Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Hitachi Data Systems Retirement and Savings Program Tactical Asset Allocation Moderate | NA | 10.35% | 4.19% | 8.06% | 4.22% | 7.17% | 7.46% | … | … |
Data as of 11/30/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Hitachi Data Systems Retirement and Savings Program Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2024 |
| 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 (%) | -0.11 | 10.35 | 4.19 | 8.06 | 4.22 | 7.17 | 7.46 | … | … | -0.33 | 16.55 | -10.33 | 9.02 | 17.23 | 20.81 | -19.76 | 13.44 | 3.48 | -3.37 | 5.13 | 13.21 | 6.15 | 1.48 | 16.46 | 33.19 | -5.02 | 15.30 | 11.94 | 5.53 | 12.51 | 18.71 | 4.84 | 6.96 |
| Sharpe Ratio | NA | 1.30 | 0.24 | 0.74 | 0.35 | NA | NA | … | … | -0.10 | 1.67 | -1.18 | 0.96 | 1.54 | 2.89 | -1.25 | 2.63 | 0.61 | -0.55 | 0.76 | 2.09 | 1.07 | 0.16 | 1.19 | 2.87 | -0.96 | 0.90 | 0.89 | 0.45 | 1.51 | 3.75 | 0.77 | 1.05 |
| Standard Deviation(%) | NA | 7.56 | 8.83 | 9.11 | 9.14 | NA | NA | … | … | 9.50 | 7.38 | 9.91 | 9.39 | 11.07 | 6.71 | 16.89 | 4.87 | 5.36 | 6.14 | 6.72 | 6.31 | 5.69 | 9.18 | 13.77 | 11.55 | 6.21 | 13.66 | 9.71 | 7.45 | 7.68 | 4.80 | 4.87 | 4.43 |
| Draw Down(%) | NA | 5.57 | 13.50 | 13.50 | 26.16 | NA | NA | … | … | 2.36 | 5.57 | 13.50 | 5.30 | 12.56 | 2.78 | 26.16 | 2.95 | 5.29 | 9.06 | 4.90 | 5.67 | 5.45 | 8.30 | 9.35 | 5.17 | 9.11 | 10.25 | 12.18 | 5.04 | 9.61 | 2.15 | 7.02 | 2.26 |
| Yield(%) | NA | 5.07 | 3.81 | 4.42 | 3.43 | NA | NA | … | … | 0.13 | 5.26 | 1.71 | 4.45 | 5.83 | 4.91 | 1.86 | 0.29 | 3.51 | 1.60 | 4.95 | 4.93 | 3.15 | 2.59 | 4.12 | 4.73 | 3.21 | 5.13 | 5.79 | 4.59 | 5.11 | 4.59 | 6.32 | 8.49 |
Data as of 11/30/2023, 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 |
|---|---|---|---|---|
| Hitachi Data Systems Retirement and Savings Program Tactical Asset Allocation Moderate |
-1.98%
Dec 2015 – Dec 2018 |
-0.88%
Dec 2013 – Dec 2018 |
3.84%
Oct 2013 – Oct 2023 |
5.56%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Hitachi Data Systems Retirement and Savings Program Tactical Asset Allocation Moderate |
17.83%
Feb 2009 – Feb 2012 |
14.94%
Oct 2002 – Oct 2007 |
12.27%
Apr 2001 – Apr 2011 |
9.79%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart