Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Savings and Investment Plan of E. I. du Pont de Nemours and Company Tactical Asset Allocation Moderate | NA | 29.03% | 4.99% | 8.99% | 6.40% | 7.27% | 8.42% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Savings and Investment Plan of E. I. du Pont de Nemours and Company 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 (%) | -0.96 | 29.03 | 4.99 | 8.99 | 6.40 | 7.27 | 8.42 | … | … | 1.01 | 17.39 | 15.03 | -15.75 | 11.70 | 16.00 | 20.23 | -9.49 | 8.96 | 4.78 | 0.97 | 4.48 | 20.44 | 14.11 | -4.31 | 8.53 | 23.69 | -4.64 | 14.60 | 19.17 | 6.60 | 11.28 | 14.19 | -5.63 | -0.70 |
| Sharpe Ratio | NA | 1.10 | 0.14 | 0.41 | 0.40 | NA | NA | … | … | 0.07 | 0.94 | 0.96 | -1.08 | 1.19 | 0.81 | 2.28 | -0.87 | 1.56 | 0.36 | 0.09 | 0.51 | 2.91 | 1.27 | -0.28 | 0.68 | 1.62 | -0.47 | 1.01 | 1.72 | 0.79 | 1.38 | 1.80 | -1.03 | -0.28 |
| Standard Deviation(%) | NA | 11.48 | 13.05 | 14.10 | 12.27 | NA | NA | … | … | 13.22 | 11.51 | 11.21 | 15.88 | 9.83 | 19.57 | 8.24 | 12.46 | 5.35 | 12.59 | 10.49 | 8.80 | 7.02 | 11.07 | 15.29 | 12.40 | 14.60 | 11.84 | 11.52 | 9.26 | 5.64 | 7.47 | 7.51 | 6.55 | 10.82 |
| Draw Down(%) | NA | 7.31 | 18.42 | 21.06 | 21.06 | NA | NA | … | … | 1.06 | 7.31 | 8.59 | 20.58 | 4.70 | 19.96 | 4.66 | 18.35 | 2.63 | 11.11 | 8.04 | 5.21 | 3.00 | 10.83 | 15.74 | 10.46 | 8.23 | 12.01 | 7.76 | 11.75 | 4.50 | 5.47 | 8.62 | 10.37 | 16.57 |
| Yield(%) | NA | 5.02 | 3.69 | 3.52 | 4.16 | NA | NA | … | … | NA | 2.75 | 3.12 | 3.52 | 2.56 | 4.21 | 2.00 | 3.75 | 0.87 | 3.86 | 5.92 | 9.30 | 9.29 | 3.24 | 0.53 | 0.04 | 1.40 | 0.44 | 5.82 | 8.71 | 2.22 | 0.97 | 1.80 | 0.75 | 5.46 |
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 |
|---|---|---|---|---|
| Savings and Investment Plan of E. I. du Pont de Nemours and Company Tactical Asset Allocation Modera |
0.62%
Mar 2017 – Mar 2020 |
1.54%
Mar 2015 – Mar 2020 |
4.59%
Oct 2013 – Oct 2023 |
5.76%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Savings and Investment Plan of E. I. du Pont de Nemours and Company Tactical Asset Allocation Modera |
16.73%
Oct 2004 – Oct 2007 |
13.38%
Apr 2003 – Apr 2008 |
11.17%
Apr 2003 – Apr 2013 |
9.85%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison Chart