Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Danaher Corporation & Subsidiaries Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 12.28% | 8.51% | 7.71% | 6.76% | 5.72% | 6.62% | 6.82% |
Data as of 08/31/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Danaher Corporation & Subsidiaries Savings Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 11/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.64 | 12.28 | 8.51 | 7.71 | 6.76 | 5.72 | 6.62 | 6.82 | 3.36 | 18.83 | 12.79 | -7.06 | 8.21 | 5.10 | 0.79 | 2.17 | 12.11 | 12.13 | 0.60 | 9.88 | 21.09 | -20.42 | 7.50 | 9.77 | 7.81 | 11.53 | 21.13 | -0.15 | 6.78 |
| Sharpe Ratio | NA | 0.75 | 0.74 | 0.64 | 0.74 | NA | NA | 0.62 | 0.37 | 1.08 | 1.69 | -0.99 | 1.90 | 0.57 | 0.09 | 0.32 | 2.05 | 2.19 | 0.06 | 1.21 | 1.52 | -1.25 | 0.54 | 1.01 | 1.02 | 1.56 | 3.47 | -0.19 | 0.71 |
| Standard Deviation(%) | NA | 8.73 | 11.98 | 10.07 | 8.76 | NA | NA | 9.07 | 9.00 | 17.26 | 6.73 | 8.45 | 3.99 | 8.57 | 8.43 | 6.69 | 5.90 | 5.51 | 10.17 | 8.09 | 13.82 | 17.09 | 8.29 | 6.47 | 5.54 | 6.79 | 5.89 | 6.68 | 6.30 |
| Draw Down(%) | NA | 6.35 | 20.48 | 20.48 | 20.48 | NA | NA | 34.07 | 6.35 | 20.48 | 3.31 | 12.97 | 1.86 | 8.49 | 8.31 | 5.79 | 6.01 | 4.79 | 10.35 | 6.93 | 16.96 | 30.63 | 5.73 | 7.20 | 4.41 | 6.34 | 4.61 | 10.81 | 6.51 |
| Yield(%) | NA | 4.03 | 4.28 | 2.97 | 3.75 | NA | NA | 4.25 | 0.62 | 4.40 | 2.22 | 6.50 | 0.53 | 2.49 | 6.14 | 4.04 | 6.03 | 4.58 | 3.14 | 3.91 | 3.85 | 5.00 | 7.20 | 3.73 | 3.62 | 3.86 | 3.41 | 4.18 | 5.51 |
Data as of 08/31/2021, 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 |
|---|---|---|---|---|
| Danaher Corporation & Subsidiaries Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-6.36%
Feb 2006 - Feb 2009 |
-0.43%
Feb 2004 - Feb 2009 |
4.05%
Mar 2010 - Mar 2020 |
4.34%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Danaher Corporation & Subsidiaries Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
16.49%
Feb 2009 - Feb 2012 |
13.63%
Feb 2009 - Feb 2014 |
8.09%
Feb 2009 - Feb 2019 |
7.15%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart