Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Savings and Investment Plan of E. I. du Pont de Nemours and Company Strategic Asset Allocation – Optimal Moderate | NA | 1.81% | 2.88% | 4.96% | 5.70% | 4.36% | NA | … | … |
Data as of 09/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Savings and Investment Plan of E. I. du Pont de Nemours and Company Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.94 | 1.81 | 2.88 | 4.96 | 5.70 | 4.36 | NA | … | … | 4.87 | 16.03 | -5.64 | 8.59 | 5.78 | -0.35 | 5.30 | 18.17 | 10.36 | -3.33 | 10.83 | 18.02 | -24.90 | 5.93 | 9.92 | 6.32 | 10.68 | 17.62 | -7.78 | -1.32 |
| Sharpe Ratio | NA | 0.14 | 0.14 | 0.23 | 0.33 | NA | NA | … | … | 0.10 | 2.04 | -0.70 | 1.74 | 0.65 | -0.05 | 0.79 | 2.84 | 1.33 | -0.23 | 1.01 | 1.14 | -1.21 | 0.35 | 1.05 | 0.75 | 1.62 | 1.90 | -0.70 | -0.39 |
| Standard Deviation(%) | NA | 44.87 | 26.87 | 21.27 | 16.38 | NA | NA | … | … | 46.26 | 7.18 | 9.93 | 4.58 | 8.52 | 8.42 | 6.65 | 6.40 | 7.75 | 14.42 | 10.63 | 15.68 | 21.33 | 8.39 | 6.35 | 5.57 | 6.00 | 8.89 | 12.79 | 9.21 |
| Draw Down(%) | NA | 27.14 | 27.14 | 27.14 | 27.14 | NA | NA | … | … | 27.14 | 3.92 | 14.01 | 2.01 | 7.84 | 8.37 | 5.21 | 3.64 | 6.93 | 14.51 | 9.09 | 18.56 | 32.42 | 6.10 | 6.94 | 4.17 | 4.15 | 9.02 | 19.00 | 13.17 |
| Yield(%) | NA | 12.71 | 6.21 | 4.67 | 3.63 | NA | NA | … | … | 10.27 | 3.51 | 4.74 | 0.44 | 1.33 | 5.38 | 4.56 | 5.35 | 0.90 | 0.53 | 0.30 | 0.44 | 1.33 | 5.36 | 7.06 | 2.37 | 2.73 | 1.17 | 1.78 | 4.34 |
Data as of 09/30/2020, 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 |
|---|---|---|---|---|
| Savings and Investment Plan of E. I. du Pont de Nemours and Company Strategic Asset Allocation – Opt |
-8.96%
Feb 2006 – Feb 2009 |
-2.38%
Feb 2004 – Feb 2009 |
3.51%
Dec 2001 – Dec 2011 |
4.02%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Savings and Investment Plan of E. I. du Pont de Nemours and Company Strategic Asset Allocation – Opt |
14.89%
Feb 2009 – Feb 2012 |
13.62%
Feb 2009 – Feb 2014 |
8.62%
Feb 2009 – Feb 2019 |
6.41%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart