Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Dynegy Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | 23.41% | 4.96% | 9.59% | 8.56% | 9.72% | 10.05% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Dynegy Inc. 401(k) 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 (%) | -1.03 | 23.41 | 4.96 | 9.59 | 8.56 | 9.72 | 10.05 | … | … | 0.66 | 10.73 | 16.34 | -11.68 | 13.70 | 15.64 | 19.41 | -4.42 | 17.40 | 9.06 | 0.40 | 10.78 | 18.95 | 15.61 | 1.32 | 11.66 | 20.55 | 1.55 | 14.08 | 12.02 | 6.47 | 12.78 | 15.97 | -6.40 | 4.23 |
| Sharpe Ratio | NA | 0.58 | 0.11 | 0.46 | 0.62 | NA | NA | … | … | 0.07 | 0.43 | 1.53 | -0.93 | 1.47 | 0.79 | 2.60 | -0.56 | 3.76 | 1.06 | 0.04 | 1.43 | 2.64 | 1.91 | 0.09 | 1.25 | 2.25 | 0.11 | 1.14 | 1.12 | 0.69 | 1.50 | 1.83 | -1.02 | 0.28 |
| Standard Deviation(%) | NA | 9.56 | 10.84 | 12.80 | 10.69 | NA | NA | … | … | 8.45 | 9.59 | 7.91 | 14.07 | 9.28 | 19.47 | 6.94 | 10.21 | 4.47 | 8.36 | 9.09 | 7.55 | 7.16 | 8.16 | 14.27 | 9.27 | 9.09 | 5.75 | 9.74 | 7.80 | 6.22 | 7.91 | 8.36 | 7.36 | 6.80 |
| Draw Down(%) | NA | 5.55 | 15.77 | 22.03 | 22.03 | NA | NA | … | … | 0.65 | 5.55 | 5.99 | 16.79 | 4.53 | 22.03 | 3.36 | 13.01 | 1.38 | 6.73 | 8.90 | 5.26 | 5.42 | 5.80 | 12.72 | 7.79 | 4.43 | 5.01 | 6.21 | 9.14 | 3.88 | 6.97 | 5.52 | 11.80 | 6.82 |
| Yield(%) | NA | 3.78 | 4.09 | 4.92 | 4.75 | NA | NA | … | … | NA | 1.43 | 4.14 | 3.06 | 5.32 | 6.19 | 7.13 | 4.95 | 4.87 | 4.76 | 4.26 | 3.94 | 2.52 | 4.83 | 2.19 | 3.98 | 5.46 | 9.00 | 6.03 | 5.75 | 3.41 | 3.26 | 3.32 | 5.35 | 7.57 |
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 |
|---|---|---|---|---|
| Dynegy Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate |
3.84%
Mar 2017 – Mar 2020 |
4.68%
Mar 2015 – Mar 2020 |
7.44%
Oct 2013 – Oct 2023 |
8.58%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Dynegy Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate |
16.24%
Sep 2011 – Sep 2014 |
14.28%
Feb 2009 – Feb 2014 |
12.04%
Apr 2003 – Apr 2013 |
11.40%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart