Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Spectrum Brands 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 24.72% | 2.52% | 7.13% | 5.28% | 6.04% | 6.38% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Spectrum Brands 401(k) 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 (%) | -1.03 | 24.72 | 2.52 | 7.13 | 5.28 | 6.04 | 6.38 | … | … | 0.88 | 11.20 | 14.96 | -18.66 | 22.81 | 9.26 | 8.08 | -3.92 | 12.17 | 1.80 | -0.47 | 2.90 | 16.46 | 7.29 | -0.24 | 8.90 | 17.30 | -5.45 | 4.46 | 10.40 | 9.52 | 10.00 | 19.20 | -6.38 | 0.51 |
| Sharpe Ratio | NA | 0.51 | -0.14 | 0.36 | 0.33 | NA | NA | … | … | 0.06 | 0.34 | 1.18 | -1.62 | 1.64 | 0.62 | 0.77 | -0.48 | 1.71 | 0.22 | -0.06 | 0.33 | 2.40 | 1.31 | -0.03 | 0.91 | 2.43 | -1.43 | 0.15 | 0.96 | 1.18 | 1.17 | 2.94 | -1.53 | -0.45 |
| Standard Deviation(%) | NA | 13.55 | 11.84 | 12.86 | 10.85 | NA | NA | … | … | 12.77 | 13.59 | 9.09 | 12.34 | 13.87 | 14.52 | 8.69 | 10.92 | 6.76 | 7.08 | 7.87 | 8.74 | 6.83 | 5.52 | 7.91 | 9.72 | 7.09 | 4.46 | 9.70 | 7.42 | 6.23 | 7.75 | 6.30 | 4.88 | 3.99 |
| Draw Down(%) | NA | 8.59 | 18.80 | 20.23 | 20.23 | NA | NA | … | … | 1.00 | 8.59 | 9.20 | 20.23 | 6.03 | 15.19 | 5.27 | 11.61 | 4.52 | 5.39 | 7.58 | 7.09 | 4.74 | 4.64 | 7.76 | 8.17 | 4.00 | 5.63 | 7.28 | 8.47 | 4.42 | 6.44 | 2.65 | 8.49 | 5.23 |
| Yield(%) | NA | 5.27 | 6.86 | 5.64 | 3.88 | NA | NA | … | … | NA | 0.18 | 5.68 | 4.60 | 11.24 | 5.13 | 2.30 | 3.15 | 0.18 | 2.36 | 0.22 | 4.17 | 1.06 | 2.71 | 3.19 | 4.64 | 5.59 | 1.93 | 7.95 | 4.23 | 7.04 | 0.61 | 2.02 | 0.95 | 1.80 |
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 Spectrum Brands 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate |
-1.57%
Oct 2017 – Oct 2020 |
0.07%
May 2015 – May 2020 |
3.05%
Apr 2010 – Apr 2020 |
4.61%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Spectrum Brands 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate |
15.23%
Apr 2003 – Apr 2006 |
11.52%
Oct 2002 – Oct 2007 |
8.66%
Apr 2003 – Apr 2013 |
7.73%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart