Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CONOCOPHILLIPS SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 21.85% | 3.57% | 7.17% | 5.95% | 6.60% | 6.13% | 6.43% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CONOCOPHILLIPS SAVINGS 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 (%) | -0.94 | 21.85 | 3.57 | 7.17 | 5.95 | 6.60 | 6.13 | 6.43 | NA | 4.66 | 17.11 | -12.12 | 7.69 | 14.97 | 16.64 | -7.56 | 12.99 | 5.60 | 0.95 | 1.62 | 10.86 | 10.04 | 1.91 | 12.23 | 17.25 | -17.62 | 8.39 | 10.69 | 6.23 | 11.40 | 21.22 | -3.81 | 3.71 |
| Sharpe Ratio | NA | -0.07 | -0.12 | 0.27 | 0.39 | NA | NA | 0.50 | 0.07 | -0.21 | 1.53 | -0.99 | 0.77 | 0.82 | 2.09 | -0.82 | 3.01 | 0.62 | 0.11 | 0.23 | 1.72 | 1.72 | 0.17 | 1.39 | 1.41 | -1.25 | 0.68 | 1.20 | 0.84 | 1.62 | 2.65 | -0.54 | 0.17 |
| Standard Deviation(%) | NA | 9.20 | 10.69 | 12.35 | 10.49 | NA | NA | 9.50 | 8.50 | 9.20 | 8.40 | 13.65 | 10.02 | 17.89 | 7.30 | 10.82 | 4.11 | 8.75 | 8.62 | 6.99 | 6.28 | 5.81 | 10.98 | 8.75 | 12.18 | 14.84 | 7.93 | 6.19 | 4.85 | 6.46 | 7.76 | 9.11 | 8.02 |
| Draw Down(%) | NA | 6.34 | 19.53 | 20.07 | 20.07 | NA | NA | 30.11 | 0.64 | 6.34 | 7.64 | 19.53 | 7.30 | 20.07 | 3.64 | 14.53 | 1.52 | 8.22 | 8.95 | 5.23 | 6.25 | 4.46 | 11.07 | 6.91 | 13.88 | 27.40 | 5.60 | 6.57 | 3.46 | 7.06 | 7.23 | 14.91 | 9.54 |
| Yield(%) | NA | 5.08 | 4.79 | 3.71 | 3.05 | NA | NA | 3.78 | NA | 0.53 | 5.42 | 4.35 | 3.92 | 2.38 | 2.14 | 2.16 | 0.43 | 3.16 | 3.60 | 3.52 | 2.42 | 3.77 | 2.94 | 3.90 | 4.11 | 4.18 | 6.68 | 5.69 | 4.90 | 4.10 | 3.56 | 3.39 | 5.76 |
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 |
|---|---|---|---|---|
| CONOCOPHILLIPS SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.02%
Feb 2006 - Feb 2009 |
0.09%
Feb 2004 - Feb 2009 |
4.16%
Sep 2012 - Sep 2022 |
3.98%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CONOCOPHILLIPS SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.55%
Feb 2009 - Feb 2012 |
13.19%
Feb 2009 - Feb 2014 |
8.36%
Feb 2009 - Feb 2019 |
7.98%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart