Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Alcon Industries Inc Savings Plan Tactical Asset Allocation Moderate | NA | 13.31% | 2.45% | 5.51% | 3.53% | 5.43% | 6.27% | … | … |
Data as of 12/29/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Alcon Industries Inc Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 03/28/2024 |
| 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 (%) | 0.39 | 13.31 | 2.45 | 5.51 | 3.53 | 5.43 | 6.27 | … | … | 5.60 | 13.65 | -15.22 | 10.98 | 5.89 | 15.48 | -4.91 | 7.16 | 7.23 | -3.61 | 2.55 | 13.48 | 5.86 | 2.64 | 11.01 | 14.13 | 2.40 | 11.14 | 13.58 | 4.59 | 13.38 | 20.64 | 6.77 | 7.99 |
| Sharpe Ratio | NA | 1.66 | 0.12 | 0.41 | 0.38 | NA | NA | … | … | 0.67 | 1.18 | -1.49 | 0.94 | 0.53 | 3.35 | -0.89 | 1.38 | 1.81 | -0.75 | 0.43 | 2.25 | 1.24 | 0.36 | 1.22 | 2.27 | 0.36 | 0.99 | 1.64 | 0.40 | 1.87 | 3.79 | 1.34 | 1.22 |
| Standard Deviation(%) | NA | 7.40 | 10.10 | 9.63 | 7.78 | NA | NA | … | … | 7.09 | 7.95 | 11.17 | 11.68 | 10.63 | 4.21 | 6.97 | 4.74 | 3.87 | 4.86 | 5.90 | 5.97 | 4.67 | 7.25 | 8.93 | 6.18 | 4.13 | 8.24 | 6.27 | 6.04 | 6.64 | 5.27 | 4.24 | 4.64 |
| Draw Down(%) | NA | 7.17 | 17.77 | 19.48 | 19.48 | NA | NA | … | … | 1.46 | 7.17 | 15.99 | 5.58 | 19.48 | 2.25 | 9.50 | 2.41 | 2.57 | 7.04 | 6.24 | 4.14 | 4.65 | 5.38 | 8.06 | 3.86 | 2.98 | 6.84 | 7.37 | 4.64 | 6.24 | 4.73 | 2.09 | 2.70 |
| Yield(%) | NA | 6.09 | 6.59 | 6.06 | 5.44 | NA | NA | … | … | 0.27 | 6.20 | 2.17 | 11.54 | 4.72 | 5.63 | 4.54 | 0.26 | 7.12 | 4.93 | 7.22 | 6.24 | 4.43 | 3.19 | 4.05 | 3.75 | 3.56 | 4.72 | 5.33 | 6.23 | 5.33 | 5.39 | 6.79 | 7.07 |
Data as of 12/29/2023, 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 |
|---|---|---|---|---|
| Alcon Industries Inc Savings Plan Tactical Asset Allocation Moderate |
-0.12%
Dec 2019 – Dec 2022 |
1.06%
Mar 2015 – Mar 2020 |
2.83%
Oct 2013 – Oct 2023 |
4.69%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Alcon Industries Inc Savings Plan Tactical Asset Allocation Moderate |
14.19%
Apr 2003 – Apr 2006 |
13.76%
Oct 2002 – Oct 2007 |
10.92%
Apr 2001 – Apr 2011 |
8.61%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart