Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CNH U.S. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 22.60% | 4.57% | 8.98% | 7.05% | 8.92% | 9.29% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNH U.S. RETIREMENT 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 (%) | -1.14 | 22.60 | 4.57 | 8.98 | 7.05 | 8.92 | 9.29 | … | … | 0.85 | 10.88 | 13.99 | -10.20 | 11.55 | 17.67 | 16.83 | -4.32 | 10.51 | 7.92 | -1.52 | 8.18 | 19.90 | 12.61 | 1.38 | 20.24 | 18.75 | -0.60 | 9.54 | 12.59 | 8.90 | 14.65 | 27.89 | 5.61 | -3.51 |
| Sharpe Ratio | NA | 0.67 | 0.15 | 0.46 | 0.51 | NA | NA | … | … | 0.07 | 0.46 | 1.23 | -0.89 | 1.01 | 0.93 | 2.06 | -0.57 | 2.11 | 0.86 | -0.18 | 1.03 | 2.39 | 1.64 | 0.08 | 1.60 | 1.89 | -0.24 | 0.70 | 1.15 | 1.03 | 1.64 | 3.62 | 0.82 | -0.73 |
| Standard Deviation(%) | NA | 9.33 | 10.37 | 12.74 | 10.68 | NA | NA | … | … | 10.74 | 9.43 | 7.95 | 13.09 | 11.46 | 18.82 | 7.49 | 9.89 | 4.68 | 9.01 | 8.61 | 7.93 | 8.33 | 7.67 | 16.09 | 12.61 | 9.88 | 6.29 | 9.39 | 8.11 | 6.55 | 8.34 | 7.50 | 5.52 | 7.96 |
| Draw Down(%) | NA | 5.90 | 14.20 | 20.72 | 20.72 | NA | NA | … | … | 0.77 | 5.90 | 6.36 | 16.11 | 7.83 | 20.72 | 3.50 | 13.13 | 2.19 | 5.51 | 9.28 | 4.29 | 5.49 | 5.33 | 15.13 | 8.57 | 5.00 | 7.77 | 6.06 | 9.43 | 4.33 | 7.34 | 3.42 | 2.71 | 10.73 |
| Yield(%) | NA | 3.67 | 3.28 | 3.74 | 3.78 | NA | NA | … | … | NA | 1.29 | 3.84 | 2.38 | 3.10 | 3.55 | 6.28 | 4.04 | 2.86 | 5.34 | 3.39 | 4.58 | 3.62 | 3.78 | 1.80 | 4.00 | 5.16 | 4.64 | 5.41 | 3.00 | 2.98 | 3.09 | 3.23 | 5.94 | 7.29 |
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 |
|---|---|---|---|---|
| CNH U.S. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
2.60%
Mar 2017 – Mar 2020 |
2.86%
Mar 2015 – Mar 2020 |
5.86%
Oct 2013 – Oct 2023 |
7.69%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNH U.S. RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
18.01%
Apr 2003 – Apr 2006 |
15.26%
Feb 2009 – Feb 2014 |
13.13%
Apr 2001 – Apr 2011 |
11.24%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart