Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HERCULES INCORPORATED SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 21.11% | 0.40% | 8.03% | 7.09% | 7.52% | 6.84% | 6.79% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HERCULES INCORPORATED SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -0.93 | 21.11 | 0.40 | 8.03 | 7.09 | 7.52 | 6.84 | 6.79 | NA | 6.04 | 12.31 | -16.30 | 5.98 | 28.49 | 20.79 | -6.82 | 17.81 | 5.20 | 0.97 | 3.21 | 12.46 | 10.31 | 1.75 | 11.40 | 19.27 | -18.86 | 9.15 | 11.12 | 6.00 | 11.79 | 21.73 | -7.68 | 0.99 |
| Sharpe Ratio | NA | 0.08 | -0.28 | 0.28 | 0.46 | NA | NA | 0.50 | 0.09 | -0.06 | 0.89 | -1.10 | 0.57 | 1.51 | 2.51 | -0.77 | 3.39 | 0.56 | 0.11 | 0.44 | 1.90 | 1.85 | 0.17 | 1.30 | 1.41 | -1.16 | 0.72 | 1.11 | 0.72 | 1.45 | 2.70 | -0.79 | -0.13 |
| Standard Deviation(%) | NA | 9.88 | 12.09 | 13.43 | 11.19 | NA | NA | 10.25 | 7.61 | 9.93 | 9.09 | 16.04 | 10.50 | 18.73 | 7.71 | 10.62 | 5.08 | 8.91 | 8.58 | 7.27 | 6.53 | 5.53 | 10.29 | 8.72 | 13.62 | 17.05 | 8.58 | 7.05 | 5.28 | 7.47 | 7.78 | 11.09 | 9.79 |
| Draw Down(%) | NA | 6.31 | 21.49 | 24.14 | 24.14 | NA | NA | 30.52 | 0.48 | 6.28 | 8.36 | 22.19 | 7.83 | 20.02 | 4.51 | 14.09 | 1.70 | 7.44 | 9.39 | 5.69 | 6.44 | 4.29 | 9.24 | 6.63 | 14.39 | 29.50 | 5.37 | 7.65 | 3.61 | 7.94 | 7.33 | 18.34 | 13.17 |
| Yield(%) | NA | 3.81 | 5.94 | 4.82 | 3.80 | NA | NA | 3.67 | NA | 0.59 | 4.10 | 4.74 | 7.98 | 3.96 | 2.65 | 3.08 | 0.35 | 3.39 | 3.02 | 3.96 | 3.57 | 2.36 | 2.73 | 2.49 | 2.75 | 4.87 | 5.83 | 4.93 | 4.09 | 2.87 | 2.57 | 3.28 | 4.24 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HERCULES INCORPORATED SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.70%
Feb 2006 - Feb 2009 |
0.22%
Feb 2004 - Feb 2009 |
4.88%
Feb 2006 - Feb 2016 |
5.14%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HERCULES INCORPORATED SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.04%
Dec 2018 - Dec 2021 |
13.77%
Feb 2016 - Feb 2021 |
9.73%
Sep 2011 - Sep 2021 |
8.82%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart