Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HESS CORPORATION EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -3.05% | 3.56% | 4.21% | 3.29% | 6.75% | 8.32% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HESS CORPORATION EMPLOYEES’ 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 (%) | 0.09 | -3.05 | 3.56 | 4.21 | 3.29 | 6.75 | 8.32 | … | … | -1.86 | 7.15 | -12.08 | 13.72 | 13.25 | 13.82 | -6.79 | 11.69 | 2.80 | -5.51 | 6.76 | 12.13 | 12.45 | 2.38 | 15.01 | 31.18 | -6.48 | 22.09 | 18.55 | 13.67 | 14.14 | 24.72 | 5.46 | -0.27 |
| Sharpe Ratio | NA | -0.43 | -0.02 | 0.48 | 0.39 | NA | NA | … | … | -0.23 | 0.36 | -1.25 | 1.43 | 1.33 | 2.36 | -1.09 | 2.15 | 0.43 | -0.80 | 1.17 | 1.66 | 2.75 | 0.24 | 1.08 | 3.10 | -1.66 | 1.53 | 1.53 | 1.61 | 1.65 | 4.25 | 1.05 | -0.57 |
| Standard Deviation(%) | NA | 8.12 | 9.49 | 8.96 | 7.73 | NA | NA | … | … | 9.47 | 7.98 | 10.81 | 9.55 | 9.78 | 5.25 | 7.42 | 5.15 | 6.01 | 6.96 | 5.74 | 7.30 | 4.50 | 9.59 | 13.87 | 10.01 | 4.45 | 12.44 | 10.01 | 7.14 | 7.98 | 5.65 | 4.14 | 4.50 |
| Draw Down(%) | NA | 10.58 | 14.75 | 15.27 | 15.27 | NA | NA | … | … | 3.08 | 10.58 | 14.75 | 5.00 | 15.27 | 2.99 | 12.90 | 2.09 | 6.40 | 11.59 | 5.50 | 6.29 | 3.22 | 9.01 | 10.67 | 5.37 | 6.96 | 10.02 | 11.59 | 6.11 | 11.91 | 3.51 | 3.12 | 6.12 |
| Yield(%) | NA | 2.54 | 2.67 | 3.17 | 2.96 | NA | NA | … | … | 0.01 | 2.74 | 3.88 | 1.23 | 3.94 | 4.03 | 2.78 | 0.53 | 3.72 | 3.48 | 3.35 | 4.40 | 4.42 | 2.19 | 3.35 | 3.95 | 0.97 | 6.98 | 7.73 | 5.24 | 4.23 | 3.48 | 0.07 | 0.55 |
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 |
|---|---|---|---|---|
| HESS CORPORATION EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate |
1.22%
Dec 2013 – Dec 2016 |
1.09%
Mar 2015 – Mar 2020 |
3.29%
Oct 2013 – Oct 2023 |
6.31%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HESS CORPORATION EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate |
22.31%
Oct 2004 – Oct 2007 |
19.41%
Oct 2002 – Oct 2007 |
14.55%
Jan 2003 – Jan 2013 |
11.52%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart