Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Shire Pharmaceuticals Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | 2.11% | 1.72% | 0.82% | 1.79% | 4.38% | 6.61% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Shire Pharmaceuticals Inc. 401(k) Savings 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 (%) | -0.48 | 2.11 | 1.72 | 0.82 | 1.79 | 4.38 | 6.61 | … | … | 0.39 | 15.19 | -16.35 | 7.73 | 9.07 | 4.34 | -4.91 | 12.73 | 4.60 | -2.20 | 0.93 | 12.63 | 5.58 | -5.72 | 10.40 | 28.38 | -8.15 | 22.27 | 17.82 | 17.36 | 14.32 | 33.92 | 9.62 | 4.98 |
| Sharpe Ratio | NA | 0.43 | -0.08 | 0.18 | 0.24 | NA | NA | … | … | 0.01 | 1.24 | -1.64 | 0.73 | 0.95 | 0.57 | -0.87 | 1.86 | 0.77 | -0.43 | 0.15 | 1.89 | 0.96 | -0.56 | 0.92 | 2.86 | -1.35 | 1.43 | 1.42 | 2.33 | 1.54 | 5.86 | 1.77 | 0.65 |
| Standard Deviation(%) | NA | 8.70 | 10.02 | 9.20 | 7.82 | NA | NA | … | … | 8.16 | 8.82 | 10.80 | 10.60 | 9.28 | 5.13 | 7.11 | 6.50 | 5.69 | 5.20 | 6.26 | 6.65 | 5.73 | 10.26 | 11.25 | 9.89 | 6.71 | 13.48 | 10.27 | 6.51 | 8.69 | 5.67 | 4.82 | 4.14 |
| Draw Down(%) | NA | 8.11 | 18.23 | 18.23 | 18.23 | NA | NA | … | … | 2.30 | 8.11 | 16.57 | 4.96 | 13.63 | 3.61 | 10.76 | 5.44 | 3.74 | 6.74 | 5.76 | 5.07 | 6.75 | 11.85 | 9.30 | 4.77 | 12.09 | 11.09 | 15.20 | 5.24 | 9.96 | 3.26 | 5.38 | 3.54 |
| Yield(%) | NA | 5.14 | 4.67 | 4.12 | 3.69 | NA | NA | … | … | 0.16 | 5.45 | 1.71 | 7.18 | 3.26 | 3.29 | 3.48 | 0.40 | 2.75 | 5.14 | 4.65 | 0.51 | 3.58 | 2.05 | 2.24 | 4.37 | 2.66 | 9.38 | 8.00 | 4.73 | 3.15 | 5.96 | 6.41 | 7.28 |
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 |
|---|---|---|---|---|
| Shire Pharmaceuticals Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate |
-2.39%
Oct 2017 – Oct 2020 |
-0.70%
Oct 2017 – Oct 2022 |
1.79%
Oct 2013 – Oct 2023 |
3.35%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Shire Pharmaceuticals Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate |
23.70%
Oct 2004 – Oct 2007 |
22.62%
Oct 2002 – Oct 2007 |
15.06%
Apr 2001 – Apr 2011 |
10.88%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart