Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GENESYS RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | -22.91% | -4.32% | -1.25% | 5.74% | 4.70% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GENESYS RETIREMENT SAVINGS PLAN 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 (%) | 1.23 | -22.91 | -4.32 | -1.25 | 5.74 | 4.70 | NA | … | … | -24.48 | 8.92 | 4.35 | 0.20 | 3.75 | 17.37 | 12.62 | -0.37 | 16.45 | 22.51 | -20.46 | 5.03 | 10.85 | 5.94 | 12.86 | 19.56 | -3.32 | 5.19 |
| Sharpe Ratio | NA | -1.11 | -0.39 | -0.22 | 0.42 | NA | NA | … | … | -1.11 | 1.58 | 0.51 | 0.02 | 0.54 | 2.37 | 1.83 | -0.03 | 1.55 | 1.33 | -0.97 | 0.25 | 1.28 | 0.61 | 1.84 | 2.34 | -0.36 | 0.30 |
| Standard Deviation(%) | NA | 23.18 | 14.53 | 12.27 | 11.95 | NA | NA | … | … | 23.18 | 5.26 | 8.18 | 8.49 | 6.90 | 7.31 | 6.86 | 13.27 | 10.57 | 16.88 | 22.02 | 7.90 | 5.90 | 6.16 | 6.46 | 8.07 | 12.37 | 9.54 |
| Draw Down(%) | NA | 29.50 | 29.50 | 29.50 | 29.50 | NA | NA | … | … | 29.50 | 2.50 | 9.31 | 8.41 | 4.62 | 5.44 | 5.12 | 12.61 | 8.63 | 16.44 | 31.28 | 5.27 | 4.38 | 4.42 | 4.45 | 7.13 | 16.35 | 9.91 |
| Yield(%) | NA | 4.39 | 2.78 | 3.30 | 3.39 | NA | NA | … | … | 4.37 | 0.23 | 3.68 | 3.64 | 4.65 | 5.73 | 2.55 | 3.09 | 2.00 | 3.39 | 3.62 | 6.68 | 4.51 | 3.47 | 3.67 | 2.50 | 2.21 | 2.66 |
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 |
|---|---|---|---|---|
| GENESYS RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-6.76%
Feb 2006 – Feb 2009 |
-1.29%
Nov 2013 – Nov 2018 |
3.69%
May 2008 – May 2018 |
4.67%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GENESYS RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
18.83%
Feb 2009 – Feb 2012 |
16.02%
Feb 2009 – Feb 2014 |
8.51%
Mar 2003 – Mar 2013 |
7.85%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart