Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ASML US Emploees Savings and Retirement Plan Tactical Asset Allocation Moderate | NA | 8.17% | 6.23% | 5.15% | 3.73% | 5.08% | 6.05% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASML US Emploees Savings and Retirement 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 (%) | -0.37 | 8.17 | 6.23 | 5.15 | 3.73 | 5.08 | 6.05 | … | … | 1.47 | 20.70 | -7.45 | 7.06 | 10.31 | 10.36 | -2.72 | 9.16 | 1.54 | -0.34 | -0.35 | 15.25 | 10.02 | -1.51 | 7.40 | 11.54 | -6.26 | 9.66 | 13.96 | 11.11 | 12.75 | 21.32 | -7.07 | 2.31 |
| Sharpe Ratio | NA | 1.65 | 0.49 | 0.73 | 0.53 | NA | NA | … | … | 0.16 | 2.13 | -0.85 | 0.70 | 1.16 | 2.10 | -0.57 | 1.73 | 0.27 | -0.07 | -0.06 | 2.30 | 1.71 | -0.18 | 0.67 | 1.59 | -1.83 | 0.73 | 1.53 | 1.54 | 1.81 | 3.74 | -1.04 | 0.01 |
| Standard Deviation(%) | NA | 7.64 | 9.41 | 8.54 | 7.21 | NA | NA | … | … | 7.24 | 7.72 | 10.35 | 10.10 | 8.69 | 4.27 | 7.13 | 4.93 | 4.90 | 5.03 | 5.90 | 6.62 | 5.84 | 8.36 | 10.89 | 7.18 | 3.92 | 9.20 | 7.00 | 5.82 | 6.51 | 5.52 | 7.85 | 0.05 |
| Draw Down(%) | NA | 4.60 | 14.99 | 14.99 | 14.99 | NA | NA | … | … | 1.46 | 4.60 | 14.33 | 5.43 | 10.64 | 2.33 | 8.18 | 3.14 | 3.90 | 5.87 | 6.40 | 5.21 | 4.73 | 7.98 | 9.09 | 4.19 | 7.37 | 6.85 | 8.63 | 4.43 | 5.85 | 1.81 | 11.28 | 0.00 |
| Yield(%) | NA | 13.75 | 10.65 | 7.72 | 5.62 | NA | NA | … | … | 0.94 | 14.13 | 7.63 | 9.54 | 1.91 | 4.83 | 3.92 | 0.24 | 2.86 | 4.89 | 5.74 | 1.60 | 3.84 | 4.36 | 3.76 | 2.71 | 1.17 | 3.74 | 6.50 | 4.37 | 3.49 | 0.82 | 0.77 | 2.31 |
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 |
|---|---|---|---|---|
| ASML US Emploees Savings and Retirement Plan Tactical Asset Allocation Moderate |
0.28%
Dec 2013 – Dec 2016 |
1.38%
Dec 2013 – Dec 2018 |
3.73%
Oct 2013 – Oct 2023 |
3.80%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASML US Emploees Savings and Retirement Plan Tactical Asset Allocation Moderate |
18.33%
Apr 2003 – Apr 2006 |
14.44%
Oct 2002 – Oct 2007 |
9.45%
Apr 2003 – Apr 2013 |
7.65%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart