Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DuPont 401(k) and Profit Sharing Plan Tactical Asset Allocation Moderate | NA | 27.87% | 6.21% | 10.49% | 7.11% | 7.37% | 7.56% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DuPont 401(k) and Profit Sharing 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 (%) | -0.92 | 27.87 | 6.21 | 10.49 | 7.11 | 7.37 | 7.56 | … | … | 1.12 | 13.28 | 16.86 | -12.79 | 8.86 | 22.79 | 16.91 | -9.28 | 9.56 | 6.88 | 0.19 | 4.61 | 17.08 | 15.38 | -5.55 | 6.16 | 19.34 | -13.88 | 13.87 | 17.60 | 5.53 | 10.63 | 13.76 | -11.25 | -11.93 |
| Sharpe Ratio | NA | 0.86 | 0.11 | 0.50 | 0.45 | NA | NA | … | … | 0.14 | 0.65 | 1.28 | -0.93 | 0.93 | 1.17 | 1.82 | -0.86 | 1.69 | 0.50 | 0.02 | 0.51 | 2.46 | 1.38 | -0.35 | 0.49 | 1.45 | -1.03 | 0.95 | 1.59 | 0.58 | 1.30 | 1.83 | -1.91 | -1.60 |
| Standard Deviation(%) | NA | 10.13 | 12.04 | 13.37 | 11.92 | NA | NA | … | … | 7.74 | 10.24 | 9.86 | 15.23 | 9.45 | 19.21 | 8.54 | 12.36 | 5.30 | 13.25 | 10.25 | 9.03 | 6.94 | 11.09 | 16.16 | 12.34 | 13.28 | 14.44 | 11.44 | 9.01 | 5.74 | 7.45 | 7.13 | 6.46 | 8.89 |
| Draw Down(%) | NA | 7.37 | 18.36 | 20.85 | 20.85 | NA | NA | … | … | 0.46 | 7.37 | 7.28 | 18.56 | 5.23 | 20.85 | 5.22 | 18.42 | 2.61 | 9.85 | 7.87 | 5.92 | 3.30 | 10.26 | 16.68 | 10.01 | 8.08 | 15.62 | 7.76 | 11.61 | 4.46 | 5.50 | 6.49 | 12.31 | 17.08 |
| Yield(%) | NA | 7.79 | 6.31 | 5.55 | 5.20 | NA | NA | … | … | NA | 4.20 | 4.71 | 4.12 | 5.52 | 5.09 | 5.14 | 5.96 | 0.79 | 3.70 | 4.50 | 9.35 | 3.90 | 1.12 | 0.80 | 0.08 | 1.21 | 0.26 | 6.17 | 8.81 | 2.21 | 0.89 | 1.77 | 0.84 | 0.87 |
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 |
|---|---|---|---|---|
| DuPont 401(k) and Profit Sharing Plan Tactical Asset Allocation Moderate |
-2.42%
Feb 2001 – Feb 2004 |
1.27%
Mar 2015 – Mar 2020 |
4.39%
Mar 2010 – Mar 2020 |
4.61%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DuPont 401(k) and Profit Sharing Plan Tactical Asset Allocation Moderate |
16.04%
Dec 2018 – Dec 2021 |
12.24%
Oct 2002 – Oct 2007 |
9.11%
Sep 2011 – Sep 2021 |
8.22%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison Chart