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 Strategic Asset Allocation - Equal Weight Moderate | NA | 28.58% | 9.55% | 10.98% | 7.35% | 7.62% | 7.44% | 7.74% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.89 | 28.58 | 9.55 | 10.98 | 7.35 | 7.62 | 7.44 | 7.74 | NA | 16.37 | 21.57 | -6.45 | 4.11 | 15.66 | 15.79 | -5.51 | 13.54 | 4.33 | -0.83 | 0.99 | 13.51 | 11.47 | -2.35 | 11.91 | 31.08 | -27.25 | 13.25 | 12.07 | 12.03 | 15.63 | 24.19 | -1.75 | 0.36 |
| Sharpe Ratio | NA | 1.48 | 0.62 | 0.62 | 0.59 | NA | NA | 0.61 | 0.09 | 1.33 | 2.31 | -0.59 | 0.46 | 0.88 | 2.02 | -0.70 | 2.65 | 0.48 | -0.10 | 0.14 | 2.02 | 1.67 | -0.20 | 1.12 | 1.99 | -1.39 | 1.09 | 1.28 | 1.88 | 2.28 | 3.64 | -0.36 | -0.24 |
| Standard Deviation(%) | NA | 7.28 | 9.78 | 11.61 | 9.97 | NA | NA | 10.06 | 4.09 | 7.33 | 7.49 | 13.31 | 8.94 | 17.51 | 7.13 | 9.78 | 4.86 | 8.64 | 8.81 | 7.04 | 6.67 | 6.85 | 11.90 | 10.55 | 15.55 | 20.30 | 9.38 | 6.85 | 5.25 | 6.45 | 6.46 | 8.02 | 8.12 |
| Draw Down(%) | NA | 4.38 | 14.99 | 20.63 | 20.63 | NA | NA | 37.00 | 0.29 | 4.38 | 4.11 | 14.99 | 5.13 | 20.63 | 4.55 | 12.86 | 2.26 | 7.64 | 9.62 | 6.91 | 5.21 | 5.81 | 11.62 | 7.80 | 13.92 | 35.67 | 6.68 | 9.09 | 4.11 | 6.38 | 7.41 | 13.56 | 13.11 |
| Yield(%) | NA | 14.36 | 9.33 | 6.21 | 4.21 | NA | NA | 3.80 | NA | 4.77 | 13.46 | 6.21 | 2.87 | 0.90 | 2.33 | 2.89 | 0.65 | 1.84 | 3.02 | 2.94 | 1.57 | 2.78 | 2.55 | 1.29 | 1.41 | 5.92 | 8.19 | 5.23 | 4.32 | 3.18 | 3.11 | 2.25 | 3.71 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.42%
Feb 2006 - Feb 2009 |
1.20%
Feb 2004 - Feb 2009 |
4.31%
Mar 2010 - Mar 2020 |
3.95%
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 Strategic Asset Allocation - Equal Weight Moderate |
20.18%
Mar 2003 - Mar 2006 |
16.44%
Oct 2002 - Oct 2007 |
9.72%
Mar 2003 - Mar 2013 |
9.03%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart