Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Alcatel Lucent Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 35.57% | 13.50% | 14.62% | 10.03% | 9.37% | 7.93% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Alcatel Lucent 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 (%) | -0.62 | 35.57 | 13.50 | 14.62 | 10.03 | 9.37 | 7.93 | … | … | 0.74 | 23.17 | 22.61 | -2.06 | 10.39 | 18.32 | 18.41 | -2.76 | 11.49 | 5.95 | -0.03 | 3.64 | 15.56 | 9.70 | -1.45 | 9.86 | 18.69 | -22.69 | 6.98 | 11.53 | 8.18 | 10.80 | 19.71 | -6.80 | -3.64 |
| Sharpe Ratio | NA | 2.57 | 1.10 | 0.99 | 0.86 | NA | NA | … | … | 0.08 | 2.37 | 2.35 | -0.28 | 1.23 | 0.96 | 2.26 | -0.42 | 2.53 | 0.68 | -0.01 | 0.54 | 2.29 | 1.15 | -0.10 | 0.87 | 1.16 | -1.09 | 0.43 | 1.21 | 1.00 | 1.60 | 2.25 | -0.65 | -0.59 |
| Standard Deviation(%) | NA | 6.94 | 9.33 | 11.71 | 10.01 | NA | NA | … | … | 8.86 | 6.99 | 7.80 | 12.25 | 8.43 | 18.79 | 7.51 | 9.67 | 4.29 | 8.48 | 8.88 | 6.74 | 6.79 | 8.38 | 14.90 | 11.26 | 16.00 | 21.65 | 9.17 | 6.84 | 6.04 | 6.15 | 8.45 | 12.15 | 10.09 |
| Draw Down(%) | NA | 3.40 | 11.37 | 20.73 | 20.73 | NA | NA | … | … | 0.64 | 3.40 | 4.23 | 11.41 | 4.80 | 20.73 | 4.09 | 10.97 | 1.50 | 7.46 | 7.62 | 5.15 | 4.39 | 7.57 | 14.16 | 8.72 | 15.82 | 30.97 | 6.42 | 7.37 | 3.99 | 4.27 | 8.37 | 17.62 | 15.48 |
| Yield(%) | NA | 14.14 | 8.87 | 6.22 | 4.30 | NA | NA | … | … | NA | 4.70 | 13.10 | 6.62 | 1.46 | 1.99 | 4.71 | 1.70 | 0.92 | 2.19 | 3.42 | 1.87 | 4.05 | 1.90 | 1.80 | 1.57 | 1.88 | 1.77 | 6.46 | 2.43 | 2.25 | 3.36 | 2.18 | 1.98 | 3.30 |
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 |
|---|---|---|---|---|
| Alcatel Lucent Savings Plan Strategic Asset Allocation – Optimal Moderate |
-7.10%
Feb 2006 – Feb 2009 |
-0.82%
Feb 2004 – Feb 2009 |
3.80%
Feb 2006 – Feb 2016 |
4.49%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Alcatel Lucent Savings Plan Strategic Asset Allocation – Optimal Moderate |
15.64%
Dec 2018 – Dec 2021 |
15.02%
Sep 2019 – Sep 2024 |
10.28%
Nov 2014 – Nov 2024 |
10.15%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart