Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Baxter Healthcare of Puerto Rico Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 19.89% | 4.01% | 7.58% | 6.32% | 7.35% | 6.77% | 6.51% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Baxter Healthcare of Puerto Rico 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 (%) | -0.78 | 19.89 | 4.01 | 7.58 | 6.32 | 7.35 | 6.77 | 6.51 | NA | 8.45 | 14.74 | -9.38 | 10.83 | 11.48 | 16.93 | -6.31 | 12.20 | 6.83 | 1.03 | 2.07 | 19.04 | 13.43 | -2.76 | 11.75 | 22.37 | -22.68 | 8.17 | 15.14 | 6.00 | 12.24 | 24.76 | -10.30 | -1.84 |
| Sharpe Ratio | NA | 0.41 | 0.04 | 0.37 | 0.48 | NA | NA | 0.43 | 0.07 | 0.24 | 1.32 | -0.81 | 1.30 | 0.59 | 2.28 | -0.87 | 2.55 | 0.73 | 0.11 | 0.29 | 2.47 | 1.45 | -0.17 | 0.84 | 1.26 | -1.04 | 0.52 | 1.47 | 0.55 | 1.27 | 2.55 | -0.89 | -0.34 |
| Standard Deviation(%) | NA | 7.61 | 9.95 | 12.12 | 10.19 | NA | NA | 11.61 | 5.94 | 7.68 | 7.97 | 13.22 | 8.34 | 19.16 | 6.80 | 8.77 | 4.53 | 9.06 | 8.97 | 7.17 | 7.71 | 9.25 | 16.64 | 13.87 | 17.72 | 22.78 | 9.88 | 8.06 | 6.95 | 8.89 | 9.45 | 12.85 | 12.34 |
| Draw Down(%) | NA | 4.30 | 15.60 | 22.05 | 22.05 | NA | NA | 37.74 | 0.34 | 4.30 | 6.93 | 16.09 | 4.20 | 22.05 | 3.83 | 12.18 | 1.51 | 6.84 | 8.03 | 7.36 | 5.92 | 8.77 | 15.87 | 11.85 | 18.58 | 33.40 | 6.18 | 8.35 | 4.72 | 6.52 | 8.26 | 18.13 | 15.83 |
| Yield(%) | NA | 3.02 | 2.42 | 2.30 | 2.22 | NA | NA | 2.60 | NA | 0.67 | 3.27 | 1.61 | 1.92 | 1.82 | 2.61 | 1.69 | 0.37 | 2.87 | 2.43 | 3.40 | 3.10 | 3.59 | 3.33 | 3.17 | 3.88 | 3.04 | 3.92 | 3.45 | 2.79 | 2.22 | 2.22 | 1.00 | 1.38 |
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 |
|---|---|---|---|---|
| Baxter Healthcare of Puerto Rico Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
-6.75%
Feb 2006 - Feb 2009 |
-0.65%
Feb 2004 - Feb 2009 |
4.94%
Oct 2013 - Oct 2023 |
4.57%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Baxter Healthcare of Puerto Rico Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
17.74%
Feb 2009 - Feb 2012 |
15.82%
Feb 2009 - Feb 2014 |
9.87%
Feb 2009 - Feb 2019 |
9.08%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart