Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Royal Philips Electronics 401K Strategic Asset Allocation – Optimal Moderate | NA | 23.81% | 2.40% | 7.18% | 6.07% | 7.48% | 6.30% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Royal Philips Electronics 401K 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 (%) | -0.98 | 23.81 | 2.40 | 7.18 | 6.07 | 7.48 | 6.30 | … | … | 0.11 | 6.85 | 13.86 | -13.97 | 5.74 | 20.51 | 17.26 | -6.75 | 13.17 | 6.73 | -1.04 | 9.54 | 16.78 | 13.47 | -2.60 | 11.61 | 23.61 | -27.67 | 9.51 | 8.86 | 7.03 | 12.89 | 19.74 | -9.85 | -6.61 |
| Sharpe Ratio | NA | 0.12 | -0.21 | 0.29 | 0.41 | NA | NA | … | … | 0.01 | 0.03 | 1.13 | -1.14 | 0.62 | 1.23 | 2.38 | -0.89 | 2.95 | 0.78 | -0.12 | 1.47 | 2.42 | 1.70 | -0.17 | 0.90 | 1.18 | -1.23 | 0.64 | 0.80 | 0.69 | 1.53 | 1.71 | -0.79 | -0.74 |
| Standard Deviation(%) | NA | 8.38 | 10.44 | 11.69 | 9.85 | NA | NA | … | … | 4.60 | 8.47 | 8.49 | 13.53 | 9.17 | 16.46 | 6.66 | 9.05 | 4.24 | 8.38 | 8.68 | 6.48 | 6.91 | 7.88 | 15.76 | 12.82 | 19.91 | 23.33 | 10.19 | 6.96 | 6.99 | 7.79 | 11.14 | 13.80 | 11.99 |
| Draw Down(%) | NA | 5.61 | 20.69 | 20.99 | 20.99 | NA | NA | … | … | 0.42 | 5.61 | 8.48 | 20.77 | 6.27 | 20.78 | 3.47 | 13.28 | 1.57 | 6.57 | 8.55 | 4.88 | 5.54 | 6.52 | 15.77 | 10.63 | 18.51 | 36.80 | 6.55 | 6.29 | 4.16 | 5.10 | 8.61 | 20.59 | 17.36 |
| Yield(%) | NA | 5.36 | 3.59 | 3.29 | 2.90 | NA | NA | … | … | NA | 0.56 | 5.36 | 2.46 | 2.52 | 3.37 | 2.51 | 2.73 | 0.61 | 3.37 | 2.36 | 3.59 | 3.28 | 2.33 | 0.87 | 0.51 | 0.56 | 1.00 | 3.93 | 3.20 | 2.05 | 1.57 | 0.66 | 0.86 | 2.14 |
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 |
|---|---|---|---|---|
| Royal Philips Electronics 401K Strategic Asset Allocation – Optimal Moderate |
-9.43%
Feb 2006 – Feb 2009 |
-2.30%
Feb 2004 – Feb 2009 |
4.21%
Aug 2001 – Aug 2011 |
4.18%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Philips Electronics 401K Strategic Asset Allocation – Optimal Moderate |
18.13%
Feb 2009 – Feb 2012 |
15.47%
Feb 2009 – Feb 2014 |
10.10%
Feb 2009 – Feb 2019 |
9.08%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart