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 Strategic Asset Allocation - Equal Weight Moderate | NA | 23.30% | 4.45% | 7.02% | 5.44% | 5.99% | 6.56% | 7.24% |
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 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 | 23.30 | 4.45 | 7.02 | 5.44 | 5.99 | 6.56 | 7.24 | NA | 3.76 | 14.48 | -8.48 | 10.31 | 7.83 | 14.61 | -7.35 | 9.84 | 6.95 | -0.22 | 4.78 | 16.38 | 4.74 | 1.98 | 4.32 | 21.39 | -3.65 | 4.69 | 11.03 | 6.88 | 13.16 | 23.46 | 4.14 | 2.12 |
| Sharpe Ratio | NA | -0.21 | -0.10 | 0.22 | 0.30 | NA | NA | 0.60 | 0.05 | -0.30 | 1.16 | -0.69 | 0.96 | 0.39 | 1.84 | -0.99 | 1.79 | 0.65 | -0.03 | 0.64 | 2.31 | 0.60 | 0.22 | 0.47 | 2.46 | -0.91 | 0.20 | 1.17 | 0.77 | 1.89 | 3.27 | 0.46 | -0.02 |
| Standard Deviation(%) | NA | 9.47 | 11.11 | 13.18 | 11.03 | NA | NA | 9.12 | 5.88 | 9.52 | 8.78 | 14.26 | 10.75 | 19.55 | 7.19 | 8.78 | 5.16 | 10.40 | 9.29 | 7.48 | 7.09 | 7.82 | 8.81 | 9.03 | 8.67 | 5.01 | 8.59 | 6.61 | 6.12 | 6.46 | 6.97 | 6.56 | 7.96 |
| Draw Down(%) | NA | 7.83 | 15.40 | 26.45 | 26.64 | NA | NA | 26.64 | 0.45 | 7.83 | 8.20 | 15.40 | 4.61 | 26.45 | 4.49 | 14.38 | 2.10 | 9.69 | 10.30 | 6.69 | 6.44 | 10.30 | 8.61 | 8.45 | 5.02 | 5.44 | 7.10 | 7.60 | 4.68 | 5.91 | 5.38 | 6.72 | 8.63 |
| Yield(%) | NA | 5.80 | 5.53 | 4.70 | 4.02 | NA | NA | 3.97 | NA | 0.59 | 6.06 | 3.18 | 7.24 | 3.93 | 2.62 | 3.54 | 0.24 | 3.66 | 6.49 | 3.07 | 3.19 | 4.10 | 4.18 | 3.72 | 3.82 | 4.23 | 3.69 | 3.73 | 3.07 | 3.25 | 4.56 | 3.60 | 5.50 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.21%
Mar 2017 - Mar 2020 |
-0.40%
Mar 2015 - Mar 2020 |
2.80%
Mar 2010 - Mar 2020 |
4.72%
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 Strategic Asset Allocation - Equal Weight Moderate |
15.83%
Apr 2003 - Apr 2006 |
12.85%
Oct 2002 - Oct 2007 |
9.66%
Apr 2001 - Apr 2011 |
8.46%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart