Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SIGMA-ALDRICH CORPORATION 401(k) RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 4.35% | 5.78% | 6.65% | 5.77% | 8.30% | 7.76% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIGMA-ALDRICH CORPORATION 401(k) RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.78 | 4.35 | 5.78 | 6.65 | 5.77 | 8.30 | 7.76 | … | … | 1.81 | 12.47 | -8.44 | 13.48 | 12.36 | 17.47 | -5.52 | 10.81 | 9.28 | -0.75 | 5.89 | 16.45 | 9.83 | 2.21 | 16.29 | 22.83 | -0.44 | 6.22 | 6.27 | 6.07 | 11.75 | 10.75 | 0.51 | 5.30 |
| Sharpe Ratio | NA | 0.81 | 0.39 | 0.63 | 0.59 | NA | NA | … | … | 0.19 | 1.11 | -0.83 | 1.37 | 0.66 | 2.81 | -0.72 | 2.32 | 1.18 | -0.10 | 0.80 | 2.41 | 1.34 | 0.16 | 1.37 | 2.16 | -0.23 | 0.36 | 0.41 | 0.57 | 1.45 | 1.46 | -0.10 | 0.45 |
| Standard Deviation(%) | NA | 7.39 | 9.76 | 11.47 | 9.72 | NA | NA | … | … | 8.03 | 7.41 | 11.88 | 9.84 | 18.25 | 5.71 | 9.48 | 4.39 | 7.70 | 8.02 | 7.34 | 6.80 | 7.30 | 13.26 | 11.80 | 10.52 | 5.86 | 8.94 | 7.30 | 6.88 | 7.47 | 6.88 | 5.82 | 6.59 |
| Draw Down(%) | NA | 5.91 | 14.27 | 21.56 | 21.56 | NA | NA | … | … | 1.64 | 5.91 | 14.09 | 4.06 | 21.56 | 2.78 | 13.23 | 1.93 | 5.91 | 7.19 | 4.41 | 4.84 | 6.62 | 11.96 | 10.43 | 5.34 | 5.01 | 5.65 | 7.72 | 4.42 | 6.41 | 5.75 | 5.22 | 6.13 |
| Yield(%) | NA | 3.03 | 4.57 | 4.32 | 4.54 | NA | NA | … | … | 0.00 | 3.24 | 4.10 | 6.39 | 4.01 | 4.02 | 3.24 | 5.28 | 5.17 | 6.07 | 3.96 | 4.88 | 4.02 | 2.67 | 3.97 | 4.56 | 8.64 | 7.64 | 5.52 | 3.88 | 2.89 | 3.15 | 5.78 | 7.77 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| SIGMA-ALDRICH CORPORATION 401(k) RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
1.70%
Mar 2017 – Mar 2020 |
2.70%
Mar 2015 – Mar 2020 |
5.77%
Oct 2013 – Oct 2023 |
7.00%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIGMA-ALDRICH CORPORATION 401(k) RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
15.47%
May 2008 – May 2011 |
13.93%
Nov 2008 – Nov 2013 |
10.08%
Jul 2003 – Jul 2013 |
9.10%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart