Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LANXESS CORPORATION DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate | NA | 19.47% | 5.91% | 9.66% | 7.70% | 9.21% | 9.26% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LANXESS CORPORATION DEFINED CONTRIBUTION 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 (%) | -1.07 | 19.47 | 5.91 | 9.66 | 7.70 | 9.21 | 9.26 | … | … | 0.66 | 6.36 | 14.72 | -4.96 | 10.45 | 16.14 | 16.80 | -3.51 | 12.16 | 7.93 | -0.82 | 10.49 | 19.30 | 9.95 | 2.24 | 18.63 | 13.43 | 0.25 | 8.78 | 14.91 | 7.69 | 11.27 | 24.82 | 1.15 | 1.91 |
| Sharpe Ratio | NA | 0.11 | 0.13 | 0.46 | 0.54 | NA | NA | … | … | 0.07 | -0.02 | 1.34 | -0.51 | 0.91 | 0.83 | 2.11 | -0.48 | 2.40 | 0.94 | -0.10 | 1.38 | 2.65 | 1.27 | 0.15 | 1.53 | 1.42 | -0.12 | 0.57 | 1.42 | 0.85 | 1.39 | 3.19 | 0.01 | -0.07 |
| Standard Deviation(%) | NA | 9.13 | 10.00 | 12.68 | 10.61 | NA | NA | … | … | 8.84 | 9.20 | 7.83 | 12.39 | 11.47 | 19.28 | 7.28 | 10.13 | 4.80 | 8.25 | 8.86 | 7.57 | 7.28 | 7.81 | 15.04 | 12.12 | 9.41 | 5.74 | 10.20 | 8.18 | 6.48 | 7.44 | 7.55 | 5.54 | 6.20 |
| Draw Down(%) | NA | 7.37 | 12.22 | 20.91 | 20.91 | NA | NA | … | … | 0.66 | 7.37 | 6.20 | 12.45 | 6.38 | 20.91 | 3.73 | 12.37 | 2.02 | 6.13 | 9.95 | 4.25 | 4.43 | 5.65 | 13.71 | 8.08 | 4.69 | 5.43 | 6.78 | 9.51 | 4.48 | 7.56 | 3.50 | 3.90 | 7.25 |
| Yield(%) | NA | 4.81 | 4.79 | 4.48 | 3.85 | NA | NA | … | … | NA | 1.49 | 4.73 | 3.81 | 5.19 | 4.06 | 4.78 | 3.07 | 2.84 | 3.17 | 2.88 | 3.80 | 6.12 | 2.93 | 2.00 | 2.04 | 3.90 | 4.38 | 5.34 | 4.49 | 4.06 | 2.28 | 3.70 | 5.36 | 6.03 |
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 |
|---|---|---|---|---|
| LANXESS CORPORATION DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate |
3.31%
Mar 2017 – Mar 2020 |
3.34%
Mar 2015 – Mar 2020 |
6.97%
Oct 2013 – Oct 2023 |
7.74%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LANXESS CORPORATION DEFINED CONTRIBUTION PLAN Tactical Asset Allocation Moderate |
15.76%
Apr 2003 – Apr 2006 |
13.78%
Jun 2009 – Jun 2014 |
11.32%
Apr 2003 – Apr 2013 |
10.65%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart