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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.01% | 2.97% | 7.08% | 6.33% | 7.02% | 7.15% | 6.98% |
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 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 (%) | -1.08 | 19.01 | 2.97 | 7.08 | 6.33 | 7.02 | 7.15 | 6.98 | NA | 9.47 | 12.89 | -11.54 | 9.46 | 13.75 | 18.56 | -6.97 | 13.21 | 6.46 | 0.51 | 8.06 | 18.36 | 4.02 | -0.24 | 10.15 | 14.59 | 4.08 | 6.71 | 11.79 | 1.33 | 6.48 | 14.95 | -1.13 | 1.95 |
| Sharpe Ratio | NA | 0.51 | -0.06 | 0.32 | 0.44 | NA | NA | 0.58 | 0.06 | 0.36 | 1.07 | -0.93 | 1.08 | 0.72 | 2.48 | -0.85 | 2.74 | 0.75 | 0.05 | 1.09 | 2.52 | 0.54 | -0.02 | 0.84 | 1.42 | 0.62 | 0.41 | 0.98 | -0.12 | 0.67 | 2.05 | -0.36 | -0.04 |
| Standard Deviation(%) | NA | 7.91 | 10.38 | 12.25 | 10.35 | NA | NA | 9.34 | 6.31 | 7.96 | 8.08 | 13.96 | 8.69 | 18.73 | 6.92 | 9.75 | 4.59 | 8.34 | 9.51 | 7.35 | 7.28 | 7.42 | 12.45 | 11.93 | 10.22 | 5.10 | 9.12 | 8.66 | 7.07 | 8.22 | 6.96 | 6.27 | 8.24 |
| Draw Down(%) | NA | 5.00 | 17.25 | 21.67 | 21.67 | NA | NA | 21.67 | 0.43 | 5.00 | 6.81 | 17.35 | 3.62 | 21.67 | 3.42 | 13.53 | 1.70 | 6.76 | 7.81 | 4.21 | 4.60 | 5.56 | 13.27 | 11.40 | 5.31 | 2.85 | 5.62 | 8.43 | 4.99 | 7.08 | 3.80 | 7.85 | 9.78 |
| Yield(%) | NA | 3.08 | 2.30 | 2.37 | 2.02 | NA | NA | 2.68 | NA | 0.74 | 3.19 | 1.60 | 1.61 | 2.12 | 2.99 | 1.55 | 0.44 | 2.28 | 1.97 | 1.79 | 1.71 | 2.33 | 2.07 | 2.06 | 3.60 | 4.20 | 2.96 | 3.42 | 2.67 | 2.78 | 3.88 | 4.36 | 5.19 |
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 Strategic Asset Allocation - Equal Weight Moderate |
1.68%
Mar 2017 - Mar 2020 |
2.87%
Mar 2015 - Mar 2020 |
4.93%
Mar 2010 - Mar 2020 |
6.00%
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 Strategic Asset Allocation - Equal Weight Moderate |
13.86%
Dec 2018 - Dec 2021 |
10.17%
Apr 2005 - Apr 2010 |
8.36%
Apr 2005 - Apr 2015 |
8.11%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart