Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JOHNSON CONTROLS SAVINGS AND INVESTMENT 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 20.01% | 1.68% | 6.05% | 5.56% | 6.79% | 6.49% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JOHNSON CONTROLS SAVINGS AND INVESTMENT 401K 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 (%) | -0.87 | 20.01 | 1.68 | 6.05 | 5.56 | 6.79 | 6.49 | … | … | 0.66 | 0.28 | 12.64 | -11.15 | 2.28 | 17.20 | 16.73 | -3.02 | 12.14 | 6.56 | -2.12 | 4.44 | 17.64 | 13.55 | -4.57 | 12.74 | 28.38 | -24.13 | 9.64 | 13.04 | 5.24 | 19.63 | 17.69 | -2.54 | 9.30 |
| Sharpe Ratio | NA | -0.55 | -0.32 | 0.09 | 0.29 | NA | NA | … | … | 0.05 | -0.73 | 0.98 | -0.79 | 0.20 | 0.92 | 1.64 | -0.37 | 1.95 | 0.73 | -0.25 | 0.58 | 2.20 | 1.72 | -0.26 | 1.05 | 1.41 | -1.10 | 0.63 | 1.21 | 0.46 | 2.34 | 2.11 | -0.29 | 0.68 |
| Standard Deviation(%) | NA | 8.68 | 11.53 | 13.19 | 11.27 | NA | NA | … | … | 11.18 | 8.70 | 8.57 | 15.77 | 11.33 | 18.49 | 9.34 | 11.56 | 5.89 | 8.71 | 8.53 | 7.64 | 8.01 | 7.83 | 17.40 | 12.00 | 20.07 | 22.73 | 10.47 | 8.09 | 6.71 | 7.97 | 8.04 | 12.68 | 10.34 |
| Draw Down(%) | NA | 9.52 | 20.69 | 23.47 | 23.47 | NA | NA | … | … | 0.91 | 9.52 | 7.71 | 20.69 | 6.96 | 23.47 | 7.16 | 12.60 | 2.91 | 8.15 | 9.14 | 5.22 | 6.82 | 5.69 | 19.59 | 9.85 | 20.66 | 37.40 | 8.39 | 9.92 | 5.16 | 7.44 | 7.67 | 17.47 | 10.90 |
| Yield(%) | NA | 6.51 | 4.61 | 4.56 | 3.83 | NA | NA | … | … | NA | 0.66 | 6.36 | 4.21 | 3.01 | 3.75 | 5.62 | 4.43 | 0.34 | 3.90 | 1.98 | 4.74 | 6.80 | 4.15 | 2.96 | 2.71 | 2.88 | 6.36 | 6.37 | 5.06 | 3.12 | 3.89 | 0.71 | 1.72 | 2.85 |
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 |
|---|---|---|---|---|
| JOHNSON CONTROLS SAVINGS AND INVESTMENT 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-7.74%
Feb 2006 – Feb 2009 |
-0.36%
Feb 2004 – Feb 2009 |
4.39%
Oct 2013 – Oct 2023 |
4.20%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JOHNSON CONTROLS SAVINGS AND INVESTMENT 401K PLAN Strategic Asset Allocation – Optimal Moderate |
19.56%
Feb 2009 – Feb 2012 |
16.89%
Feb 2009 – Feb 2014 |
10.75%
Feb 2009 – Feb 2019 |
8.94%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart