Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Societe Generale Employee Plan by Putnam Investments Tactical Asset Allocation Moderate | NA | -1.52% | 2.60% | 3.61% | 3.12% | 5.51% | 6.38% | 7.02% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Societe Generale Employee Plan by Putnam Investments Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
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 | 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 (%) | -0.71 | -1.52 | 2.60 | 3.61 | 3.12 | 5.51 | 6.38 | 7.02 | -0.43 | 10.72 | -9.41 | 3.36 | 18.41 | 9.28 | -4.89 | 9.67 | 8.66 | -5.37 | 1.07 | 13.58 | 11.94 | -0.20 | 7.74 | 20.97 | -1.75 | 14.10 | 12.98 | 7.14 | 9.69 | 24.23 | 3.27 | 6.53 |
| Sharpe Ratio | NA | -0.01 | -0.09 | 0.49 | 0.42 | NA | NA | 0.85 | -0.08 | 0.69 | -1.22 | 0.36 | 2.03 | 1.97 | -0.80 | 1.84 | 1.81 | -0.87 | 0.18 | 2.04 | 2.33 | -0.03 | 0.77 | 2.59 | -0.59 | 1.15 | 1.22 | 0.77 | 1.14 | 4.73 | 0.50 | 0.93 |
| Standard Deviation(%) | NA | 9.19 | 9.03 | 8.38 | 7.25 | NA | NA | 7.13 | 8.86 | 9.31 | 8.85 | 9.17 | 8.97 | 4.00 | 7.72 | 4.92 | 4.68 | 6.17 | 5.97 | 6.64 | 5.10 | 7.99 | 10.00 | 8.06 | 4.55 | 9.67 | 7.94 | 6.43 | 7.66 | 4.97 | 4.33 | 4.55 |
| Draw Down(%) | NA | 9.11 | 13.89 | 13.89 | 13.89 | NA | NA | 13.89 | 2.99 | 9.11 | 10.37 | 6.59 | 10.65 | 2.47 | 10.50 | 3.47 | 3.91 | 9.02 | 6.12 | 5.02 | 4.49 | 8.84 | 9.52 | 4.86 | 6.97 | 7.25 | 9.77 | 5.53 | 7.25 | 2.66 | 4.36 | 3.66 |
| Yield(%) | NA | 4.68 | 3.58 | 3.70 | 3.22 | NA | NA | 4.15 | 0.00 | 4.96 | 2.55 | 3.49 | 3.20 | 4.66 | 2.36 | 0.62 | 3.81 | 2.82 | 4.13 | 5.21 | 4.81 | 3.38 | 4.78 | 5.36 | 3.24 | 5.63 | 5.02 | 4.24 | 4.78 | 4.83 | 3.92 | 7.60 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Societe Generale Employee Plan by Putnam Investments Tactical Asset Allocation Moderate |
1.21%
Dec 2020 - Dec 2023 |
1.63%
Dec 2013 - Dec 2018 |
3.12%
Oct 2013 - Oct 2023 |
5.18%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Societe Generale Employee Plan by Putnam Investments Tactical Asset Allocation Moderate |
15.02%
Apr 2003 - Apr 2006 |
14.08%
Oct 2002 - Oct 2007 |
10.87%
Apr 2001 - Apr 2011 |
9.00%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart