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 VI (f/k/a Tyco International (US) Inc. Retirement Savings and Investment Plan Tactical Asset Allocation Moderate | NA | 16.15% | 5.53% | 7.08% | 5.53% | 5.34% | NA | 5.49% |
Data as of 09/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS AND INVESTMENT PLAN VI (f/k/a Tyco International (US) Inc. Retirement Savings and Investment Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.40 | 16.15 | 5.53 | 7.08 | 5.53 | 5.34 | NA | 5.49 | 19.99 | 11.51 | -3.68 | 14.79 | 3.42 | -1.64 | 2.20 | 14.86 | 7.93 | -7.55 | 3.19 | 16.66 | -9.29 | 9.81 | 9.59 | 8.53 | 8.92 | 16.50 | -2.22 | -1.79 |
| Sharpe Ratio | NA | 1.44 | 0.65 | 0.81 | 0.49 | NA | NA | 0.48 | 1.35 | 1.11 | -0.47 | 2.29 | 0.37 | -0.16 | 0.22 | 2.16 | 0.78 | -0.38 | 0.20 | 1.65 | -1.42 | 0.62 | 0.76 | 0.83 | 0.96 | 1.96 | -0.82 | -0.91 |
| Standard Deviation(%) | NA | 14.35 | 11.58 | 10.14 | 11.23 | NA | NA | 10.21 | 14.59 | 9.09 | 10.64 | 6.19 | 8.68 | 10.52 | 9.86 | 6.87 | 10.07 | 19.77 | 15.71 | 10.06 | 7.17 | 11.02 | 8.35 | 7.68 | 8.31 | 8.08 | 4.08 | 4.48 |
| Draw Down(%) | NA | 10.72 | 11.75 | 11.75 | 20.28 | NA | NA | 20.28 | 10.72 | 6.27 | 11.50 | 1.92 | 5.96 | 9.88 | 8.99 | 4.14 | 11.61 | 20.28 | 18.14 | 5.44 | 11.20 | 6.45 | 7.47 | 4.41 | 6.76 | 3.81 | 4.71 | 4.88 |
| Yield(%) | NA | 3.25 | 1.96 | 1.99 | 2.14 | NA | NA | 2.06 | 0.41 | 4.21 | 1.58 | 0.11 | 3.87 | 2.65 | 2.48 | 2.82 | 1.76 | 1.17 | 1.25 | 0.61 | 0.59 | 5.56 | 2.70 | 1.83 | 1.32 | 1.01 | 1.16 | 2.05 |
Data as of 09/30/2020, 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 VI (f/k/a Tyco International (US) Inc. Retirement Savings and Investment Plan Tactical Asset Allocation Moderate |
-0.22%
Aug 2007 - Aug 2010 |
0.55%
Apr 2011 - Apr 2016 |
3.16%
Apr 2010 - Apr 2020 |
4.55%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TYCO INTERNATIONAL RETIREMENT SAVINGS AND INVESTMENT PLAN VI (f/k/a Tyco International (US) Inc. Retirement Savings and Investment Plan Tactical Asset Allocation Moderate |
13.35%
Apr 2003 - Apr 2006 |
11.29%
Oct 2002 - Oct 2007 |
6.88%
Apr 2001 - Apr 2011 |
6.64%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart