Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GENENTECH INC. TAX REDUCTION INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 25.50% | 3.93% | 9.38% | 7.37% | 8.22% | 7.36% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GENENTECH INC. TAX REDUCTION INVESTMENT 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 (%) | -0.98 | 25.50 | 3.93 | 9.38 | 7.37 | 8.22 | 7.36 | … | … | 0.16 | 9.93 | 14.13 | -13.24 | 10.94 | 23.78 | 19.17 | -4.84 | 10.02 | 5.38 | 1.14 | 4.66 | 16.23 | 9.65 | 2.83 | 14.67 | 19.81 | -21.11 | 5.32 | 14.21 | 9.41 | 13.57 | 23.68 | -1.85 | 0.02 |
| Sharpe Ratio | NA | 0.48 | -0.08 | 0.48 | 0.55 | NA | NA | … | … | 0.01 | 0.39 | 1.12 | -1.07 | 1.25 | 1.34 | 2.65 | -0.68 | 2.20 | 0.65 | 0.13 | 0.75 | 2.47 | 1.27 | 0.20 | 1.35 | 1.30 | -1.11 | 0.27 | 1.67 | 1.21 | 1.92 | 3.68 | -0.34 | -0.27 |
| Standard Deviation(%) | NA | 8.58 | 10.65 | 12.04 | 10.00 | NA | NA | … | … | 9.77 | 8.65 | 8.84 | 13.63 | 8.73 | 17.53 | 6.70 | 9.10 | 4.27 | 7.96 | 8.28 | 6.18 | 6.56 | 7.58 | 13.98 | 10.82 | 15.15 | 19.83 | 8.66 | 6.56 | 5.98 | 6.57 | 6.24 | 8.74 | 8.43 |
| Draw Down(%) | NA | 5.21 | 19.75 | 20.56 | 20.56 | NA | NA | … | … | 0.92 | 5.21 | 8.97 | 20.25 | 5.56 | 20.56 | 3.21 | 11.98 | 1.85 | 7.69 | 6.82 | 4.44 | 4.97 | 6.62 | 11.67 | 8.11 | 16.84 | 32.26 | 5.87 | 7.06 | 3.72 | 5.38 | 5.25 | 13.47 | 11.65 |
| Yield(%) | NA | 3.96 | 3.59 | 3.52 | 3.23 | NA | NA | … | … | NA | 0.88 | 3.68 | 2.26 | 4.11 | 4.26 | 3.07 | 2.43 | 0.45 | 4.11 | 4.81 | 2.80 | 5.47 | 3.39 | 2.93 | 1.82 | 3.30 | 2.95 | 4.68 | 4.11 | 4.09 | 3.51 | 2.59 | 2.24 | 2.58 |
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 |
|---|---|---|---|---|
| GENENTECH INC. TAX REDUCTION INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-6.55%
Feb 2006 – Feb 2009 |
0.01%
Feb 2004 – Feb 2009 |
5.12%
May 2007 – May 2017 |
5.20%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GENENTECH INC. TAX REDUCTION INVESTMENT PLAN Strategic Asset Allocation – Optimal Moderate |
19.12%
Feb 2009 – Feb 2012 |
15.62%
Feb 2009 – Feb 2014 |
9.82%
Feb 2009 – Feb 2019 |
9.70%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart