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 Strategic Asset Allocation – Optimal Moderate | NA | 0.72% | 4.84% | 4.53% | 8.04% | 6.40% | 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 Strategic Asset Allocation – Optimal 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 (%) | 1.48 | 0.72 | 4.84 | 4.53 | 8.04 | 6.40 | NA | … | … | -1.70 | 11.49 | 4.11 | 1.44 | 2.74 | 18.24 | 12.86 | -2.53 | 12.74 | 25.34 | -25.68 | 7.85 | 11.77 | 8.37 | 13.06 | 26.22 | -15.75 | -2.12 |
| Sharpe Ratio | NA | -0.33 | 0.47 | 0.37 | 0.71 | NA | NA | … | … | -0.33 | 2.26 | 0.41 | 0.15 | 0.35 | 2.54 | 1.35 | -0.16 | 0.99 | 1.34 | -1.13 | 0.48 | 1.04 | 0.91 | 1.45 | 2.54 | -1.05 | -0.28 |
| Standard Deviation(%) | NA | 9.09 | 8.08 | 8.29 | 11.16 | NA | NA | … | … | 9.09 | 4.82 | 9.49 | 9.45 | 7.68 | 7.16 | 9.52 | 15.51 | 12.84 | 18.83 | 23.63 | 10.12 | 8.15 | 6.85 | 8.34 | 10.06 | 16.11 | 15.97 |
| Draw Down(%) | NA | 8.73 | 10.40 | 13.35 | 17.51 | NA | NA | … | … | 8.73 | 1.38 | 10.40 | 8.67 | 5.11 | 4.35 | 8.63 | 13.89 | 10.40 | 17.51 | 35.02 | 6.25 | 8.18 | 4.50 | 6.37 | 9.33 | 24.88 | 20.31 |
| Yield(%) | NA | 2.05 | 1.17 | 1.51 | 1.36 | NA | NA | … | … | 2.04 | 0.33 | 1.15 | 2.44 | 1.64 | 1.29 | 1.49 | 1.79 | 0.66 | 0.71 | 2.21 | 2.88 | 2.20 | 1.59 | 1.01 | 0.56 | 0.76 | 1.36 |
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 Strategic Asset Allocation – Optimal Moder |
-8.34%
Feb 2006 – Feb 2009 |
-1.04%
Feb 2004 – Feb 2009 |
4.41%
Feb 2006 – Feb 2016 |
5.06%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS and INVESTMENT PLAN Strategic Asset Allocation – Optimal Moder |
19.28%
Mar 2003 – Mar 2006 |
15.74%
Feb 2009 – Feb 2014 |
8.92%
Mar 2003 – Mar 2013 |
8.22%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart