Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAVINGS PLAN OF CARPENTER TECHNOLOGY CORPORATION Tactical Asset Allocation Moderate | NA | 23.04% | 0.31% | 4.31% | 4.29% | 4.94% | 7.44% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAVINGS PLAN OF CARPENTER TECHNOLOGY CORPORATION 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 (%) | -1.09 | 23.04 | 0.31 | 4.31 | 4.29 | 4.94 | 7.44 | … | … | 0.56 | 7.51 | 14.37 | -19.63 | 6.39 | 13.75 | 8.50 | -4.57 | 18.17 | 5.38 | -3.51 | 4.67 | 12.37 | 8.03 | -0.78 | 3.95 | 28.95 | -5.81 | 22.04 | 18.07 | 13.53 | 11.00 | 21.21 | 4.18 | 6.98 |
| Sharpe Ratio | NA | 0.32 | -0.30 | 0.12 | 0.29 | NA | NA | … | … | 0.06 | 0.11 | 1.13 | -1.43 | 0.70 | 1.51 | 1.19 | -0.78 | 3.38 | 1.05 | -0.70 | 0.76 | 1.84 | 1.61 | -0.10 | 0.33 | 2.75 | -1.31 | 1.61 | 1.57 | 1.76 | 1.07 | 3.86 | 0.58 | 1.14 |
| Standard Deviation(%) | NA | 8.40 | 11.10 | 10.34 | 8.39 | NA | NA | … | … | 7.84 | 8.47 | 8.99 | 14.73 | 9.11 | 8.96 | 5.97 | 7.54 | 5.19 | 4.93 | 5.08 | 6.13 | 6.72 | 4.95 | 8.14 | 11.58 | 10.51 | 5.15 | 11.81 | 9.43 | 6.44 | 9.40 | 5.32 | 5.32 | 4.09 |
| Draw Down(%) | NA | 5.52 | 23.64 | 25.42 | 25.42 | NA | NA | … | … | 0.61 | 5.52 | 9.60 | 25.23 | 5.06 | 10.67 | 4.36 | 10.65 | 2.81 | 3.63 | 7.88 | 5.30 | 4.75 | 4.40 | 8.01 | 9.61 | 4.89 | 6.69 | 9.86 | 13.01 | 5.32 | 10.88 | 2.29 | 6.58 | 2.77 |
| Yield(%) | NA | 3.33 | 3.43 | 3.35 | 3.25 | NA | NA | … | … | NA | 0.86 | 3.20 | 2.18 | 4.13 | 2.71 | 4.38 | 2.97 | 0.24 | 2.85 | 4.96 | 4.30 | 1.35 | 4.66 | 1.99 | 3.84 | 4.53 | 2.32 | 7.93 | 5.91 | 4.76 | 2.99 | 3.35 | 5.44 | 6.93 |
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 |
|---|---|---|---|---|
| SAVINGS PLAN OF CARPENTER TECHNOLOGY CORPORATION Tactical Asset Allocation Moderate |
-2.18%
Sep 2019 – Sep 2022 |
-0.51%
Sep 2017 – Sep 2022 |
2.79%
Oct 2013 – Oct 2023 |
4.08%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAVINGS PLAN OF CARPENTER TECHNOLOGY CORPORATION Tactical Asset Allocation Moderate |
21.42%
Oct 2004 – Oct 2007 |
17.98%
Oct 2002 – Oct 2007 |
12.43%
Apr 2001 – Apr 2011 |
10.31%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart