Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CAMERON INTERNATIONAL CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 41.00% | 16.26% | 15.20% | 11.12% | 10.94% | 10.65% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAMERON INTERNATIONAL CORPORATION RETIREMENT 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 (%) | -0.87 | 41.00 | 16.26 | 15.20 | 11.12 | 10.94 | 10.65 | … | … | 1.41 | 26.05 | 31.09 | -3.09 | 3.72 | 17.80 | 15.28 | 2.10 | 14.97 | 5.64 | 1.43 | 5.60 | 22.57 | 11.56 | 2.58 | 8.06 | 15.31 | 0.43 | 15.82 | 9.39 | 7.98 | 13.26 | 10.61 | -1.88 | -1.90 |
| Sharpe Ratio | NA | 1.88 | 1.27 | 0.87 | 0.82 | NA | NA | … | … | 0.13 | 1.70 | 3.09 | -0.36 | 0.27 | 0.91 | 1.73 | 0.07 | 2.72 | 0.60 | 0.15 | 0.63 | 2.85 | 1.48 | 0.16 | 0.72 | 1.75 | -0.20 | 1.24 | 0.74 | 0.86 | 1.60 | 1.08 | -0.63 | -1.01 |
| Standard Deviation(%) | NA | 11.39 | 11.03 | 13.67 | 11.59 | NA | NA | … | … | 10.74 | 11.43 | 8.69 | 12.56 | 13.93 | 19.34 | 8.02 | 12.10 | 5.27 | 9.10 | 9.47 | 8.86 | 7.91 | 7.75 | 15.50 | 11.02 | 8.71 | 2.44 | 10.36 | 8.28 | 6.73 | 7.69 | 9.20 | 4.78 | 4.19 |
| Draw Down(%) | NA | 6.70 | 11.92 | 20.69 | 20.69 | NA | NA | … | … | 0.69 | 6.70 | 4.50 | 13.01 | 11.28 | 20.69 | 4.86 | 14.36 | 2.34 | 6.94 | 9.31 | 6.68 | 3.33 | 5.82 | 14.00 | 8.50 | 4.21 | 3.06 | 6.34 | 10.30 | 4.81 | 5.98 | 6.49 | 6.04 | 7.62 |
| Yield(%) | NA | 17.35 | 13.53 | 10.44 | 7.68 | NA | NA | … | … | NA | 9.29 | 16.33 | 7.81 | 7.47 | 8.02 | 3.42 | 9.52 | 2.50 | 4.77 | 4.77 | 3.84 | 7.82 | 4.39 | 1.88 | 3.23 | 3.15 | 2.39 | 10.12 | 4.88 | 3.13 | 3.30 | 2.63 | 4.56 | 3.09 |
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 |
|---|---|---|---|---|
| CAMERON INTERNATIONAL CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
3.71%
Feb 2001 – Feb 2004 |
5.46%
Mar 2015 – Mar 2020 |
7.31%
Sep 2012 – Sep 2022 |
7.46%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAMERON INTERNATIONAL CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
18.28%
Nov 2021 – Nov 2024 |
15.61%
Nov 2019 – Nov 2024 |
11.40%
Nov 2014 – Nov 2024 |
11.28%
Jun 2009 – Jun 2024 |
Annualized Rolling Returns Comparison Chart