Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CANON EMPLOYEE SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 19.40% | -2.44% | 3.38% | 3.78% | 4.35% | 5.14% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CANON EMPLOYEE SAVINGS AND RETIREMENT 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 (%) | -0.79 | 19.40 | -2.44 | 3.38 | 3.78 | 4.35 | 5.14 | … | … | 19.13 | -10.74 | 5.65 | -17.35 | 4.73 | 14.94 | 7.00 | -0.20 | 16.83 | 6.28 | -5.42 | 1.80 | 15.56 | 3.15 | 1.43 | 2.33 | 8.94 | 2.46 | 9.85 | 12.67 | 2.59 | 10.73 | 15.58 | 4.23 | 6.12 |
| Sharpe Ratio | NA | 0.01 | -0.22 | -0.02 | 0.11 | NA | NA | … | … | 0.16 | -0.42 | 0.17 | -1.61 | 0.42 | 1.61 | 1.26 | -0.20 | 3.25 | 1.33 | -1.04 | 0.30 | 2.25 | 0.62 | 0.16 | 0.22 | 1.18 | 0.43 | 0.69 | 1.18 | 0.07 | 1.37 | 2.95 | 0.92 | 1.06 |
| Standard Deviation(%) | NA | 44.51 | 27.00 | 21.85 | 15.93 | NA | NA | … | … | 117.94 | 41.23 | 8.13 | 11.63 | 11.07 | 9.12 | 4.42 | 7.76 | 4.98 | 4.57 | 5.22 | 6.03 | 6.91 | 4.97 | 8.92 | 10.21 | 7.50 | 3.57 | 9.97 | 7.95 | 5.80 | 7.12 | 5.05 | 3.39 | 3.59 |
| Draw Down(%) | NA | 22.30 | 22.94 | 26.22 | 26.22 | NA | NA | … | … | 0.35 | 22.30 | 8.21 | 18.20 | 6.41 | 9.17 | 4.07 | 7.96 | 1.41 | 2.76 | 6.89 | 5.25 | 4.67 | 4.25 | 9.13 | 10.56 | 3.94 | 1.84 | 6.91 | 9.23 | 4.71 | 6.50 | 2.95 | 2.40 | 2.31 |
| Yield(%) | NA | 3.82 | 4.83 | 4.37 | 3.15 | NA | NA | … | … | NA | 0.71 | 3.83 | 3.74 | 5.74 | 4.31 | 3.88 | 2.11 | 0.12 | 2.94 | 1.36 | 2.74 | 2.84 | 2.26 | 1.91 | 3.23 | 3.05 | 3.00 | 5.49 | 6.45 | 4.14 | 2.82 | 3.51 | 4.12 | 5.20 |
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 |
|---|---|---|---|---|
| CANON EMPLOYEE SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate |
-7.97%
Dec 2021 – Dec 2024 |
-1.27%
Dec 2019 – Dec 2024 |
1.64%
Dec 2014 – Dec 2024 |
2.66%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CANON EMPLOYEE SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate |
11.79%
Apr 2003 – Apr 2006 |
10.99%
Oct 2002 – Oct 2007 |
7.95%
Apr 2001 – Apr 2011 |
7.12%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart