Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Rolls-Royce Corporation Personal Savings Plan For Hourly-Rate Employees Strategic Asset Allocation – Optimal Moderate | NA | -6.54% | 3.00% | 2.54% | 7.02% | 6.14% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Rolls-Royce Corporation Personal Savings Plan For Hourly-Rate Employees Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.82 | -6.54 | 3.00 | 2.54 | 7.02 | 6.14 | NA | … | … | -6.42 | 8.72 | 7.02 | -1.18 | 1.65 | 12.92 | 11.16 | -3.01 | 12.61 | 26.23 | -21.38 | 10.79 | 14.75 | 9.81 | 10.20 | 21.47 | -7.44 | -3.44 |
| Sharpe Ratio | NA | -0.92 | 0.29 | 0.19 | 0.65 | NA | NA | … | … | -0.92 | 1.62 | 0.83 | -0.17 | 0.29 | 1.98 | 1.36 | -0.21 | 1.13 | 1.60 | -1.02 | 0.83 | 1.75 | 1.26 | 1.29 | 2.65 | -0.75 | -0.49 |
| Standard Deviation(%) | NA | 8.42 | 7.36 | 7.02 | 9.76 | NA | NA | … | … | 8.42 | 4.99 | 8.16 | 7.23 | 5.61 | 6.50 | 8.19 | 14.49 | 11.05 | 16.31 | 21.83 | 9.31 | 6.52 | 6.04 | 7.16 | 7.85 | 11.36 | 11.77 |
| Draw Down(%) | NA | 12.56 | 12.56 | 12.56 | 15.72 | NA | NA | … | … | 12.56 | 3.34 | 6.42 | 7.36 | 4.47 | 5.17 | 8.14 | 14.77 | 8.68 | 15.72 | 32.26 | 6.41 | 7.88 | 4.47 | 6.29 | 8.37 | 16.72 | 17.92 |
| Yield(%) | NA | 2.21 | 2.21 | 2.45 | 2.63 | NA | NA | … | … | 2.19 | 0.67 | 3.81 | 3.02 | 2.61 | 3.92 | 2.46 | 3.49 | 1.76 | 1.79 | 5.82 | 6.49 | 4.41 | 3.46 | 1.78 | 1.64 | 1.98 | 2.22 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| Rolls-Royce Corporation Personal Savings Plan For Hourly-Rate Employees Strategic Asset Allocation – |
-4.61%
Feb 2006 – Feb 2009 |
1.29%
Feb 2004 – Feb 2009 |
4.65%
Oct 2007 – Oct 2017 |
5.46%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rolls-Royce Corporation Personal Savings Plan For Hourly-Rate Employees Strategic Asset Allocation – |
17.88%
Feb 2009 – Feb 2012 |
14.33%
Sep 2002 – Sep 2007 |
9.26%
Mar 2003 – Mar 2013 |
7.95%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart