Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HONEYWELL SAVINGS AND OWNERSHIP PLAN Strategic Asset Allocation – Optimal Moderate | NA | 22.50% | 0.85% | 16.18% | 10.86% | 10.29% | 9.04% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HONEYWELL SAVINGS AND OWNERSHIP 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 (%) | -0.92 | 22.50 | 0.85 | 16.18 | 10.86 | 10.29 | 9.04 | … | … | -0.03 | 5.96 | 13.14 | -16.68 | 7.33 | 87.81 | 18.91 | -5.89 | 12.45 | 9.40 | -0.98 | 4.50 | 9.54 | 16.13 | -1.73 | 14.34 | 24.18 | -26.05 | 10.92 | 14.04 | 8.83 | 12.44 | 23.22 | -8.35 | 1.47 |
| Sharpe Ratio | NA | 0.04 | -0.34 | 0.48 | 0.47 | NA | NA | … | … | -0.01 | -0.08 | 1.00 | -1.32 | 0.93 | 1.60 | 2.73 | -0.84 | 2.72 | 0.97 | -0.12 | 0.74 | 1.32 | 2.06 | -0.13 | 1.28 | 1.39 | -1.16 | 0.79 | 1.52 | 1.11 | 1.61 | 2.71 | -0.81 | -0.09 |
| Standard Deviation(%) | NA | 8.06 | 10.54 | 26.10 | 19.23 | NA | NA | … | … | 7.32 | 8.13 | 8.85 | 13.73 | 7.87 | 54.69 | 6.41 | 8.61 | 4.35 | 9.44 | 8.65 | 6.04 | 7.18 | 7.79 | 13.34 | 11.17 | 17.30 | 23.31 | 10.00 | 7.08 | 6.02 | 7.16 | 8.31 | 11.67 | 9.75 |
| Draw Down(%) | NA | 5.27 | 23.23 | 24.17 | 24.17 | NA | NA | … | … | 0.68 | 5.07 | 8.92 | 23.73 | 3.99 | 23.75 | 3.39 | 12.15 | 1.66 | 6.99 | 9.25 | 5.32 | 7.75 | 7.08 | 12.69 | 9.59 | 17.67 | 36.19 | 6.75 | 8.13 | 4.07 | 7.00 | 7.62 | 17.40 | 13.24 |
| Yield(%) | NA | 4.23 | 3.83 | 3.41 | 3.56 | NA | NA | … | … | NA | 0.88 | 3.95 | 2.28 | 4.84 | 4.09 | 2.78 | 2.94 | 0.38 | 9.49 | 2.35 | 3.44 | 3.44 | 4.81 | 4.28 | 4.31 | 3.08 | 3.65 | 8.00 | 6.03 | 3.85 | 3.14 | 3.20 | 2.66 | 3.49 |
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 |
|---|---|---|---|---|
| HONEYWELL SAVINGS AND OWNERSHIP PLAN Strategic Asset Allocation – Optimal Moderate |
-7.17%
Feb 2006 – Feb 2009 |
-0.55%
Feb 2004 – Feb 2009 |
4.84%
Feb 2006 – Feb 2016 |
5.52%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HONEYWELL SAVINGS AND OWNERSHIP PLAN Strategic Asset Allocation – Optimal Moderate |
33.83%
Dec 2018 – Dec 2021 |
22.21%
Feb 2016 – Feb 2021 |
14.10%
Sep 2011 – Sep 2021 |
12.09%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart