Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHEMTURA CORPORATION EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 18.56% | 3.40% | 6.18% | 4.72% | 5.35% | 6.17% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHEMTURA CORPORATION EMPLOYEE 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 (%) | -0.56 | 18.56 | 3.40 | 6.18 | 4.72 | 5.35 | 6.17 | … | … | 0.22 | 6.33 | 11.46 | -7.58 | 6.15 | 11.41 | 10.27 | -4.10 | 6.28 | 7.67 | -1.92 | 1.66 | 16.45 | 4.06 | 1.67 | 6.60 | 15.81 | -0.62 | 8.27 | 12.78 | 4.98 | 13.02 | 19.25 | 6.38 | 7.79 |
| Sharpe Ratio | NA | 0.07 | -0.10 | 0.27 | 0.34 | NA | NA | … | … | 0.03 | -0.03 | 0.88 | -0.73 | 0.62 | 0.96 | 2.01 | -0.74 | 1.05 | 1.75 | -0.38 | 0.27 | 2.42 | 0.71 | 0.21 | 0.63 | 1.91 | -0.22 | 0.60 | 1.27 | 0.52 | 1.81 | 3.72 | 1.68 | 1.87 |
| Standard Deviation(%) | NA | 8.17 | 9.75 | 10.18 | 8.15 | NA | NA | … | … | 4.61 | 8.23 | 8.17 | 12.28 | 9.84 | 11.69 | 4.40 | 7.33 | 5.39 | 4.27 | 5.15 | 6.03 | 6.79 | 5.65 | 7.98 | 10.41 | 8.22 | 6.91 | 8.76 | 7.47 | 5.41 | 6.69 | 4.99 | 3.13 | 2.93 |
| Draw Down(%) | NA | 5.81 | 14.60 | 15.95 | 15.95 | NA | NA | … | … | 0.30 | 5.81 | 7.47 | 14.60 | 4.87 | 12.04 | 3.30 | 9.69 | 4.44 | 2.63 | 5.40 | 5.50 | 4.23 | 6.38 | 6.68 | 9.50 | 4.24 | 10.70 | 7.16 | 8.47 | 5.43 | 6.30 | 2.53 | 3.33 | 1.58 |
| Yield(%) | NA | 3.78 | 4.12 | 3.93 | 3.85 | NA | NA | … | … | NA | 0.53 | 4.07 | 2.42 | 5.84 | 4.06 | 3.61 | 5.15 | 0.35 | 3.84 | 6.96 | 2.85 | 3.86 | 3.92 | 2.72 | 3.34 | 3.80 | 3.46 | 4.00 | 3.44 | 3.25 | 3.66 | 4.15 | 4.83 | 5.61 |
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 |
|---|---|---|---|---|
| CHEMTURA CORPORATION EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
0.51%
Oct 2017 – Oct 2020 |
1.08%
Sep 2017 – Sep 2022 |
3.29%
Oct 2013 – Oct 2023 |
4.27%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHEMTURA CORPORATION EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
14.24%
Apr 2003 – Apr 2006 |
12.61%
Oct 2002 – Oct 2007 |
9.66%
Apr 2001 – Apr 2011 |
7.96%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart