Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Newell Rubbermaid 401(k) Savings and Retirement Plan Tactical Asset Allocation Moderate | NA | 28.55% | 5.35% | 8.96% | 7.38% | 8.94% | 9.34% | 9.45% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Newell Rubbermaid 401(k) Savings and Retirement Plan Tactical Asset Allocation 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 (%) | -0.92 | 28.55 | 5.35 | 8.96 | 7.38 | 8.94 | 9.34 | 9.45 | NA | 6.93 | 14.68 | -7.46 | 12.92 | 10.06 | 20.68 | -5.50 | 10.11 | 10.16 | -1.43 | 8.44 | 18.32 | 13.82 | 3.60 | 13.96 | 26.48 | -3.91 | 5.50 | 14.28 | 9.46 | 15.49 | 17.56 | -2.50 | 8.33 |
| Sharpe Ratio | NA | 0.16 | 0.12 | 0.33 | 0.46 | NA | NA | 0.77 | 0.09 | 0.03 | 1.18 | -0.69 | 0.95 | 0.51 | 3.19 | -0.71 | 2.02 | 1.11 | -0.16 | 1.08 | 2.46 | 1.70 | 0.23 | 1.37 | 3.08 | -0.99 | 0.27 | 1.40 | 1.06 | 1.85 | 2.17 | -0.51 | 0.99 |
| Standard Deviation(%) | NA | 13.30 | 11.80 | 14.02 | 11.35 | NA | NA | 9.82 | 9.59 | 13.35 | 8.81 | 12.82 | 13.64 | 19.38 | 6.04 | 9.54 | 4.69 | 8.96 | 8.88 | 7.81 | 7.43 | 8.09 | 15.47 | 10.12 | 8.57 | 4.88 | 9.28 | 7.86 | 6.90 | 7.88 | 7.77 | 7.06 | 6.08 |
| Draw Down(%) | NA | 10.42 | 13.01 | 25.65 | 25.65 | NA | NA | 25.65 | 0.70 | 10.42 | 7.91 | 14.61 | 7.13 | 25.65 | 3.36 | 12.93 | 1.76 | 7.71 | 9.42 | 5.87 | 4.56 | 6.03 | 15.09 | 8.19 | 4.43 | 5.79 | 7.98 | 9.07 | 5.47 | 7.01 | 7.47 | 7.20 | 4.36 |
| Yield(%) | NA | 8.03 | 7.76 | 6.34 | 5.77 | NA | NA | 0.00 | NA | 1.09 | 8.10 | 5.02 | 10.12 | 4.52 | 5.17 | 5.45 | 3.55 | 2.52 | 6.78 | 7.53 | 4.19 | 4.77 | 3.66 | 3.80 | 4.10 | 4.53 | 7.08 | 3.97 | 3.09 | 4.90 | 3.52 | 4.43 | 6.88 |
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 |
|---|---|---|---|---|
| Newell Rubbermaid 401(k) Savings and Retirement Plan Tactical Asset Allocation Moderate |
1.42%
Mar 2017 - Mar 2020 |
2.50%
Mar 2015 - Mar 2020 |
5.68%
Oct 2013 - Oct 2023 |
7.66%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Newell Rubbermaid 401(k) Savings and Retirement Plan Tactical Asset Allocation Moderate |
18.13%
Apr 2003 - Apr 2006 |
15.34%
Feb 2009 - Feb 2014 |
12.37%
Apr 2003 - Apr 2013 |
10.86%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart