Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VALERO ENERGY CORPORATION THRIFT PLAN Tactical Asset Allocation Moderate | NA | 3.84% | 0.56% | 4.05% | 3.66% | 6.78% | NA | … | … |
Data as of 09/29/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VALERO ENERGY CORPORATION THRIFT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/29/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.07 | 3.84 | 0.56 | 4.05 | 3.66 | 6.78 | NA | … | … | 7.55 | 2.15 | -4.34 | 0.46 | 14.91 | 4.77 | 0.60 | 1.58 | 11.84 | 0.68 | 9.75 | 12.15 | 5.84 | 10.25 | 24.21 | 6.18 | 3.72 |
| Sharpe Ratio | NA | 3.14 | 0.33 | 0.78 | 0.61 | NA | NA | … | … | 3.24 | 0.44 | -0.87 | 0.08 | 2.25 | 0.89 | 0.07 | 0.17 | 1.52 | -0.10 | 0.72 | 1.35 | 0.70 | 1.18 | 4.13 | 1.45 | 0.41 |
| Standard Deviation(%) | NA | 2.14 | 4.08 | 5.07 | 6.02 | NA | NA | … | … | 2.14 | 4.46 | 5.04 | 5.79 | 6.62 | 5.32 | 7.95 | 8.85 | 7.74 | 2.48 | 9.29 | 6.55 | 5.27 | 7.89 | 5.69 | 3.52 | 3.43 |
| Draw Down(%) | NA | 0.74 | 5.98 | 8.73 | 8.73 | NA | NA | … | … | 0.74 | 3.78 | 5.98 | 5.42 | 4.75 | 5.48 | 7.56 | 7.73 | 3.89 | 2.04 | 7.10 | 7.03 | 3.89 | 7.07 | 3.27 | 2.57 | 2.44 |
| Yield(%) | NA | 1.10 | 0.85 | 1.78 | 1.95 | NA | NA | … | … | 1.10 | 0.61 | 0.76 | 3.41 | 2.79 | 2.76 | 2.07 | 2.21 | 2.22 | 1.54 | 4.71 | 4.96 | 3.43 | 2.48 | 3.74 | 3.93 | 4.72 |
Data as of 09/29/2017, 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 |
|---|---|---|---|---|
| VALERO ENERGY CORPORATION THRIFT PLAN Tactical Asset Allocation Moderate |
-0.62%
Dec 2013 – Dec 2016 |
2.36%
Apr 2011 – Apr 2016 |
3.53%
Oct 2007 – Oct 2017 |
6.51%
Dec 2001 – Dec 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALERO ENERGY CORPORATION THRIFT PLAN Tactical Asset Allocation Moderate |
14.09%
Jan 2003 – Jan 2006 |
13.77%
Oct 2002 – Oct 2007 |
9.00%
Apr 2001 – Apr 2011 |
6.89%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison Chart