Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE SCHERING-PLOUGH PUERTO RICO EMPLOYEES’ RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 25.39% | -0.49% | 5.51% | 5.62% | 6.02% | 6.39% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE SCHERING-PLOUGH PUERTO RICO EMPLOYEES’ RETIREMENT SAVINGS PLAN 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 (%) | -0.95 | 25.39 | -0.49 | 5.51 | 5.62 | 6.02 | 6.39 | … | … | 0.85 | 10.68 | 14.76 | -19.67 | 2.83 | 24.88 | 8.77 | -0.09 | 15.85 | 5.30 | -1.48 | 0.92 | 14.07 | 3.52 | 6.39 | 5.89 | 11.24 | 1.04 | 9.79 | 11.05 | 3.82 | 6.73 | 16.31 | 9.84 | 6.11 |
| Sharpe Ratio | NA | 0.58 | -0.20 | 0.30 | 0.45 | NA | NA | … | … | 0.07 | 0.41 | 1.08 | -1.67 | 0.24 | 3.03 | 1.20 | -0.16 | 2.58 | 1.04 | -0.28 | 0.15 | 2.00 | 0.66 | 0.83 | 0.59 | 1.38 | 0.02 | 0.66 | 1.00 | 0.29 | 0.81 | 2.68 | 2.04 | 0.70 |
| Standard Deviation(%) | NA | 9.93 | 10.84 | 10.61 | 8.73 | NA | NA | … | … | 11.09 | 9.95 | 9.73 | 12.57 | 11.87 | 8.14 | 6.12 | 8.71 | 5.89 | 4.88 | 5.34 | 5.91 | 7.03 | 5.29 | 7.64 | 9.84 | 8.06 | 5.12 | 10.34 | 7.77 | 5.72 | 7.15 | 5.83 | 4.29 | 5.43 |
| Draw Down(%) | NA | 6.50 | 18.97 | 24.42 | 24.42 | NA | NA | … | … | 0.86 | 6.50 | 9.64 | 20.70 | 8.44 | 5.17 | 3.90 | 8.91 | 3.18 | 3.53 | 5.15 | 5.17 | 5.03 | 5.14 | 5.08 | 8.69 | 4.30 | 6.03 | 7.40 | 8.84 | 4.42 | 7.48 | 3.55 | 2.63 | 4.23 |
| Yield(%) | NA | 4.51 | 6.11 | 4.70 | 3.57 | NA | NA | … | … | NA | 0.66 | 4.32 | 4.58 | 8.36 | 3.96 | 3.28 | 3.56 | 0.17 | 2.81 | 1.86 | 2.34 | 3.08 | 2.52 | 3.87 | 2.95 | 3.61 | 4.20 | 6.88 | 6.72 | 4.04 | 2.69 | 3.93 | 6.49 | 6.08 |
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 |
|---|---|---|---|---|
| THE SCHERING-PLOUGH PUERTO RICO EMPLOYEES’ RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moder |
-2.39%
Jan 2021 – Jan 2024 |
1.75%
Sep 2018 – Sep 2023 |
3.61%
Oct 2013 – Oct 2023 |
4.81%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE SCHERING-PLOUGH PUERTO RICO EMPLOYEES’ RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moder |
11.90%
Oct 2018 – Oct 2021 |
11.02%
Aug 2016 – Aug 2021 |
8.67%
Apr 2001 – Apr 2011 |
7.79%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart