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 Strategic Asset Allocation – Optimal Moderate | NA | 14.01% | 8.89% | 10.94% | 9.36% | 8.37% | 8.34% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | -1.67 | 14.01 | 8.89 | 10.94 | 9.36 | 8.37 | 8.34 | … | … | 0.46 | 14.83 | 18.83 | -2.41 | 13.64 | 5.61 | 4.16 | 6.67 | 20.03 | 14.04 | 1.21 | 18.87 | 29.62 | -24.15 | 10.24 | 8.72 | 6.73 | 10.19 | 24.16 | -5.15 | 7.63 |
| Sharpe Ratio | NA | 3.12 | 0.94 | 1.07 | 0.84 | NA | NA | … | … | 0.05 | 1.38 | 2.75 | -0.32 | 2.34 | 0.60 | 0.42 | 0.79 | 2.48 | 1.55 | 0.07 | 1.50 | 1.74 | -1.09 | 0.74 | 0.61 | 0.60 | 0.99 | 2.23 | -0.45 | 0.37 |
| Standard Deviation(%) | NA | 8.26 | 9.50 | 8.70 | 9.98 | NA | NA | … | … | 9.22 | 10.61 | 6.34 | 11.49 | 5.55 | 9.03 | 9.79 | 8.42 | 8.07 | 9.02 | 17.01 | 12.53 | 16.98 | 22.91 | 9.80 | 8.87 | 7.67 | 9.36 | 10.52 | 14.05 | 14.33 |
| Draw Down(%) | NA | 4.72 | 14.78 | 14.78 | 16.08 | NA | NA | … | … | 4.72 | 14.25 | 1.90 | 14.78 | 2.49 | 9.26 | 8.10 | 5.80 | 5.45 | 6.52 | 16.08 | 9.91 | 15.74 | 35.09 | 5.94 | 8.45 | 4.64 | 8.94 | 6.57 | 17.81 | 13.52 |
| Yield(%) | NA | 2.87 | 4.02 | 3.14 | 3.70 | NA | NA | … | … | 0.21 | 2.61 | 5.48 | 3.84 | 0.45 | 3.41 | 7.87 | 5.82 | 3.12 | 3.56 | 2.03 | 3.69 | 3.36 | 3.85 | 5.07 | 3.41 | 2.16 | 2.56 | 2.69 | 3.34 | 3.42 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.04%
Feb 2006 – Feb 2009 |
-1.12%
Feb 2004 – Feb 2009 |
6.98%
Dec 2001 – Dec 2011 |
7.53%
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 Strategic Asset Allocation – Optimal Moderate |
22.73%
Feb 2009 – Feb 2012 |
19.16%
Feb 2009 – Feb 2014 |
12.88%
Feb 2009 – Feb 2019 |
9.58%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart