Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SAINT-GOBAIN CORPORATION 401K PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate | NA | 26.80% | 1.93% | 6.31% | 4.92% | 7.06% | 7.94% | … | … |
Data as of 10/31/2024, Common starting date is 04/30/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAINT-GOBAIN CORPORATION 401K PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate | 04/30/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.44 | 26.80 | 1.93 | 6.31 | 4.92 | 7.06 | 7.94 | … | … | 0.05 | 10.18 | 14.66 | -19.57 | 16.72 | 13.68 | 8.65 | -5.88 | 15.34 | 2.58 | -3.97 | 5.50 | 14.39 | 10.56 | 7.14 | 14.57 | 25.09 | -15.13 | 15.48 | 19.59 | 12.54 | 17.62 | 14.99 |
| Sharpe Ratio | NA | 0.51 | -0.22 | 0.34 | 0.33 | NA | NA | … | … | 0.00 | 0.42 | 1.08 | -1.37 | 1.84 | 1.49 | 1.25 | -0.95 | 2.87 | 0.40 | -0.63 | 0.93 | 2.07 | 1.85 | 0.82 | 1.07 | 2.20 | -1.47 | 1.03 | 1.96 | 1.52 | 2.07 | 2.48 |
| Standard Deviation(%) | NA | 8.50 | 11.55 | 10.64 | 8.72 | NA | NA | … | … | 8.68 | 8.55 | 9.68 | 15.31 | 9.06 | 9.00 | 5.82 | 7.61 | 5.13 | 5.98 | 6.37 | 5.92 | 6.94 | 5.67 | 8.68 | 13.53 | 11.38 | 10.89 | 12.12 | 8.35 | 6.82 | 8.07 | 5.88 |
| Draw Down(%) | NA | 5.47 | 21.42 | 23.45 | 23.45 | NA | NA | … | … | 0.74 | 5.33 | 8.48 | 23.33 | 4.40 | 12.05 | 3.11 | 12.18 | 2.31 | 5.65 | 9.28 | 5.04 | 6.61 | 5.02 | 6.70 | 8.65 | 4.97 | 20.06 | 9.61 | 9.62 | 5.42 | 11.27 | 5.00 |
| Yield(%) | NA | 4.41 | 4.81 | 4.39 | 3.27 | NA | NA | … | … | NA | 0.82 | 4.42 | 5.14 | 3.73 | 4.04 | 4.18 | 2.22 | 0.17 | 3.49 | 1.58 | 3.37 | 2.71 | 5.64 | 3.31 | 2.59 | 4.14 | 4.03 | 13.47 | 9.14 | 7.26 | 3.87 | 2.11 |
Data as of 10/31/2024, Common starting date is 04/30/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAINT-GOBAIN CORPORATION 401K PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate |
-0.10%
Apr 2021 – Apr 2024 |
1.32%
Sep 2017 – Sep 2022 |
3.18%
Oct 2013 – Oct 2023 |
5.00%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAINT-GOBAIN CORPORATION 401K PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate |
19.73%
Oct 2004 – Oct 2007 |
15.04%
May 2003 – May 2008 |
12.65%
Jul 2003 – Jul 2013 |
10.19%
Jul 2003 – Jul 2018 |
Annualized Rolling Returns Comparison Chart