Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Aes Corporation Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 9.08% | 7.09% | 10.69% | 9.02% | 10.09% | 10.20% | … | … |
Data as of 01/29/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Aes Corporation Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 04/05/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.84 | 9.08 | 7.09 | 10.69 | 9.02 | 10.09 | 10.20 | … | … | 0.82 | 9.82 | 17.06 | -0.92 | 18.05 | 4.99 | 1.62 | 6.75 | 21.72 | 14.23 | 0.15 | 22.21 | 22.34 | 2.51 | 9.98 | 8.53 | 6.42 | 10.64 | 24.34 | -0.86 | 8.65 |
| Sharpe Ratio | NA | 2.79 | 0.79 | 1.06 | 0.78 | NA | NA | … | … | 0.08 | 0.95 | 2.93 | -0.18 | 3.12 | 0.52 | 0.17 | 0.79 | 2.56 | 1.45 | 0.01 | 2.05 | 2.32 | 0.27 | 0.66 | 0.59 | 0.56 | 0.93 | 2.62 | -0.29 | 1.17 |
| Standard Deviation(%) | NA | 7.50 | 9.25 | 8.71 | 10.32 | NA | NA | … | … | 9.79 | 10.04 | 5.34 | 12.27 | 5.58 | 9.24 | 9.56 | 8.58 | 8.47 | 9.80 | 18.50 | 10.77 | 9.58 | 5.99 | 10.53 | 8.98 | 7.59 | 10.39 | 9.01 | 6.83 | 5.43 |
| Draw Down(%) | NA | 4.87 | 14.81 | 14.81 | 17.46 | NA | NA | … | … | 4.87 | 14.60 | 1.55 | 14.81 | 2.01 | 9.19 | 8.35 | 5.93 | 5.50 | 7.19 | 17.46 | 8.50 | 4.57 | 5.01 | 6.55 | 8.73 | 4.65 | 10.01 | 4.62 | 9.38 | 4.10 |
| Yield(%) | NA | 3.05 | 3.14 | 3.31 | 3.49 | NA | NA | … | … | 0.21 | 2.88 | 2.45 | 3.88 | 4.33 | 3.12 | 5.33 | 5.79 | 3.00 | 3.28 | 1.72 | 4.02 | 4.89 | 9.12 | 5.02 | 3.20 | 2.11 | 2.20 | 3.10 | 6.85 | 8.82 |
Data as of 01/29/2021, 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 |
|---|---|---|---|---|
| Aes Corporation Retirement Savings Plan Tactical Asset Allocation Moderate |
4.43%
Dec 2013 – Dec 2016 |
5.45%
Mar 2015 – Mar 2020 |
8.46%
Mar 2011 – Mar 2021 |
9.67%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Aes Corporation Retirement Savings Plan Tactical Asset Allocation Moderate |
17.84%
Mar 2009 – Mar 2012 |
16.54%
Feb 2009 – Feb 2014 |
12.40%
Mar 2003 – Mar 2013 |
11.58%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart