Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Nestle Investment Savings Plan Tactical Asset Allocation Moderate | NA | 19.84% | 2.78% | 6.26% | 5.22% | 5.42% | 6.02% | 6.47% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Nestle Investment Savings 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 (%) | -1.13 | 19.84 | 2.78 | 6.26 | 5.22 | 5.42 | 6.02 | 6.47 | NA | 8.85 | 11.73 | -11.07 | 6.20 | 14.99 | 11.22 | -2.09 | 10.96 | 4.54 | -2.35 | 3.90 | 14.76 | 0.76 | 1.20 | 6.39 | 11.92 | -0.79 | 8.85 | 13.09 | 4.17 | 11.56 | 17.02 | 0.97 | 6.27 |
| Sharpe Ratio | NA | 0.37 | -0.10 | 0.37 | 0.47 | NA | NA | 0.69 | 0.04 | 0.24 | 0.98 | -1.36 | 0.72 | 1.67 | 2.28 | -0.47 | 2.37 | 0.94 | -0.46 | 0.64 | 2.03 | 0.13 | 0.13 | 0.57 | 1.46 | -0.39 | 0.61 | 1.29 | 0.33 | 1.44 | 3.08 | -0.03 | 1.04 |
| Standard Deviation(%) | NA | 9.53 | 8.84 | 8.78 | 7.24 | NA | NA | 7.16 | 10.56 | 9.55 | 7.62 | 9.16 | 8.56 | 8.82 | 4.30 | 7.31 | 4.37 | 4.61 | 5.16 | 6.05 | 7.25 | 5.62 | 8.79 | 10.99 | 8.12 | 4.41 | 9.56 | 7.60 | 6.04 | 7.39 | 5.31 | 4.44 | 3.82 |
| Draw Down(%) | NA | 6.04 | 12.26 | 13.80 | 13.80 | NA | NA | 13.80 | 0.93 | 6.04 | 6.63 | 12.70 | 4.47 | 9.15 | 3.28 | 7.72 | 1.66 | 3.49 | 5.70 | 5.39 | 5.40 | 6.28 | 7.56 | 11.76 | 4.51 | 7.47 | 6.93 | 8.40 | 4.91 | 6.88 | 2.94 | 5.19 | 2.30 |
| Yield(%) | NA | 3.14 | 2.32 | 2.44 | 2.40 | NA | NA | 2.78 | NA | 0.79 | 3.25 | 1.88 | 1.22 | 2.68 | 4.44 | 2.02 | 0.29 | 2.73 | 1.77 | 3.70 | 1.72 | 2.46 | 1.94 | 2.49 | 3.36 | 3.23 | 3.08 | 2.85 | 2.48 | 2.66 | 3.76 | 3.74 | 5.39 |
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 |
|---|---|---|---|---|
| Nestle Investment Savings Plan Tactical Asset Allocation Moderate |
0.89%
Apr 2021 - Apr 2024 |
2.87%
Apr 2011 - Apr 2016 |
3.83%
Oct 2013 - Oct 2023 |
4.42%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Nestle Investment Savings Plan Tactical Asset Allocation Moderate |
12.51%
Apr 2003 - Apr 2006 |
11.72%
Oct 2002 - Oct 2007 |
8.28%
Apr 2001 - Apr 2011 |
7.13%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart