Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HARSCO RETIREMENT SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | -1.88% | 1.76% | 2.54% | 2.81% | 5.37% | 6.41% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HARSCO RETIREMENT SAVINGS AND INVESTMENT 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 (%) | -0.60 | -1.88 | 1.76 | 2.54 | 2.81 | 5.37 | 6.41 | … | … | 0.74 | 9.57 | -13.28 | 8.35 | 11.03 | 9.66 | -1.60 | 12.10 | 3.37 | -1.24 | 0.46 | 13.66 | 6.19 | -0.39 | 12.97 | 18.98 | -0.73 | 10.73 | 19.71 | 5.57 | 12.69 | 18.60 | 4.04 | 7.42 |
| Sharpe Ratio | NA | 0.20 | -0.06 | 0.35 | 0.41 | NA | NA | … | … | 0.06 | 0.69 | -1.32 | 0.94 | 1.24 | 1.89 | -0.40 | 2.50 | 0.79 | -0.25 | 0.07 | 2.12 | 1.21 | -0.04 | 0.98 | 2.19 | -0.30 | 0.78 | 2.06 | 0.48 | 1.51 | 3.72 | 0.63 | 1.19 |
| Standard Deviation(%) | NA | 7.69 | 9.26 | 8.47 | 7.11 | NA | NA | … | … | 7.79 | 7.75 | 11.06 | 8.85 | 8.68 | 4.36 | 7.38 | 4.59 | 4.01 | 5.08 | 5.99 | 6.44 | 5.06 | 9.39 | 13.12 | 8.61 | 5.48 | 9.91 | 7.99 | 7.05 | 7.79 | 4.81 | 4.65 | 4.29 |
| Draw Down(%) | NA | 6.86 | 15.33 | 15.33 | 15.33 | NA | NA | … | … | 1.82 | 6.86 | 15.26 | 4.26 | 10.67 | 3.03 | 7.65 | 2.71 | 3.68 | 5.26 | 5.60 | 4.99 | 4.38 | 9.00 | 9.16 | 3.70 | 8.42 | 6.29 | 6.37 | 4.79 | 9.20 | 1.84 | 7.60 | 3.04 |
| Yield(%) | NA | 4.19 | 5.05 | 4.80 | 4.15 | NA | NA | … | … | 0.01 | 4.46 | 3.41 | 7.30 | 4.15 | 4.77 | 4.08 | 0.54 | 3.36 | 5.31 | 4.40 | 1.85 | 3.34 | 1.72 | 4.55 | 4.68 | 3.65 | 5.55 | 12.42 | 11.87 | 5.65 | 4.91 | 5.97 | 8.32 |
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 |
|---|---|---|---|---|
| HARSCO RETIREMENT SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
0.76%
Nov 2013 – Nov 2016 |
2.26%
Sep 2018 – Sep 2023 |
2.81%
Oct 2013 – Oct 2023 |
4.91%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HARSCO RETIREMENT SAVINGS AND INVESTMENT PLAN Tactical Asset Allocation Moderate |
14.85%
Oct 2004 – Oct 2007 |
14.22%
Oct 2002 – Oct 2007 |
11.48%
Apr 2001 – Apr 2011 |
8.87%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart