 8.47 | 10.82 | 8.16 | 4.06 | 8.93 | 7.20 | 5.51 | 7.05 | 4.81 | 5.21 | 4.09 |
| Draw Down(%) | NA | 13.34 | 27.50 | 27.50 | 27.50 | NA | NA | … | … | 5.55 | 26.95 | 6.20 | 8.00 | 3.27 | 9.14 | 5.51 | 3.23 | 5.26 | 5.40 | 4.30 | 4.39 | 8.83 | 8.70 | 4.58 | 6.29 | 6.70 | 9.08 | 4.08 | 5.76 | 2.90 | 7.16 | 2.77 |
| Yield(%) | NA | 3.62 | 5.94 | 5.03 | 3.90 | NA | NA | … | … | 0.54 | 2.77 | 9.89 | 5.16 | 3.38 | 3.62 | 0.23 | 1.96 | 5.13 | 3.83 | 3.23 | 4.83 | 2.12 | 4.13 | 4.41 | 2.66 | 5.53 | 5.74 | 4.07 | 3.28 | 3.46 | 5.20 | 6.93 |
Data as of 02/28/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New AMEREN CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate |
-1.19%
Sep 2019 – Sep 2022 |
-0.31%
Sep 2017 – Sep 2022 |
2.72%
Sep 2012 – Sep 2022 |
3.64%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New AMEREN CORPORATION SAVINGS INVESTMENT PLAN Tactical Asset Allocation Moderate |
12.63%
Apr 2003 – Apr 2006 |
11.87%
Oct 2002 – Oct 2007 |
8.74%
Apr 2001 – Apr 2011 |
7.65%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart