Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Philip Morris International Deferred Profit-Sharing Plan Tactical Asset Allocation Moderate | NA | 20.09% | 2.18% | 6.16% | 2.88% | 5.53% | 6.71% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Philip Morris International Deferred 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 (%) | -0.91 | 20.09 | 2.18 | 6.16 | 2.88 | 5.53 | 6.71 | … | … | 0.43 | 9.56 | 14.40 | -14.31 | 14.28 | 7.06 | 17.45 | -28.73 | 10.64 | 9.18 | -0.81 | 8.48 | 16.54 | 12.27 | 3.49 | 12.84 | 8.26 | 12.24 | 9.33 | 13.92 | 5.50 | 9.94 | 11.07 | -3.00 | -2.24 |
| Sharpe Ratio | NA | 0.47 | -0.08 | 0.24 | 0.09 | NA | NA | … | … | 0.05 | 0.33 | 1.11 | -0.99 | 1.50 | 0.37 | 2.28 | -0.99 | 2.18 | 1.07 | -0.10 | 1.14 | 2.34 | 1.52 | 0.24 | 1.29 | 0.83 | 1.50 | 0.68 | 1.42 | 0.46 | 1.11 | 1.32 | -0.54 | -0.49 |
| Standard Deviation(%) | NA | 8.89 | 11.74 | 13.04 | 14.06 | NA | NA | … | … | 8.26 | 8.94 | 9.12 | 15.84 | 9.53 | 18.53 | 7.03 | 30.22 | 4.59 | 8.39 | 8.56 | 7.39 | 7.05 | 8.05 | 14.19 | 9.88 | 9.89 | 7.53 | 9.35 | 7.52 | 7.22 | 8.09 | 7.85 | 7.62 | 9.22 |
| Draw Down(%) | NA | 5.05 | 17.09 | 21.83 | 35.26 | NA | NA | … | … | 0.59 | 5.05 | 8.05 | 18.31 | 4.52 | 21.83 | 3.63 | 34.08 | 2.04 | 6.68 | 7.72 | 5.01 | 4.02 | 5.82 | 11.86 | 7.46 | 7.94 | 4.95 | 6.45 | 7.95 | 4.80 | 7.18 | 6.37 | 8.12 | 13.17 |
| Yield(%) | NA | 2.86 | 3.22 | 3.03 | 2.80 | NA | NA | … | … | NA | 1.37 | 3.01 | 1.84 | 4.44 | 3.21 | 2.47 | 1.30 | 3.03 | 3.05 | 3.43 | 2.71 | 2.66 | 3.69 | 4.05 | 3.10 | 5.44 | 6.10 | 3.95 | 3.35 | 2.89 | 2.25 | 3.48 | 5.05 | 4.71 |
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 |
|---|---|---|---|---|
| Philip Morris International Deferred Profit-Sharing Plan Tactical Asset Allocation Moderate |
-8.01%
Mar 2017 – Mar 2020 |
-3.20%
Mar 2015 – Mar 2020 |
1.85%
Oct 2013 – Oct 2023 |
4.84%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Philip Morris International Deferred Profit-Sharing Plan Tactical Asset Allocation Moderate |
13.61%
Sep 2011 – Sep 2014 |
12.93%
Jun 2009 – Jun 2014 |
11.01%
Aug 2004 – Aug 2014 |
9.73%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart