Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | -11.39% | -2.12% | 0.50% | 3.81% | 5.93% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.18 | -11.39 | -2.12 | 0.50 | 3.81 | 5.93 | NA | … | … | -12.98 | 3.69 | -1.07 | -2.00 | 8.27 | 17.69 | 10.76 | -2.18 | 0.42 | 13.58 | -10.15 | 8.78 | 18.44 | 9.34 | 21.72 | 27.24 | -9.09 | 2.31 |
| Sharpe Ratio | NA | -1.26 | -0.49 | -0.17 | 0.29 | NA | NA | … | … | -1.26 | 0.54 | -0.14 | -0.23 | 0.93 | 2.31 | 1.13 | -0.15 | 0.03 | 1.21 | -1.60 | 0.51 | 1.72 | 1.15 | 2.42 | 3.53 | -1.50 | 0.01 |
| Standard Deviation(%) | NA | 11.39 | 9.11 | 8.99 | 10.28 | NA | NA | … | … | 11.39 | 5.66 | 9.31 | 8.79 | 8.83 | 7.64 | 9.47 | 14.75 | 12.82 | 11.12 | 6.94 | 11.22 | 8.82 | 6.22 | 8.57 | 7.51 | 6.77 | 0.05 |
| Draw Down(%) | NA | 20.18 | 20.18 | 20.18 | 20.18 | NA | NA | … | … | 20.18 | 3.95 | 10.64 | 8.05 | 5.20 | 3.58 | 8.30 | 15.07 | 14.60 | 5.45 | 12.37 | 8.31 | 10.34 | 4.79 | 6.94 | 2.52 | 10.23 | 0.00 |
| Yield(%) | NA | 0.64 | 0.60 | 1.45 | 1.62 | NA | NA | … | … | 0.64 | 0.36 | 0.81 | 2.46 | 3.02 | 3.96 | 2.19 | 1.17 | 0.47 | 1.06 | 0.60 | 5.20 | 3.28 | 2.27 | 1.60 | 0.44 | 0.88 | 2.31 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate |
-2.12%
Oct 2015 – Oct 2018 |
0.35%
Nov 2013 – Nov 2018 |
3.56%
Jun 2007 – Jun 2017 |
5.85%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS and INVESTMENT PLAN Tactical Asset Allocation Moderate |
23.27%
Apr 2003 – Apr 2006 |
17.59%
Oct 2002 – Oct 2007 |
9.74%
Apr 2003 – Apr 2013 |
8.26%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart