Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Royal Philips Electronics 401K Tactical Asset Allocation Moderate | NA | 25.74% | 5.11% | 9.33% | 6.85% | 8.29% | 7.93% | 7.27% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Royal Philips Electronics 401K 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 (%) | -0.68 | 25.74 | 5.11 | 9.33 | 6.85 | 8.29 | 7.93 | 7.27 | NA | 7.73 | 19.59 | -10.62 | 8.48 | 16.54 | 21.27 | -12.44 | 14.08 | 5.38 | 0.20 | 6.55 | 12.04 | 13.12 | 4.46 | 14.98 | 3.11 | -8.10 | 16.00 | 15.66 | 7.22 | 11.51 | 19.74 | -11.93 | 0.70 |
| Sharpe Ratio | NA | 0.20 | 0.17 | 0.41 | 0.45 | NA | NA | 0.48 | 0.04 | 0.11 | 1.82 | -0.85 | 0.82 | 0.91 | 2.81 | -1.21 | 2.62 | 0.59 | 0.02 | 0.86 | 1.68 | 1.60 | 0.31 | 1.44 | 0.17 | -0.65 | 0.97 | 1.28 | 0.59 | 1.20 | 1.98 | -0.74 | -0.11 |
| Standard Deviation(%) | NA | 10.23 | 11.15 | 12.65 | 10.77 | NA | NA | 11.52 | 12.19 | 10.26 | 8.44 | 14.05 | 10.26 | 17.87 | 7.07 | 11.32 | 5.13 | 8.71 | 8.90 | 7.57 | 7.16 | 8.15 | 14.31 | 10.36 | 17.24 | 13.80 | 13.43 | 9.65 | 8.61 | 8.78 | 9.64 | 17.68 | 15.04 |
| Draw Down(%) | NA | 7.71 | 15.64 | 20.15 | 20.15 | NA | NA | 27.79 | 1.08 | 7.71 | 6.05 | 17.58 | 6.16 | 19.85 | 3.55 | 19.90 | 2.29 | 7.06 | 9.75 | 5.76 | 4.36 | 6.24 | 11.01 | 8.05 | 20.44 | 18.64 | 9.44 | 12.06 | 6.72 | 8.10 | 4.32 | 25.28 | 19.12 |
| Yield(%) | NA | 7.58 | 4.94 | 4.73 | 4.30 | NA | NA | 0.00 | NA | 1.05 | 7.95 | 2.57 | 4.40 | 3.56 | 6.40 | 3.31 | 4.04 | 2.81 | 4.29 | 4.87 | 2.73 | 2.36 | 3.04 | 2.21 | 1.08 | 5.45 | 2.05 | 1.99 | 1.59 | 2.13 | 0.53 | 0.59 | 3.54 |
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 |
|---|---|---|---|---|
| Royal Philips Electronics 401K Tactical Asset Allocation Moderate |
-2.31%
Apr 2006 - Apr 2009 |
2.36%
Dec 2013 - Dec 2018 |
5.03%
Sep 2012 - Sep 2022 |
4.93%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Philips Electronics 401K Tactical Asset Allocation Moderate |
17.93%
Oct 2004 - Oct 2007 |
15.05%
Oct 2002 - Oct 2007 |
9.64%
Apr 2003 - Apr 2013 |
9.25%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart