Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NOMURA SECURITIES INTERNATIONAL INC. RETIREMENT INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.41% | 2.23% | 10.39% | 8.39% | 9.04% | 7.80% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOMURA SECURITIES INTERNATIONAL INC. RETIREMENT INVESTMENT 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 (%) | -1.08 | 24.41 | 2.23 | 10.39 | 8.39 | 9.04 | 7.80 | … | … | 0.57 | 12.45 | 11.85 | -13.75 | 3.16 | 42.14 | 20.96 | -2.32 | 10.12 | 8.37 | -1.50 | 8.45 | 13.95 | 9.30 | 1.85 | 13.48 | 25.59 | -25.47 | 9.38 | 10.23 | 8.40 | 13.08 | 21.43 | -1.57 | 8.65 |
| Sharpe Ratio | NA | 0.84 | -0.09 | 0.55 | 0.60 | NA | NA | … | … | 0.07 | 0.67 | 0.91 | -1.18 | 0.28 | 2.06 | 2.17 | -0.30 | 1.90 | 1.03 | -0.18 | 1.23 | 1.99 | 1.23 | 0.12 | 1.12 | 1.53 | -1.21 | 0.68 | 0.84 | 1.02 | 1.79 | 2.58 | -0.30 | 0.75 |
| Standard Deviation(%) | NA | 8.57 | 10.18 | 13.11 | 11.17 | NA | NA | … | … | 7.15 | 8.70 | 8.35 | 12.85 | 11.36 | 20.36 | 9.01 | 12.11 | 5.00 | 7.95 | 8.60 | 6.85 | 6.99 | 7.50 | 15.40 | 11.99 | 16.64 | 21.90 | 9.45 | 8.28 | 6.12 | 6.79 | 8.04 | 9.06 | 8.40 |
| Draw Down(%) | NA | 4.50 | 18.34 | 22.72 | 22.72 | NA | NA | … | … | 0.51 | 4.50 | 6.85 | 18.64 | 9.42 | 21.16 | 5.78 | 14.38 | 2.59 | 7.14 | 8.48 | 5.10 | 5.12 | 6.55 | 14.82 | 10.24 | 17.27 | 35.82 | 6.17 | 10.09 | 4.36 | 6.30 | 5.58 | 13.92 | 9.50 |
| Yield(%) | NA | 2.80 | 4.34 | 4.11 | 5.09 | NA | NA | … | … | NA | 0.65 | 2.41 | 6.34 | 3.04 | 4.74 | 3.31 | 7.42 | 0.61 | 4.24 | 12.21 | 6.56 | 0.98 | 2.81 | 3.19 | 1.82 | 1.57 | 3.88 | 5.98 | 7.38 | 3.74 | 2.72 | 2.49 | 2.59 | 3.24 |
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 |
|---|---|---|---|---|
| NOMURA SECURITIES INTERNATIONAL INC. RETIREMENT INVESTMENT PLAN Strategic Asset Allocation – Optimal |
-8.45%
Feb 2006 – Feb 2009 |
-1.32%
Feb 2004 – Feb 2009 |
4.94%
Jan 2006 – Jan 2016 |
5.91%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOMURA SECURITIES INTERNATIONAL INC. RETIREMENT INVESTMENT PLAN Strategic Asset Allocation – Optimal |
21.04%
Dec 2018 – Dec 2021 |
16.53%
Feb 2016 – Feb 2021 |
11.26%
Sep 2011 – Sep 2021 |
10.70%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart