Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NOVARTIS PHARMACEUTICALS CORPORATION INVESTMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 33.57% | 11.67% | 12.75% | 8.61% | 8.50% | 7.68% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOVARTIS PHARMACEUTICALS CORPORATION INVESTMENT SAVINGS 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 (%) | -0.66 | 33.57 | 11.67 | 12.75 | 8.61 | 8.50 | 7.68 | … | … | 0.49 | 22.82 | 21.30 | -5.37 | 6.29 | 18.99 | 19.02 | -5.68 | 11.27 | 7.14 | -2.02 | 2.69 | 11.73 | 11.63 | -2.96 | 13.80 | 25.76 | -26.85 | 10.70 | 13.02 | 9.56 | 14.38 | 26.26 | -5.43 | 4.65 |
| Sharpe Ratio | NA | 2.47 | 0.93 | 0.86 | 0.75 | NA | NA | … | … | 0.07 | 2.32 | 2.26 | -0.58 | 0.68 | 1.05 | 2.37 | -0.76 | 2.46 | 0.78 | -0.23 | 0.41 | 1.67 | 1.39 | -0.20 | 1.09 | 1.37 | -1.16 | 0.75 | 1.21 | 1.11 | 1.69 | 2.87 | -0.52 | 0.20 |
| Standard Deviation(%) | NA | 6.94 | 9.02 | 11.39 | 9.83 | NA | NA | … | … | 5.89 | 7.00 | 7.53 | 11.72 | 9.21 | 17.89 | 7.44 | 9.22 | 4.32 | 8.86 | 9.02 | 6.47 | 7.01 | 8.34 | 15.14 | 12.58 | 18.79 | 23.92 | 10.31 | 8.09 | 6.63 | 7.97 | 8.92 | 12.48 | 11.57 |
| Draw Down(%) | NA | 4.22 | 14.31 | 19.85 | 19.85 | NA | NA | … | … | 0.36 | 4.22 | 4.69 | 14.31 | 6.24 | 19.85 | 4.10 | 12.49 | 1.43 | 6.85 | 9.44 | 5.91 | 6.64 | 7.78 | 15.65 | 9.37 | 18.66 | 37.19 | 6.65 | 9.86 | 4.48 | 7.50 | 7.65 | 19.14 | 15.48 |
| Yield(%) | NA | 14.20 | 8.73 | 6.17 | 4.31 | NA | NA | … | … | NA | 4.57 | 12.99 | 5.78 | 2.19 | 1.96 | 4.25 | 1.89 | 0.58 | 3.01 | 3.13 | 2.50 | 2.67 | 2.55 | 2.23 | 2.00 | 2.81 | 2.77 | 3.58 | 2.87 | 2.95 | 2.68 | 2.46 | 2.08 | 4.80 |
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 |
|---|---|---|---|---|
| NOVARTIS PHARMACEUTICALS CORPORATION INVESTMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Mo |
-8.14%
Feb 2006 – Feb 2009 |
-0.70%
Feb 2004 – Feb 2009 |
3.90%
Oct 2007 – Oct 2017 |
4.27%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVARTIS PHARMACEUTICALS CORPORATION INVESTMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Mo |
19.61%
Mar 2003 – Mar 2006 |
15.62%
Oct 2002 – Oct 2007 |
9.21%
Mar 2003 – Mar 2013 |
9.82%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart