Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCHNEIDER ELECTRIC 401K PLAN Tactical Asset Allocation Moderate | NA | 18.21% | 1.09% | 4.04% | 3.29% | 3.45% | 5.31% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCHNEIDER ELECTRIC 401K 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 (%) | -1.39 | 18.21 | 1.09 | 4.04 | 3.29 | 3.45 | 5.31 | … | … | 0.84 | 6.44 | 10.41 | -13.87 | 3.44 | 13.08 | 4.73 | -6.48 | 16.63 | 6.74 | -6.89 | -1.42 | 10.90 | 6.12 | -4.34 | 4.39 | 26.73 | -1.88 | 15.29 | 11.26 | 3.68 | 12.42 | 26.09 | 10.29 | 7.41 |
| Sharpe Ratio | NA | 0.16 | -0.38 | 0.11 | 0.19 | NA | NA | … | … | 0.08 | -0.02 | 0.86 | -1.66 | 0.34 | 1.19 | 0.62 | -1.16 | 3.28 | 1.16 | -1.30 | -0.23 | 1.58 | 1.15 | -0.40 | 0.39 | 2.65 | -0.46 | 1.12 | 1.06 | 0.25 | 1.43 | 3.79 | 1.99 | 1.07 |
| Standard Deviation(%) | NA | 8.28 | 8.28 | 9.22 | 7.64 | NA | NA | … | … | 9.37 | 8.28 | 7.14 | 9.19 | 10.15 | 10.78 | 5.33 | 6.74 | 4.87 | 5.64 | 5.31 | 6.32 | 6.89 | 5.28 | 10.91 | 11.12 | 10.06 | 6.12 | 10.96 | 7.53 | 6.10 | 8.03 | 6.71 | 4.61 | 4.79 |
| Draw Down(%) | NA | 5.28 | 16.53 | 19.56 | 19.56 | NA | NA | … | … | 0.73 | 5.28 | 6.63 | 14.35 | 7.19 | 14.93 | 4.16 | 13.08 | 2.10 | 4.52 | 8.33 | 5.55 | 5.07 | 4.00 | 12.29 | 10.48 | 4.67 | 7.10 | 8.93 | 9.08 | 4.92 | 6.63 | 4.02 | 2.54 | 3.21 |
| Yield(%) | NA | 4.52 | 3.74 | 3.71 | 3.22 | NA | NA | … | … | NA | 1.13 | 4.05 | 2.61 | 3.92 | 4.43 | 2.34 | 1.86 | 2.20 | 3.69 | 3.23 | 2.47 | 3.07 | 4.16 | 2.18 | 3.59 | 4.37 | 4.01 | 3.61 | 4.44 | 5.54 | 1.32 | 3.32 | 7.23 | 7.15 |
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 |
|---|---|---|---|---|
| SCHNEIDER ELECTRIC 401K PLAN Tactical Asset Allocation Moderate |
-0.79%
Jan 2021 – Jan 2024 |
-0.94%
Feb 2018 – Feb 2023 |
1.44%
Apr 2010 – Apr 2020 |
3.00%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCHNEIDER ELECTRIC 401K PLAN Tactical Asset Allocation Moderate |
16.06%
Dec 2001 – Dec 2004 |
15.26%
Oct 2002 – Oct 2007 |
11.70%
Apr 2001 – Apr 2011 |
8.19%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart