Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GenCorp Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 22.41% | -0.12% | 4.54% | 3.74% | 4.91% | 5.77% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GenCorp Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -1.22 | 22.41 | -0.12 | 4.54 | 3.74 | 4.91 | 5.77 | … | … | 0.40 | 8.65 | 9.96 | -17.62 | 10.30 | 11.33 | 7.88 | -0.93 | 7.23 | 4.46 | -4.30 | -0.57 | 18.39 | 5.76 | 1.78 | 7.84 | 20.08 | -3.81 | 11.11 | 12.40 | 5.36 | 7.81 | 19.63 | 7.27 | 8.04 |
| Sharpe Ratio | NA | 0.31 | -0.40 | 0.13 | 0.21 | NA | NA | … | … | 0.04 | 0.20 | 0.75 | -1.97 | 1.21 | 0.82 | 1.64 | -0.29 | 1.30 | 0.93 | -0.80 | -0.09 | 2.68 | 0.97 | 0.23 | 0.69 | 2.49 | -1.02 | 0.84 | 1.14 | 0.52 | 0.89 | 3.03 | 1.40 | 1.11 |
| Standard Deviation(%) | NA | 10.09 | 9.20 | 10.10 | 8.14 | NA | NA | … | … | 9.25 | 10.11 | 7.63 | 9.64 | 8.47 | 13.50 | 3.95 | 7.80 | 5.07 | 4.57 | 5.44 | 6.42 | 6.86 | 5.88 | 7.47 | 11.17 | 8.02 | 4.64 | 9.63 | 8.00 | 6.12 | 7.74 | 6.25 | 4.41 | 5.14 |
| Draw Down(%) | NA | 8.18 | 17.69 | 21.98 | 21.98 | NA | NA | … | … | 0.83 | 8.18 | 6.74 | 19.26 | 6.02 | 18.18 | 2.20 | 7.65 | 3.50 | 4.16 | 7.95 | 5.64 | 5.28 | 5.98 | 5.88 | 9.85 | 4.88 | 6.49 | 7.67 | 9.83 | 5.23 | 7.50 | 3.83 | 3.31 | 3.81 |
| Yield(%) | NA | 4.45 | 4.14 | 4.57 | 3.70 | NA | NA | … | … | NA | 0.78 | 4.33 | 1.85 | 5.97 | 7.33 | 3.26 | 1.54 | 0.13 | 4.22 | 5.43 | 2.19 | 3.71 | 3.82 | 3.91 | 4.04 | 4.17 | 2.81 | 6.41 | 6.33 | 4.67 | 4.30 | 4.32 | 6.49 | 7.91 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| GenCorp Retirement Savings Plan Tactical Asset Allocation Moderate |
-1.69%
Apr 2021 – Apr 2024 |
0.71%
Mar 2015 – Mar 2020 |
1.91%
Oct 2013 – Oct 2023 |
4.08%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GenCorp Retirement Savings Plan Tactical Asset Allocation Moderate |
12.62%
Apr 2003 – Apr 2006 |
12.24%
Oct 2002 – Oct 2007 |
9.95%
Apr 2001 – Apr 2011 |
7.65%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart