Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE PROCTER & GAMBLE COMMERCIAL COMPANY EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 3.94% | 6.92% | 4.87% | 7.53% | 8.53% | NA | … | … |
Data as of 07/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE PROCTER & GAMBLE COMMERCIAL COMPANY EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 10/01/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.33 | 3.94 | 6.92 | 4.87 | 7.53 | 8.53 | NA | … | … | 14.15 | -5.72 | 10.06 | 9.40 | -2.05 | 5.00 | 12.82 | 10.70 | -1.65 | 15.21 | 20.65 | 3.08 | 9.33 | 13.37 | 6.95 | 11.67 | 12.29 | -4.85 | 0.16 |
| Sharpe Ratio | NA | 0.26 | 0.82 | 0.59 | 0.73 | NA | NA | … | … | 2.41 | -0.76 | 1.99 | 1.01 | -0.23 | 0.68 | 1.71 | 1.19 | -0.11 | 1.52 | 2.11 | 0.36 | 0.68 | 1.38 | 0.82 | 1.47 | 1.65 | -0.85 | -0.31 |
| Standard Deviation(%) | NA | 8.27 | 6.82 | 7.91 | 9.23 | NA | NA | … | … | 5.40 | 9.22 | 4.75 | 9.14 | 8.87 | 7.34 | 7.49 | 8.98 | 15.49 | 9.92 | 9.73 | 5.96 | 9.34 | 7.32 | 5.84 | 7.31 | 7.01 | 7.04 | 6.84 |
| Draw Down(%) | NA | 12.62 | 14.08 | 14.08 | 15.54 | NA | NA | … | … | 1.33 | 14.08 | 1.93 | 8.04 | 9.34 | 6.71 | 5.21 | 7.40 | 15.54 | 7.59 | 4.86 | 5.01 | 6.46 | 8.12 | 3.95 | 6.00 | 5.38 | 10.07 | 9.86 |
| Yield(%) | NA | 7.63 | 5.34 | 6.55 | 5.37 | NA | NA | … | … | 2.33 | 6.53 | 4.23 | 4.90 | 5.61 | 11.09 | 4.14 | 5.09 | 4.63 | 4.48 | 5.22 | 9.12 | 7.20 | 5.31 | 3.40 | 2.98 | 3.54 | 5.19 | 7.41 |
Data as of 07/31/2019, 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 |
|---|---|---|---|---|
| THE PROCTER & GAMBLE COMMERCIAL COMPANY EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate |
3.02%
Jan 2013 – Jan 2016 |
3.15%
Dec 2013 – Dec 2018 |
6.93%
Sep 2009 – Sep 2019 |
7.12%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE PROCTER & GAMBLE COMMERCIAL COMPANY EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate |
14.17%
Apr 2008 – Apr 2011 |
12.62%
May 2006 – May 2011 |
10.66%
Aug 2004 – Aug 2014 |
9.18%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart