Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schering Plough Employees` Savings Plan Tactical Asset Allocation Moderate | NA | 17.35% | 6.42% | 9.15% | 7.28% | 9.13% | 9.38% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schering Plough Employees` Savings 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 (%) | -0.94 | 17.35 | 6.42 | 9.15 | 7.28 | 9.13 | 9.38 | … | … | 0.35 | -0.53 | 12.34 | -1.24 | 17.77 | 5.39 | 19.81 | -7.38 | 13.49 | 9.92 | -2.16 | 7.85 | 17.80 | 16.18 | 3.00 | 16.84 | 24.45 | -2.85 | 7.44 | 15.70 | 5.56 | 11.37 | 25.26 | 1.64 | 5.46 |
| Sharpe Ratio | NA | -0.58 | -0.08 | 0.29 | 0.41 | NA | NA | … | … | 0.07 | -0.61 | 0.93 | -0.18 | 1.80 | 0.23 | 2.52 | -0.94 | 2.59 | 0.96 | -0.23 | 1.15 | 2.47 | 1.97 | 0.22 | 1.59 | 2.67 | -0.73 | 0.44 | 1.57 | 0.56 | 1.48 | 3.69 | 0.08 | 0.45 |
| Standard Deviation(%) | NA | 11.65 | 11.74 | 14.17 | 11.65 | NA | NA | … | … | 4.24 | 11.68 | 8.71 | 14.26 | 9.88 | 22.14 | 7.32 | 9.25 | 4.96 | 10.16 | 9.41 | 6.82 | 7.20 | 8.19 | 13.72 | 10.52 | 9.13 | 5.16 | 10.15 | 7.92 | 6.01 | 7.03 | 6.65 | 6.50 | 6.98 |
| Draw Down(%) | NA | 11.96 | 11.96 | 27.13 | 27.13 | NA | NA | … | … | 0.20 | 11.96 | 7.62 | 10.42 | 4.99 | 27.13 | 4.22 | 14.02 | 1.97 | 8.80 | 9.50 | 4.90 | 4.21 | 6.62 | 12.12 | 7.95 | 4.31 | 5.50 | 6.95 | 8.91 | 4.61 | 7.28 | 3.56 | 5.22 | 4.36 |
| Yield(%) | NA | 7.15 | 7.72 | 7.73 | 6.29 | NA | NA | … | … | NA | 1.76 | 6.97 | 6.32 | 9.67 | 7.48 | 8.41 | 7.06 | 2.02 | 4.45 | 5.59 | 5.49 | 2.44 | 4.00 | 3.39 | 3.59 | 4.84 | 4.69 | 7.62 | 7.40 | 6.03 | 3.18 | 4.77 | 5.98 | 5.90 |
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 |
|---|---|---|---|---|
| Schering Plough Employees` Savings Plan Tactical Asset Allocation Moderate |
-0.10%
Mar 2017 – Mar 2020 |
1.88%
Mar 2015 – Mar 2020 |
6.38%
Dec 2014 – Dec 2024 |
8.03%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schering Plough Employees` Savings Plan Tactical Asset Allocation Moderate |
17.31%
Mar 2009 – Mar 2012 |
15.62%
Jun 2009 – Jun 2014 |
12.16%
Apr 2003 – Apr 2013 |
11.10%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart