Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE PROCTER & GAMBLE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 22.95% | 3.44% | 7.60% | 6.76% | 7.88% | 7.52% | 8.35% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE PROCTER & GAMBLE SAVINGS 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 (%) | -1.19 | 22.95 | 3.44 | 7.60 | 6.76 | 7.88 | 7.52 | 8.35 | NA | 13.05 | 14.40 | -14.34 | 13.87 | 11.20 | 18.11 | -3.94 | 11.86 | 9.65 | -2.04 | 8.86 | 16.23 | 11.50 | 4.00 | 8.44 | 14.35 | -1.97 | 5.32 | 8.88 | 3.64 | 11.33 | 24.28 | 5.90 | 7.79 |
| Sharpe Ratio | NA | 0.88 | 0.01 | 0.36 | 0.49 | NA | NA | 0.72 | 0.05 | 0.76 | 1.29 | -1.11 | 1.40 | 0.57 | 2.37 | -0.54 | 2.54 | 1.14 | -0.24 | 1.23 | 2.13 | 1.53 | 0.28 | 0.75 | 1.40 | -0.53 | 0.24 | 0.83 | 0.19 | 1.15 | 2.99 | 1.06 | 1.04 |
| Standard Deviation(%) | NA | 8.49 | 10.54 | 12.65 | 10.51 | NA | NA | 9.40 | 8.33 | 8.54 | 7.84 | 14.11 | 9.86 | 19.17 | 7.05 | 9.68 | 4.42 | 8.26 | 8.76 | 7.18 | 7.60 | 7.50 | 14.23 | 11.21 | 10.16 | 5.48 | 9.56 | 6.77 | 7.60 | 9.00 | 7.90 | 4.50 | 5.24 |
| Draw Down(%) | NA | 5.46 | 17.74 | 22.12 | 22.12 | NA | NA | 22.12 | 0.65 | 5.46 | 6.09 | 18.76 | 4.06 | 22.12 | 3.62 | 12.15 | 1.83 | 5.69 | 8.95 | 4.10 | 4.78 | 5.38 | 11.58 | 9.08 | 5.39 | 4.90 | 6.36 | 5.41 | 4.92 | 7.40 | 2.92 | 3.13 | 4.36 |
| Yield(%) | NA | 2.15 | 1.97 | 1.87 | 1.97 | NA | NA | 0.00 | NA | 1.34 | 2.26 | 1.54 | 1.45 | 1.61 | 2.62 | 1.53 | 2.14 | 1.84 | 2.21 | 2.05 | 3.30 | 2.27 | 2.45 | 2.22 | 3.58 | 4.09 | 3.07 | 2.97 | 2.21 | 2.34 | 3.63 | 4.43 | 6.42 |
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 |
|---|---|---|---|---|
| THE PROCTER & GAMBLE SAVINGS PLAN Tactical Asset Allocation Moderate |
1.95%
Apr 2021 - Apr 2024 |
3.55%
Mar 2015 - Mar 2020 |
5.47%
Oct 2013 - Oct 2023 |
6.30%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE PROCTER & GAMBLE SAVINGS PLAN Tactical Asset Allocation Moderate |
14.36%
Dec 2018 - Dec 2021 |
12.08%
Jun 2009 - Jun 2014 |
9.58%
Sep 2011 - Sep 2021 |
8.97%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart