Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MILLIPORE CORPORATION EMPLOYEES’ PARTICIPATION AND SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 22.26% | 1.92% | 5.15% | 4.13% | 4.82% | 6.76% | 7.40% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MILLIPORE CORPORATION EMPLOYEES’ PARTICIPATION AND 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 (%) | -1.14 | 22.26 | 1.92 | 5.15 | 4.13 | 4.82 | 6.76 | 7.40 | NA | 8.70 | 15.83 | -18.18 | 11.83 | 6.25 | 5.86 | -5.29 | 17.31 | 5.89 | -3.51 | 0.71 | 15.46 | 8.47 | -2.40 | 5.27 | 16.97 | -4.48 | 17.70 | 16.07 | 14.45 | 13.73 | 24.21 | 3.34 | 4.15 |
| Sharpe Ratio | NA | 0.36 | -0.19 | 0.15 | 0.28 | NA | NA | 0.73 | 0.05 | 0.25 | 1.35 | -1.26 | 1.36 | 0.58 | 0.90 | -0.96 | 3.52 | 1.10 | -0.73 | 0.12 | 2.22 | 1.53 | -0.35 | 0.48 | 1.74 | -1.13 | 1.23 | 1.32 | 2.05 | 1.54 | 4.95 | 0.56 | 1.09 |
| Standard Deviation(%) | NA | 8.47 | 11.35 | 10.68 | 8.46 | NA | NA | 7.89 | 7.94 | 8.49 | 8.55 | 15.51 | 8.67 | 10.43 | 4.97 | 6.91 | 4.74 | 5.18 | 4.83 | 5.99 | 6.94 | 5.50 | 7.00 | 10.70 | 9.68 | 4.78 | 11.95 | 9.67 | 5.98 | 8.32 | 4.75 | 3.96 | 1.69 |
| Draw Down(%) | NA | 5.38 | 22.20 | 24.01 | 24.01 | NA | NA | 24.01 | 0.62 | 5.34 | 7.84 | 22.96 | 4.67 | 13.76 | 3.49 | 11.42 | 2.48 | 3.39 | 7.18 | 6.13 | 5.86 | 4.33 | 6.96 | 8.16 | 4.95 | 6.16 | 8.92 | 14.29 | 5.12 | 9.54 | 1.82 | 5.73 | 1.81 |
| Yield(%) | NA | 3.23 | 4.50 | 3.66 | 2.75 | NA | NA | 3.09 | NA | 0.51 | 3.20 | 4.10 | 5.79 | 1.93 | 3.05 | 2.43 | 0.63 | 2.39 | 0.99 | 2.87 | 0.93 | 3.13 | 2.21 | 1.23 | 1.48 | 1.42 | 9.26 | 6.62 | 4.20 | 2.56 | 3.75 | 2.44 | 3.97 |
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 |
|---|---|---|---|---|
| MILLIPORE CORPORATION EMPLOYEES’ PARTICIPATION AND SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.93%
Sep 2019 - Sep 2022 |
-1.25%
Sep 2017 - Sep 2022 |
2.43%
Oct 2013 - Oct 2023 |
3.24%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MILLIPORE CORPORATION EMPLOYEES’ PARTICIPATION AND SAVINGS PLAN Tactical Asset Allocation Moderate |
21.01%
Apr 2003 - Apr 2006 |
18.14%
Oct 2002 - Oct 2007 |
11.13%
Apr 2003 - Apr 2013 |
9.63%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart