Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMGEN RETIREMENT AND SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 20.30% | 3.72% | 8.67% | 6.76% | 8.19% | 9.76% | 9.86% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMGEN RETIREMENT AND SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.14 | 20.30 | 3.72 | 8.67 | 6.76 | 8.19 | 9.76 | 9.86 | NA | 8.43 | 15.68 | -14.42 | 18.07 | 16.11 | 21.08 | -9.86 | 10.39 | 8.41 | -2.18 | 6.32 | 10.59 | 14.15 | 6.07 | 13.14 | 19.26 | 2.32 | 19.88 | 17.64 | 14.08 | 16.78 | 21.19 | 1.06 | 1.89 |
| Sharpe Ratio | NA | 0.41 | -0.03 | 0.44 | 0.46 | NA | NA | 0.84 | 0.06 | 0.19 | 1.44 | -1.17 | 1.80 | 0.87 | 3.49 | -1.18 | 1.92 | 0.98 | -0.24 | 0.85 | 1.41 | 1.96 | 0.41 | 1.11 | 1.58 | 0.20 | 1.37 | 1.52 | 1.54 | 1.84 | 2.95 | -0.01 | -0.07 |
| Standard Deviation(%) | NA | 9.46 | 10.54 | 12.45 | 10.39 | NA | NA | 9.73 | 10.68 | 9.55 | 7.92 | 13.46 | 10.05 | 18.33 | 5.65 | 9.43 | 5.09 | 8.41 | 9.30 | 7.43 | 7.51 | 7.18 | 14.58 | 11.75 | 12.10 | 6.85 | 12.33 | 9.48 | 7.75 | 8.60 | 6.95 | 5.55 | 5.87 |
| Draw Down(%) | NA | 6.42 | 18.91 | 21.38 | 21.38 | NA | NA | 21.38 | 0.80 | 6.42 | 5.84 | 21.27 | 5.12 | 21.13 | 1.97 | 16.11 | 2.61 | 5.61 | 11.89 | 5.44 | 7.18 | 5.49 | 10.87 | 8.13 | 5.97 | 5.74 | 9.51 | 11.13 | 5.45 | 12.14 | 7.60 | 5.74 | 6.23 |
| Yield(%) | NA | 2.32 | 3.05 | 2.57 | 2.62 | NA | NA | 0.00 | NA | 1.56 | 2.04 | 2.95 | 3.31 | 1.77 | 2.75 | 2.04 | 2.44 | 3.76 | 1.73 | 2.90 | 1.73 | 3.59 | 2.95 | 3.20 | 4.54 | 5.14 | 5.92 | 3.87 | 6.21 | 4.44 | 5.29 | 2.47 | 5.53 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMGEN RETIREMENT AND SAVINGS PLAN Tactical Asset Allocation Moderate |
2.01%
Mar 2017 - Mar 2020 |
2.16%
Mar 2015 - Mar 2020 |
5.10%
Sep 2012 - Sep 2022 |
7.06%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMGEN RETIREMENT AND SAVINGS PLAN Tactical Asset Allocation Moderate |
22.36%
Apr 2003 - Apr 2006 |
19.73%
Mar 2003 - Mar 2008 |
15.31%
Apr 2003 - Apr 2013 |
11.97%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart