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 Strategic Asset Allocation – Optimal Moderate | NA | 1.84% | -5.76% | 2.95% | 5.02% | 7.11% | 6.65% | … | … |
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 Strategic Asset Allocation – Optimal 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 (%) | -0.72 | 1.84 | -5.76 | 2.95 | 5.02 | 7.11 | 6.65 | … | … | 17.27 | 8.27 | 14.19 | -17.70 | 6.71 | 22.18 | 22.01 | -4.54 | 15.33 | 6.45 | 1.94 | 7.84 | 17.20 | 12.25 | 1.21 | 14.43 | 25.08 | -21.71 | 9.44 | 12.21 | 7.28 | 12.91 | 20.85 | -8.27 | -1.80 |
| Sharpe Ratio | NA | 0.25 | 0.05 | 0.17 | 0.24 | NA | NA | … | … | 0.16 | 0.02 | 1.06 | -1.18 | 0.69 | 1.20 | 2.85 | -0.57 | 3.23 | 0.74 | 0.22 | 1.17 | 2.41 | 1.48 | 0.08 | 1.24 | 1.50 | -1.04 | 0.67 | 1.16 | 0.79 | 1.65 | 2.47 | -0.80 | -0.37 |
| Standard Deviation(%) | NA | 84.37 | 49.94 | 39.72 | 28.65 | NA | NA | … | … | 108.80 | 82.96 | 9.33 | 16.22 | 9.64 | 18.33 | 7.22 | 10.26 | 4.55 | 8.40 | 8.83 | 6.72 | 7.12 | 8.23 | 14.03 | 11.58 | 16.63 | 21.84 | 9.60 | 7.69 | 6.43 | 7.24 | 8.15 | 11.75 | 11.01 |
| Draw Down(%) | NA | 44.63 | 44.63 | 44.63 | 44.63 | NA | NA | … | … | 0.52 | 44.63 | 9.28 | 23.62 | 5.27 | 20.08 | 3.56 | 12.36 | 1.43 | 6.99 | 8.77 | 4.86 | 5.77 | 6.27 | 13.31 | 8.47 | 16.42 | 32.95 | 5.95 | 7.65 | 4.58 | 6.03 | 7.05 | 17.94 | 15.94 |
| Yield(%) | NA | 3.79 | 4.61 | 3.79 | 3.43 | NA | NA | … | … | NA | 0.69 | 3.49 | 4.04 | 5.28 | 2.37 | 3.15 | 5.23 | 0.33 | 2.23 | 4.30 | 3.45 | 3.90 | 3.90 | 4.11 | 3.29 | 2.78 | 4.26 | 5.85 | 5.73 | 4.36 | 3.37 | 2.88 | 2.86 | 3.04 |
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 Strategic Asset Allocation – Optimal Moderate |
-6.17%
Feb 2006 – Feb 2009 |
0.02%
Feb 2004 – Feb 2009 |
5.02%
Oct 2014 – Oct 2024 |
5.92%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CANON EMPLOYEE SAVINGS AND RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
22.67%
Nov 2021 – Nov 2024 |
19.56%
Nov 2019 – Nov 2024 |
13.21%
Nov 2014 – Nov 2024 |
12.50%
Nov 2009 – Nov 2024 |
Annualized Rolling Returns Comparison Chart