Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RBC U.S.A. Retirement and Savings Plan Tactical Asset Allocation Moderate | NA | 25.48% | 0.13% | 7.11% | 5.38% | 5.94% | 6.65% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RBC U.S.A. Retirement and 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 (%) | -0.98 | 25.48 | 0.13 | 7.11 | 5.38 | 5.94 | 6.65 | … | … | 0.64 | 6.34 | 7.07 | -17.55 | 12.34 | 19.48 | 23.12 | -6.86 | 6.23 | 5.00 | -1.77 | 2.42 | 10.65 | 10.55 | -2.06 | 11.58 | 12.86 | -1.50 | 12.32 | 11.75 | 7.17 | 10.81 | 15.60 | 0.28 | 5.61 |
| Sharpe Ratio | NA | 0.11 | -0.45 | 0.18 | 0.31 | NA | NA | … | … | 0.32 | -0.02 | 0.30 | -1.70 | 0.84 | 1.45 | 2.19 | -1.08 | 0.92 | 1.06 | -0.36 | 0.45 | 1.48 | 1.28 | -0.14 | 1.04 | 1.67 | -0.58 | 0.94 | 1.12 | 0.91 | 1.37 | 2.93 | -0.19 | 1.00 |
| Standard Deviation(%) | NA | 13.24 | 11.41 | 12.53 | 10.12 | NA | NA | … | … | 1.82 | 13.34 | 9.48 | 11.13 | 14.72 | 13.26 | 9.93 | 7.60 | 6.10 | 4.54 | 4.99 | 5.30 | 7.17 | 8.18 | 14.52 | 11.07 | 7.64 | 4.20 | 9.89 | 7.55 | 5.52 | 7.20 | 5.09 | 4.25 | 3.31 |
| Draw Down(%) | NA | 10.99 | 20.09 | 23.59 | 23.59 | NA | NA | … | … | 0.00 | 10.99 | 10.38 | 18.40 | 6.42 | 10.12 | 5.80 | 13.23 | 6.17 | 4.16 | 4.96 | 4.97 | 4.51 | 7.12 | 14.34 | 8.46 | 3.85 | 7.00 | 7.62 | 9.89 | 4.30 | 6.11 | 3.04 | 4.90 | 2.54 |
| Yield(%) | NA | 7.18 | 7.86 | 6.43 | 4.44 | NA | NA | … | … | NA | 0.16 | 7.90 | 2.55 | 13.76 | 3.16 | 5.79 | 4.93 | 0.19 | 4.07 | 1.77 | 1.79 | 0.47 | 2.18 | 3.37 | 2.84 | 2.92 | 2.66 | 5.84 | 4.87 | 4.46 | 2.77 | 3.40 | 3.13 | 4.79 |
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 |
|---|---|---|---|---|
| RBC U.S.A. Retirement and Savings Plan Tactical Asset Allocation Moderate |
-2.08%
Dec 2021 – Dec 2024 |
0.89%
Dec 2013 – Dec 2018 |
3.07%
Oct 2013 – Oct 2023 |
5.01%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBC U.S.A. Retirement and Savings Plan Tactical Asset Allocation Moderate |
18.23%
Dec 2018 – Dec 2021 |
12.48%
Oct 2002 – Oct 2007 |
9.25%
Jul 2003 – Jul 2013 |
7.80%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart