Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CANADIAN NATIONAL RAILWAY COMPANY UNION SAVINGS PLAN FOR U.S. OPERATIONS Tactical Asset Allocation Moderate | NA | 1.64% | 2.12% | 1.95% | 2.36% | 4.19% | 5.05% | 5.62% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CANADIAN NATIONAL RAILWAY COMPANY UNION SAVINGS PLAN FOR U.S. OPERATIONS Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.51 | 1.64 | 2.12 | 1.95 | 2.36 | 4.19 | 5.05 | 5.62 | 1.06 | 13.34 | -13.27 | 7.55 | 8.71 | 6.76 | -2.54 | 8.80 | 4.76 | -1.21 | 1.05 | 12.61 | 5.90 | -1.53 | 8.91 | 16.09 | -3.22 | 9.52 | 12.88 | 4.92 | 9.96 | 18.57 | 3.31 | 6.54 |
| Sharpe Ratio | NA | 0.79 | 0.02 | 0.35 | 0.35 | NA | NA | 0.68 | 0.10 | 1.21 | -1.52 | 0.89 | 1.00 | 1.24 | -0.52 | 1.75 | 1.13 | -0.25 | 0.17 | 1.90 | 1.08 | -0.19 | 0.78 | 1.97 | -1.01 | 0.66 | 1.30 | 0.45 | 1.14 | 2.93 | 0.51 | 1.16 |
| Standard Deviation(%) | NA | 7.48 | 8.51 | 7.94 | 6.83 | NA | NA | 7.03 | 7.80 | 7.51 | 9.63 | 8.42 | 8.49 | 4.33 | 7.45 | 4.68 | 4.05 | 4.99 | 5.98 | 6.61 | 5.39 | 8.02 | 11.34 | 8.11 | 4.09 | 9.85 | 7.39 | 6.13 | 7.95 | 6.10 | 4.33 | 3.66 |
| Draw Down(%) | NA | 6.61 | 15.02 | 15.02 | 15.02 | NA | NA | 15.02 | 1.59 | 6.61 | 13.84 | 4.24 | 10.83 | 3.12 | 7.92 | 3.71 | 3.20 | 5.48 | 5.82 | 5.37 | 4.96 | 8.41 | 10.22 | 4.42 | 6.53 | 7.37 | 8.67 | 4.83 | 6.94 | 3.50 | 4.91 | 2.77 |
| Yield(%) | NA | 3.95 | 3.70 | 3.82 | 3.37 | NA | NA | 3.74 | 0.01 | 4.20 | 2.37 | 4.66 | 4.26 | 3.75 | 2.82 | 0.23 | 2.40 | 5.12 | 4.17 | 2.48 | 3.59 | 1.76 | 4.34 | 4.69 | 2.66 | 5.27 | 5.39 | 2.92 | 3.45 | 3.47 | 5.30 | 6.65 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| CANADIAN NATIONAL RAILWAY COMPANY UNION SAVINGS PLAN FOR U.S. OPERATIONS Tactical Asset Allocation Moderate |
-0.06%
Oct 2017 - Oct 2020 |
0.94%
Nov 2017 - Nov 2022 |
2.36%
Oct 2013 - Oct 2023 |
3.64%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CANADIAN NATIONAL RAILWAY COMPANY UNION SAVINGS PLAN FOR U.S. OPERATIONS Tactical Asset Allocation Moderate |
12.81%
Apr 2003 - Apr 2006 |
12.02%
Oct 2002 - Oct 2007 |
9.11%
Apr 2001 - Apr 2011 |
7.34%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart