Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCHERING-PLOUGH EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 25.98% | -0.83% | 4.16% | 5.22% | 6.18% | 6.12% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCHERING-PLOUGH EMPLOYEES’ 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 | 25.98 | -0.83 | 4.16 | 5.22 | 6.18 | 6.12 | … | … | 0.84 | 10.20 | 12.09 | -18.68 | 1.99 | 18.18 | 12.13 | -0.85 | 15.51 | 6.07 | -0.53 | 1.15 | 15.40 | 7.20 | 4.67 | 8.67 | 16.21 | -8.74 | 8.64 | 11.15 | 2.99 | 7.53 | 19.12 | 0.05 | 8.15 |
| Sharpe Ratio | NA | 0.53 | -0.24 | 0.14 | 0.39 | NA | NA | … | … | 0.07 | 0.35 | 0.76 | -1.60 | 0.16 | 2.10 | 1.75 | -0.25 | 2.51 | 1.15 | -0.10 | 0.19 | 2.19 | 1.41 | 0.59 | 0.87 | 2.20 | -2.05 | 0.56 | 0.98 | 0.14 | 0.93 | 3.25 | -0.19 | 1.10 |
| Standard Deviation(%) | NA | 10.33 | 11.09 | 10.95 | 8.94 | NA | NA | … | … | 11.05 | 10.37 | 10.25 | 12.51 | 12.43 | 8.55 | 6.14 | 8.51 | 5.92 | 5.08 | 5.48 | 5.85 | 7.03 | 5.08 | 7.87 | 9.89 | 7.32 | 4.72 | 10.08 | 8.06 | 5.79 | 7.10 | 5.67 | 5.61 | 5.32 |
| Draw Down(%) | NA | 7.29 | 18.53 | 24.35 | 24.35 | NA | NA | … | … | 0.85 | 7.29 | 11.32 | 19.74 | 9.13 | 9.17 | 4.05 | 9.10 | 3.44 | 3.61 | 5.86 | 5.38 | 4.46 | 4.51 | 5.27 | 8.12 | 4.12 | 9.37 | 7.09 | 9.49 | 4.74 | 7.33 | 3.44 | 7.60 | 3.55 |
| Yield(%) | NA | 4.75 | 6.34 | 5.40 | 4.15 | NA | NA | … | … | NA | 0.76 | 4.45 | 4.64 | 8.62 | 6.06 | 3.93 | 3.70 | 0.05 | 3.40 | 2.21 | 3.67 | 3.57 | 3.81 | 3.80 | 3.98 | 3.15 | 3.52 | 7.07 | 6.93 | 4.41 | 2.96 | 4.39 | 4.68 | 6.78 |
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 |
|---|---|---|---|---|
| SCHERING-PLOUGH EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.97%
Jan 2021 – Jan 2024 |
0.80%
Sep 2018 – Sep 2023 |
3.22%
Oct 2013 – Oct 2023 |
4.75%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCHERING-PLOUGH EMPLOYEES’ SAVINGS PLAN Tactical Asset Allocation Moderate |
11.16%
Apr 2009 – Apr 2012 |
10.91%
Oct 2002 – Oct 2007 |
8.26%
Apr 2009 – Apr 2019 |
7.77%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart