Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Spectrum Brands 401(k) Retirement Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 24.12% | 7.08% | 7.61% | 6.04% | 5.34% | 5.66% | … | … |
Data as of 05/28/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Spectrum Brands 401(k) Retirement Savings Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 08/04/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.28 | 24.12 | 7.08 | 7.61 | 6.04 | 5.34 | 5.66 | … | … | 3.62 | 13.00 | 13.33 | -5.81 | 9.18 | 5.18 | 0.46 | 4.02 | 17.05 | 9.78 | -2.03 | 11.20 | 20.01 | -24.17 | 6.22 | 9.07 | 8.80 | 12.55 | 23.34 | -10.32 | 2.67 |
| Sharpe Ratio | NA | 1.55 | 0.41 | 0.58 | 0.64 | NA | NA | … | … | 0.35 | 0.67 | 1.55 | -0.76 | 1.73 | 0.59 | 0.05 | 0.59 | 2.62 | 1.21 | -0.14 | 0.99 | 1.20 | -1.13 | 0.36 | 0.79 | 1.01 | 1.56 | 2.42 | -0.91 | 0.03 |
| Standard Deviation(%) | NA | 10.17 | 13.29 | 11.03 | 10.26 | NA | NA | … | … | 10.18 | 19.05 | 7.68 | 9.39 | 4.93 | 8.41 | 8.65 | 6.81 | 6.50 | 8.01 | 14.68 | 11.26 | 16.65 | 22.12 | 8.90 | 7.37 | 6.54 | 7.44 | 9.37 | 12.58 | 11.09 |
| Draw Down(%) | NA | 5.22 | 23.50 | 23.50 | 23.50 | NA | NA | … | … | 5.22 | 23.17 | 3.85 | 13.96 | 1.72 | 8.69 | 7.56 | 5.01 | 2.90 | 6.79 | 14.05 | 9.42 | 15.79 | 32.94 | 6.59 | 7.43 | 4.35 | 5.69 | 7.81 | 20.47 | 14.88 |
| Yield(%) | NA | 5.81 | 3.63 | 3.07 | 3.26 | NA | NA | … | … | 0.00 | 6.13 | 1.94 | 3.47 | 0.26 | 4.20 | 6.60 | 3.45 | 3.55 | 0.85 | 3.22 | 1.23 | 0.58 | 2.10 | 6.72 | 3.14 | 3.28 | 0.64 | 2.30 | 0.74 | 2.44 |
Data as of 05/28/2021, 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 |
|---|---|---|---|---|
| The Spectrum Brands 401(k) Retirement Savings Plan Strategic Asset Allocation – Optimal Moderate |
-8.22%
Feb 2006 – Feb 2009 |
-1.26%
Feb 2004 – Feb 2009 |
3.59%
Jan 2006 – Jan 2016 |
3.73%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Spectrum Brands 401(k) Retirement Savings Plan Strategic Asset Allocation – Optimal Moderate |
17.03%
Mar 2003 – Mar 2006 |
13.56%
Feb 2009 – Feb 2014 |
8.36%
Feb 2009 – Feb 2019 |
7.18%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart