Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LENOVO SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.67% | 0.56% | 6.22% | 6.37% | 7.83% | 7.49% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LENOVO 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 (%) | -1.05 | 24.67 | 0.56 | 6.22 | 6.37 | 7.83 | 7.49 | … | … | 0.16 | 5.79 | 14.87 | -18.41 | 8.93 | 18.08 | 18.14 | -5.00 | 14.95 | 6.98 | 0.84 | 6.01 | 13.21 | 14.47 | 1.91 | 14.57 | 25.16 | -21.04 | 9.63 | 13.43 | 10.22 | 15.27 | 22.71 | -1.87 | -1.25 |
| Sharpe Ratio | NA | 0.05 | -0.32 | 0.19 | 0.41 | NA | NA | … | … | 0.01 | -0.09 | 1.16 | -1.31 | 1.06 | 0.95 | 2.64 | -0.75 | 3.34 | 0.80 | 0.10 | 0.94 | 1.80 | 1.94 | 0.13 | 1.27 | 1.44 | -0.99 | 0.72 | 1.34 | 1.20 | 1.85 | 3.08 | -0.33 | -0.43 |
| Standard Deviation(%) | NA | 8.57 | 11.35 | 12.72 | 10.38 | NA | NA | … | … | 7.35 | 8.65 | 9.13 | 15.09 | 8.36 | 18.72 | 6.34 | 8.46 | 4.28 | 8.46 | 8.24 | 6.39 | 7.32 | 7.43 | 14.44 | 11.37 | 17.43 | 22.15 | 9.22 | 7.56 | 6.71 | 7.76 | 7.15 | 9.11 | 8.18 |
| Draw Down(%) | NA | 7.05 | 22.44 | 25.59 | 25.59 | NA | NA | … | … | 0.63 | 6.99 | 9.19 | 23.63 | 5.24 | 22.74 | 2.79 | 12.04 | 1.47 | 6.77 | 7.46 | 4.72 | 7.56 | 5.17 | 13.01 | 7.80 | 15.61 | 33.90 | 5.52 | 7.16 | 3.89 | 6.89 | 5.77 | 11.59 | 10.35 |
| Yield(%) | NA | 4.23 | 5.53 | 5.11 | 4.80 | NA | NA | … | … | NA | 0.81 | 4.32 | 5.64 | 5.83 | 5.59 | 2.91 | 4.52 | 4.44 | 3.82 | 4.68 | 5.60 | 4.17 | 5.20 | 3.37 | 3.86 | 3.19 | 4.22 | 6.18 | 5.78 | 5.87 | 5.37 | 2.92 | 3.84 | 4.21 |
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 |
|---|---|---|---|---|
| LENOVO SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-5.48%
Feb 2006 – Feb 2009 |
1.44%
Feb 2004 – Feb 2009 |
4.74%
Oct 2013 – Oct 2023 |
5.35%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LENOVO SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
20.60%
Feb 2009 – Feb 2012 |
16.90%
Feb 2009 – Feb 2014 |
11.06%
Feb 2009 – Feb 2019 |
9.64%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart