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 Strategic Asset Allocation – Optimal Moderate | NA | 23.70% | 2.59% | 7.80% | 6.95% | 8.03% | 7.16% | … | … |
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 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 (%) | -0.96 | 23.70 | 2.59 | 7.80 | 6.95 | 8.03 | 7.16 | … | … | 0.26 | 8.29 | 12.95 | -13.76 | 9.32 | 19.11 | 20.42 | -5.20 | 13.04 | 7.09 | 0.34 | 6.01 | 16.72 | 11.09 | -0.17 | 14.37 | 20.82 | -22.52 | 8.43 | 13.86 | 7.36 | 11.15 | 23.53 | -8.52 | 0.40 |
| Sharpe Ratio | NA | 0.31 | -0.18 | 0.33 | 0.49 | NA | NA | … | … | 0.04 | 0.20 | 1.00 | -1.09 | 0.93 | 1.02 | 2.78 | -0.66 | 2.83 | 0.84 | 0.04 | 0.88 | 2.36 | 1.47 | -0.01 | 1.21 | 1.23 | -1.07 | 0.57 | 1.45 | 0.80 | 1.35 | 2.59 | -0.81 | -0.17 |
| Standard Deviation(%) | NA | 8.26 | 10.61 | 12.48 | 10.40 | NA | NA | … | … | 5.59 | 8.34 | 8.69 | 13.86 | 9.97 | 18.47 | 6.84 | 9.89 | 4.38 | 8.24 | 8.55 | 6.78 | 7.06 | 7.52 | 15.26 | 11.83 | 16.81 | 21.82 | 9.52 | 7.29 | 6.48 | 7.56 | 8.81 | 11.85 | 11.48 |
| Draw Down(%) | NA | 5.22 | 20.38 | 20.98 | 20.98 | NA | NA | … | … | 0.47 | 5.22 | 8.62 | 20.79 | 6.04 | 20.62 | 3.32 | 12.55 | 1.48 | 6.64 | 8.37 | 4.80 | 5.62 | 6.14 | 15.03 | 8.83 | 17.25 | 33.18 | 6.00 | 7.71 | 4.14 | 7.42 | 7.97 | 18.35 | 15.99 |
| Yield(%) | NA | 4.30 | 3.94 | 3.58 | 3.18 | NA | NA | … | … | NA | 0.89 | 3.90 | 3.77 | 3.17 | 3.46 | 2.78 | 3.19 | 0.39 | 3.72 | 3.15 | 3.50 | 5.24 | 2.89 | 2.18 | 2.10 | 2.81 | 3.33 | 5.33 | 3.79 | 4.48 | 2.71 | 2.74 | 2.97 | 4.14 |
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 Strategic Asset Allocation – Optimal Moderate |
-6.52%
Feb 2006 – Feb 2009 |
-0.57%
Feb 2004 – Feb 2009 |
5.44%
Feb 2006 – Feb 2016 |
5.13%
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 Strategic Asset Allocation – Optimal Moderate |
18.27%
Feb 2009 – Feb 2012 |
15.58%
Feb 2009 – Feb 2014 |
10.36%
Feb 2009 – Feb 2019 |
9.44%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart