Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NATIONAL RAILROAD PASSENGER CORPORATION SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 25.52% | 6.53% | 8.20% | 7.17% | 8.64% | 9.43% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NATIONAL RAILROAD PASSENGER CORPORATION 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 (%) | -1.06 | 25.52 | 6.53 | 8.20 | 7.17 | 8.64 | 9.43 | … | … | 0.68 | 13.29 | 15.76 | -8.41 | -0.74 | 18.28 | 17.04 | -4.64 | 13.54 | 8.77 | 0.48 | 4.92 | 16.29 | 14.19 | 2.94 | 17.46 | 23.74 | -0.05 | 9.11 | 14.25 | 10.72 | 13.77 | 26.27 | -3.50 | -1.55 |
| Sharpe Ratio | NA | 0.74 | 0.25 | 0.35 | 0.49 | NA | NA | … | … | 0.07 | 0.62 | 1.38 | -0.74 | -0.07 | 0.93 | 2.09 | -0.56 | 2.67 | 1.01 | 0.05 | 0.62 | 2.36 | 1.88 | 0.22 | 1.60 | 2.50 | -0.19 | 0.62 | 1.39 | 1.37 | 1.85 | 3.70 | -0.89 | -0.71 |
| Standard Deviation(%) | NA | 10.75 | 10.99 | 13.16 | 11.01 | NA | NA | … | … | 9.08 | 10.79 | 8.32 | 13.27 | 11.31 | 19.36 | 7.47 | 10.69 | 4.84 | 8.45 | 9.22 | 7.91 | 6.90 | 7.51 | 13.48 | 10.88 | 9.45 | 5.05 | 9.91 | 7.89 | 6.23 | 6.93 | 6.92 | 5.16 | 5.42 |
| Draw Down(%) | NA | 6.25 | 15.19 | 20.90 | 20.90 | NA | NA | … | … | 0.71 | 6.25 | 6.73 | 15.52 | 10.74 | 20.90 | 4.70 | 12.90 | 1.63 | 7.46 | 8.60 | 6.61 | 4.75 | 5.22 | 12.30 | 6.68 | 4.24 | 4.52 | 6.70 | 9.11 | 4.30 | 6.75 | 2.99 | 4.75 | 6.61 |
| Yield(%) | NA | 7.35 | 5.25 | 5.66 | 5.54 | NA | NA | … | … | NA | 3.11 | 5.20 | 3.46 | 6.53 | 5.95 | 5.85 | 4.33 | 7.94 | 4.84 | 5.67 | 4.98 | 7.82 | 4.58 | 2.58 | 5.30 | 4.34 | 4.21 | 5.74 | 6.04 | 3.68 | 2.40 | 1.86 | 1.14 | 3.19 |
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 |
|---|---|---|---|---|
| NATIONAL RAILROAD PASSENGER CORPORATION SAVINGS PLAN Tactical Asset Allocation Moderate |
1.40%
Nov 2020 – Nov 2023 |
2.79%
Sep 2017 – Sep 2022 |
5.51%
Oct 2013 – Oct 2023 |
7.26%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NATIONAL RAILROAD PASSENGER CORPORATION SAVINGS PLAN Tactical Asset Allocation Moderate |
17.88%
Apr 2003 – Apr 2006 |
15.48%
Feb 2009 – Feb 2014 |
13.12%
Apr 2003 – Apr 2013 |
11.68%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart