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 Tactical Asset Allocation Moderate | NA | 21.72% | 14.48% | 12.34% | 12.72% | 11.26% | NA | 10.26% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tyco International Retirement Savings and Investment Plan V Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.27 | 21.72 | 14.48 | 12.34 | 12.72 | 11.26 | NA | 10.26 | 1.12 | 22.79 | 5.52 | 0.87 | 8.25 | 29.92 | 13.42 | 0.31 | 19.16 | 13.20 | -6.34 | 11.65 | 11.47 | 8.04 | 13.29 | 30.45 | -8.32 | -2.97 |
| Sharpe Ratio | NA | 0.20 | 0.74 | 0.67 | 0.82 | NA | NA | 0.64 | 0.00 | 2.80 | 0.45 | 0.06 | 0.72 | 2.69 | 1.15 | 0.01 | 1.17 | 1.07 | -0.92 | 0.55 | 0.74 | 0.55 | 0.99 | 2.39 | -1.14 | -0.72 |
| Standard Deviation(%) | NA | 14.36 | 11.98 | 12.06 | 13.74 | NA | NA | 12.65 | 15.15 | 7.90 | 11.85 | 13.58 | 11.48 | 11.12 | 11.67 | 22.16 | 16.23 | 12.27 | 7.88 | 15.71 | 11.05 | 10.73 | 12.43 | 12.47 | 8.29 | 7.37 |
| Draw Down(%) | NA | 12.03 | 14.31 | 16.79 | 19.02 | NA | NA | 19.02 | 12.03 | 2.54 | 12.19 | 12.11 | 7.11 | 6.43 | 10.45 | 19.02 | 13.44 | 6.58 | 12.03 | 10.02 | 10.48 | 6.77 | 11.03 | 5.02 | 11.14 | 9.43 |
| Yield(%) | NA | 5.54 | 4.18 | 4.87 | 3.46 | NA | NA | 0.00 | 2.71 | 4.07 | 4.06 | 4.77 | 5.93 | 5.03 | 2.23 | 1.28 | 1.95 | 1.47 | 5.17 | 5.47 | 3.92 | 2.17 | 2.22 | 1.14 | 2.65 | 2.74 |
Data as of 08/31/2018, 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 Tactical Asset Allocation Moderate |
1.18%
Apr 2006 - Apr 2009 |
5.36%
Mar 2004 - Mar 2009 |
7.96%
Sep 2001 - Sep 2011 |
8.44%
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 V Tactical Asset Allocation Moderate |
19.42%
Apr 2003 - Apr 2006 |
16.60%
Feb 2009 - Feb 2014 |
12.72%
Aug 2008 - Aug 2018 |
12.23%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart