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 Strategic Asset Allocation - Equal Weight Moderate | NA | 4.17% | 6.32% | 6.19% | 7.73% | 5.84% | NA | 5.64% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tyco International Retirement Savings and Investment Plan V Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2018 |
| 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 (%) | 1.36 | 4.17 | 6.32 | 6.19 | 7.73 | 5.84 | NA | 5.64 | 1.53 | 10.26 | 6.18 | 2.54 | 5.08 | 14.28 | 8.16 | 1.91 | 7.61 | 17.99 | -16.31 | 8.07 | 7.81 | 4.78 | 7.34 | 16.21 | -5.27 | 0.68 |
| Sharpe Ratio | NA | 0.02 | 0.64 | 0.55 | 0.80 | NA | NA | 0.49 | 0.02 | 1.80 | 0.70 | 0.26 | 0.64 | 2.50 | 1.29 | 0.20 | 1.04 | 1.16 | -1.12 | 0.76 | 0.76 | 0.49 | 0.96 | 2.07 | -0.87 | -0.22 |
| Standard Deviation(%) | NA | 9.92 | 8.15 | 8.39 | 8.94 | NA | NA | 8.69 | 9.92 | 5.34 | 8.51 | 9.50 | 7.94 | 5.70 | 6.27 | 9.37 | 7.24 | 15.38 | 15.38 | 6.66 | 5.98 | 5.28 | 6.69 | 7.50 | 7.34 | 7.54 |
| Draw Down(%) | NA | 9.24 | 9.24 | 9.85 | 15.76 | NA | NA | 28.94 | 9.24 | 1.98 | 8.18 | 7.45 | 4.82 | 3.03 | 5.05 | 7.66 | 6.50 | 15.76 | 24.46 | 3.93 | 5.82 | 3.25 | 4.84 | 5.54 | 11.19 | 10.54 |
| Yield(%) | NA | 2.58 | 2.25 | 2.37 | 1.95 | NA | NA | 2.47 | 2.57 | 0.25 | 3.97 | 2.00 | 3.11 | 2.47 | 1.32 | 1.42 | 0.95 | 1.42 | 1.64 | 6.45 | 5.59 | 3.25 | 1.70 | 1.71 | 1.93 | 2.71 |
Data as of 10/31/2018, 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 Strategic Asset Allocation - Equal Weight Moderate |
-4.69%
Feb 2006 - Feb 2009 |
-0.55%
Feb 2004 - Feb 2009 |
4.46%
Aug 2001 - Aug 2011 |
4.74%
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 Strategic Asset Allocation - Equal Weight Moderate |
14.47%
Feb 2009 - Feb 2012 |
12.51%
Feb 2009 - Feb 2014 |
8.25%
Nov 2008 - Nov 2018 |
6.90%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart