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 Strategic Asset Allocation - Equal Weight Moderate | NA | 17.82% | 4.13% | 7.65% | 5.83% | 6.58% | 6.49% | 6.58% |
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 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 (%) | -0.91 | 17.82 | 4.13 | 7.65 | 5.83 | 6.58 | 6.49 | 6.58 | NA | 7.04 | 13.72 | -7.91 | 4.34 | 18.42 | 15.46 | -7.42 | 15.72 | 6.05 | -3.00 | 2.34 | 8.46 | 11.34 | -1.28 | 14.69 | 23.67 | -21.34 | 12.77 | 13.12 | 8.50 | 11.16 | 21.08 | -10.38 | 7.06 |
| Sharpe Ratio | NA | 0.18 | -0.02 | 0.41 | 0.46 | NA | NA | 0.51 | 0.03 | 0.06 | 1.33 | -0.81 | 0.49 | 1.20 | 2.20 | -0.98 | 3.23 | 0.64 | -0.36 | 0.36 | 1.34 | 1.77 | -0.11 | 1.53 | 1.77 | -1.33 | 1.07 | 1.41 | 1.27 | 1.31 | 1.89 | -0.83 | 0.45 |
| Standard Deviation(%) | NA | 7.49 | 8.95 | 10.48 | 9.19 | NA | NA | 9.77 | 5.97 | 7.53 | 7.13 | 11.54 | 8.79 | 15.21 | 6.38 | 8.90 | 4.68 | 9.21 | 8.38 | 6.52 | 6.30 | 6.36 | 11.44 | 9.54 | 13.32 | 16.78 | 9.17 | 6.99 | 4.98 | 7.79 | 10.77 | 13.92 | 10.60 |
| Draw Down(%) | NA | 5.28 | 15.76 | 20.63 | 20.63 | NA | NA | 32.15 | 0.57 | 5.28 | 6.11 | 15.76 | 5.46 | 20.63 | 3.77 | 13.87 | 1.56 | 6.78 | 11.06 | 6.11 | 6.62 | 5.72 | 11.71 | 6.61 | 13.02 | 29.61 | 6.33 | 8.77 | 3.16 | 5.24 | 9.50 | 21.95 | 12.07 |
| Yield(%) | NA | 5.00 | 3.21 | 3.17 | 2.74 | NA | NA | 2.29 | NA | 0.65 | 5.31 | 2.28 | 1.62 | 3.85 | 2.42 | 2.52 | 0.56 | 3.11 | 2.52 | 2.66 | 1.70 | 2.65 | 2.91 | 2.05 | 1.16 | 1.61 | 2.29 | 2.79 | 2.00 | 1.69 | 1.06 | 0.87 | 2.50 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.85%
Feb 2006 - Feb 2009 |
1.44%
Feb 2004 - Feb 2009 |
4.29%
Mar 2010 - Mar 2020 |
4.07%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Royal Philips Electronics 401K Strategic Asset Allocation - Equal Weight Moderate |
17.84%
Feb 2009 - Feb 2012 |
14.25%
Oct 2002 - Oct 2007 |
9.34%
Mar 2003 - Mar 2013 |
8.08%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart