Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Roche Deferred Compensation Plan Tactical Asset Allocation Moderate | NA | 19.48% | 1.44% | 5.91% | 5.14% | 7.19% | 9.25% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Roche Deferred Compensation Plan Tactical Asset Allocation 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 (%) | -1.12 | 19.48 | 1.44 | 5.91 | 5.14 | 7.19 | 9.25 | … | … | 0.60 | 4.93 | 11.10 | -15.59 | 16.05 | 11.35 | 16.11 | -6.98 | 9.55 | 7.20 | -2.76 | 4.90 | 16.72 | 14.89 | 1.53 | 14.55 | 26.05 | 2.87 | 18.15 | 16.72 | 16.23 | 14.18 | 23.95 | 2.16 | 6.42 |
| Sharpe Ratio | NA | 0.06 | -0.28 | 0.22 | 0.28 | NA | NA | … | … | 0.05 | -0.17 | 0.83 | -1.38 | 1.54 | 0.63 | 2.39 | -0.95 | 1.96 | 0.80 | -0.30 | 0.63 | 2.19 | 1.89 | 0.10 | 1.15 | 2.22 | 0.33 | 1.24 | 1.39 | 1.84 | 1.43 | 3.46 | 0.19 | 0.77 |
| Standard Deviation(%) | NA | 9.61 | 10.16 | 12.12 | 10.15 | NA | NA | … | … | 10.71 | 9.78 | 8.27 | 12.31 | 10.37 | 17.54 | 6.16 | 8.77 | 4.56 | 8.74 | 9.24 | 7.70 | 7.63 | 7.87 | 15.54 | 12.53 | 11.69 | 5.97 | 12.27 | 9.71 | 7.63 | 9.29 | 6.71 | 5.46 | 5.31 |
| Draw Down(%) | NA | 8.34 | 15.27 | 21.63 | 21.63 | NA | NA | … | … | 0.78 | 8.33 | 7.50 | 19.06 | 5.21 | 21.63 | 2.82 | 12.16 | 2.20 | 7.08 | 10.15 | 5.82 | 7.76 | 5.16 | 15.51 | 9.41 | 5.44 | 5.01 | 9.77 | 11.45 | 5.67 | 12.74 | 4.74 | 4.28 | 4.10 |
| Yield(%) | NA | 2.33 | 2.79 | 3.79 | 3.88 | NA | NA | … | … | NA | 1.36 | 2.39 | 3.09 | 2.02 | 7.51 | 4.19 | 2.92 | 2.63 | 3.74 | 4.83 | 5.39 | 4.84 | 4.30 | 4.95 | 5.02 | 7.05 | 9.12 | 12.65 | 10.56 | 9.45 | 5.75 | 4.72 | 6.38 | 8.26 |
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 |
|---|---|---|---|---|
| Roche Deferred Compensation Plan Tactical Asset Allocation Moderate |
-0.53%
Dec 2021 – Dec 2024 |
1.25%
Mar 2015 – Mar 2020 |
3.81%
Oct 2013 – Oct 2023 |
5.91%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Roche Deferred Compensation Plan Tactical Asset Allocation Moderate |
21.24%
Apr 2003 – Apr 2006 |
18.67%
Oct 2002 – Oct 2007 |
15.59%
Apr 2003 – Apr 2013 |
12.33%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart