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 IV Strategic Asset Allocation – Optimal Moderate | NA | 26.57% | 4.63% | 11.04% | 8.38% | 9.36% | 7.56% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS and INVESTMENT PLAN IV 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 (%) | -1.16 | 26.57 | 4.63 | 11.04 | 8.38 | 9.36 | 7.56 | … | … | 0.47 | 11.27 | 17.80 | -15.73 | 13.47 | 31.04 | 16.57 | -4.73 | 12.44 | 5.15 | 1.07 | 8.09 | 15.87 | 11.64 | 1.93 | 16.06 | 23.32 | -25.91 | 7.43 | 8.24 | 5.31 | 7.99 | 19.68 | -13.00 | -4.94 |
| Sharpe Ratio | NA | 0.63 | 0.00 | 0.58 | 0.59 | NA | NA | … | … | 0.04 | 0.50 | 1.45 | -1.11 | 1.44 | 1.55 | 2.24 | -0.61 | 2.90 | 0.60 | 0.12 | 1.05 | 2.18 | 1.44 | 0.14 | 1.45 | 1.38 | -1.16 | 0.49 | 0.69 | 0.57 | 1.01 | 1.94 | -1.11 | -0.69 |
| Standard Deviation(%) | NA | 9.34 | 11.78 | 13.42 | 10.99 | NA | NA | … | … | 10.56 | 9.41 | 9.31 | 15.48 | 9.33 | 19.87 | 6.78 | 9.90 | 4.07 | 8.18 | 9.03 | 7.66 | 7.28 | 8.06 | 13.84 | 10.98 | 16.79 | 23.12 | 9.12 | 7.17 | 5.55 | 6.98 | 9.77 | 12.69 | 10.44 |
| Draw Down(%) | NA | 5.69 | 20.08 | 21.59 | 21.59 | NA | NA | … | … | 0.98 | 5.69 | 8.01 | 20.71 | 6.05 | 21.59 | 3.20 | 12.86 | 1.58 | 7.56 | 7.75 | 4.06 | 5.87 | 6.93 | 11.53 | 8.46 | 17.39 | 34.04 | 5.78 | 7.19 | 3.79 | 6.16 | 8.29 | 21.10 | 16.54 |
| Yield(%) | NA | 4.33 | 5.78 | 6.61 | 4.45 | NA | NA | … | … | NA | 0.60 | 4.35 | 2.94 | 9.92 | 11.41 | 4.53 | 3.70 | 0.26 | 2.52 | 2.89 | 2.12 | 5.23 | 2.37 | 2.03 | 2.29 | 2.31 | 2.32 | 4.43 | 2.92 | 2.13 | 1.02 | 0.93 | 0.92 | 1.48 |
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 |
|---|---|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS and INVESTMENT PLAN IV Strategic Asset Allocation – Optimal Mo |
-8.96%
Feb 2006 – Feb 2009 |
-3.10%
Feb 2004 – Feb 2009 |
3.75%
Feb 2001 – Feb 2011 |
4.46%
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 IV Strategic Asset Allocation – Optimal Mo |
20.45%
Feb 2009 – Feb 2012 |
16.01%
Feb 2009 – Feb 2014 |
10.68%
Dec 2011 – Dec 2021 |
10.88%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart