Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS AND INVESTMENT PLAN V (f/k/a Tyco International (US) Inc. Retirement Savings and Investment Plan Tactical Asset Allocation Moderate | NA | 33.69% | 3.81% | 10.61% | 9.42% | 11.19% | 9.96% | 9.72% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS AND INVESTMENT PLAN V (f/k/a Tyco International (US) Inc. Retirement Savings and Investment Plan 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 (%) | -1.71 | 33.69 | 3.81 | 10.61 | 9.42 | 11.19 | 9.96 | 9.72 | NA | 17.70 | 19.46 | -19.91 | 15.55 | 19.01 | 21.27 | -3.17 | 22.30 | 8.28 | -1.01 | 8.15 | 29.72 | 13.40 | -0.95 | 20.10 | 12.64 | -10.16 | 10.85 | 11.12 | 8.85 | 14.45 | 31.75 | -8.30 | -1.57 |
| Sharpe Ratio | NA | 0.92 | 0.08 | 0.38 | 0.50 | NA | NA | 0.58 | 0.07 | 0.78 | 1.24 | -1.17 | 1.04 | 0.72 | 2.13 | -0.31 | 2.73 | 0.66 | -0.08 | 0.70 | 2.66 | 1.10 | -0.05 | 1.29 | 0.96 | -0.98 | 0.51 | 0.69 | 0.64 | 1.21 | 2.76 | -1.12 | -0.55 |
| Standard Deviation(%) | NA | 14.12 | 15.06 | 17.84 | 15.12 | NA | NA | 13.78 | 10.29 | 14.27 | 12.26 | 18.15 | 14.98 | 26.10 | 9.33 | 14.68 | 7.93 | 12.28 | 13.60 | 11.69 | 11.17 | 12.10 | 21.80 | 15.51 | 13.06 | 11.28 | 15.38 | 11.45 | 10.38 | 11.18 | 11.26 | 8.40 | 7.02 |
| Draw Down(%) | NA | 9.45 | 21.02 | 27.83 | 27.83 | NA | NA | 27.83 | 0.63 | 9.45 | 10.85 | 22.86 | 7.65 | 27.83 | 5.96 | 17.68 | 2.53 | 10.44 | 12.48 | 7.09 | 5.82 | 10.59 | 19.97 | 12.98 | 7.69 | 15.48 | 9.97 | 11.40 | 6.39 | 8.65 | 4.37 | 11.73 | 8.16 |
| Yield(%) | NA | 2.79 | 4.50 | 5.32 | 5.28 | NA | NA | 0.00 | NA | 0.50 | 3.22 | 4.55 | 7.57 | 5.86 | 6.10 | 6.77 | 9.53 | 3.88 | 2.90 | 5.86 | 7.04 | 1.81 | 1.80 | 2.57 | 1.89 | 5.73 | 3.16 | 6.12 | 3.33 | 3.24 | 1.17 | 2.37 | 2.78 |
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 |
|---|---|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS AND INVESTMENT PLAN V (f/k/a Tyco International (US) Inc. Retirement Savings and Investment Plan Tactical Asset Allocation Moderate |
-1.00%
Apr 2006 - Apr 2009 |
4.19%
May 2007 - May 2012 |
7.42%
Oct 2013 - Oct 2023 |
7.83%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS AND INVESTMENT PLAN V (f/k/a Tyco International (US) Inc. Retirement Savings and Investment Plan Tactical Asset Allocation Moderate |
21.07%
Apr 2003 - Apr 2006 |
16.51%
Oct 2002 - Oct 2007 |
13.46%
Sep 2011 - Sep 2021 |
11.98%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart