Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Tyco International Retirement Savings and Investment Plan IV Tactical Asset Allocation Moderate | NA | 11.61% | 11.22% | 9.73% | 10.57% | 9.86% | NA | … | … |
Data as of 08/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tyco International Retirement Savings and Investment Plan IV Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.42 | 11.61 | 11.22 | 9.73 | 10.57 | 9.86 | NA | … | … | -0.23 | 14.42 | 9.02 | 1.44 | 9.11 | 16.84 | 11.91 | 4.86 | 19.31 | 10.54 | 2.32 | 10.99 | 8.02 | 5.81 | 7.08 | 26.27 | -7.68 | -6.11 |
| Sharpe Ratio | NA | 0.02 | 0.85 | 0.82 | 1.06 | NA | NA | … | … | -0.13 | 2.70 | 0.98 | 0.16 | 1.13 | 2.17 | 1.49 | 0.34 | 1.85 | 1.03 | 0.17 | 0.84 | 0.58 | 0.47 | 0.75 | 2.22 | -1.05 | -1.06 |
| Standard Deviation(%) | NA | 9.57 | 8.31 | 8.31 | 9.40 | NA | NA | … | … | 10.10 | 5.10 | 8.95 | 9.06 | 8.04 | 7.75 | 7.96 | 14.01 | 10.38 | 10.16 | 8.26 | 9.53 | 8.23 | 7.76 | 8.14 | 11.52 | 8.40 | 7.92 |
| Draw Down(%) | NA | 8.47 | 8.47 | 8.47 | 10.92 | NA | NA | … | … | 8.47 | 1.86 | 5.92 | 7.68 | 4.69 | 5.61 | 6.07 | 10.92 | 7.95 | 5.85 | 6.08 | 5.32 | 8.36 | 4.85 | 7.72 | 4.97 | 10.85 | 12.16 |
| Yield(%) | NA | 2.48 | 3.10 | 3.15 | 3.01 | NA | NA | … | … | 0.84 | 2.73 | 4.40 | 2.83 | 3.54 | 3.30 | 3.53 | 2.85 | 2.82 | 3.56 | 3.85 | 3.77 | 3.25 | 2.05 | 1.36 | 0.98 | 2.47 | 2.21 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| Tyco International Retirement Savings and Investment Plan IV Tactical Asset Allocation Moderate |
4.56%
Apr 2006 – Apr 2009 |
5.27%
Feb 2004 – Feb 2009 |
7.74%
Sep 2001 – Sep 2011 |
7.69%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tyco International Retirement Savings and Investment Plan IV Tactical Asset Allocation Moderate |
15.57%
Mar 2009 – Mar 2012 |
14.52%
Feb 2009 – Feb 2014 |
11.32%
Apr 2003 – Apr 2013 |
10.64%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart