Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NORDSON EMPLOYEES SAVINGS TRUST PLAN Tactical Asset Allocation Moderate | NA | 15.35% | 0.45% | 4.78% | 4.42% | 5.58% | 6.33% | 6.83% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NORDSON EMPLOYEES SAVINGS TRUST 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 (%) | -1.33 | 15.35 | 0.45 | 4.78 | 4.42 | 5.58 | 6.33 | 6.83 | NA | 0.97 | 15.27 | -12.91 | 4.48 | 12.58 | 11.02 | -0.32 | 11.12 | 0.75 | -1.17 | 1.76 | 15.33 | 7.21 | 2.73 | 9.26 | 18.61 | -3.01 | 8.89 | 13.78 | 4.54 | 9.87 | 16.90 | 3.68 | 6.77 |
| Sharpe Ratio | NA | -0.39 | -0.27 | 0.12 | 0.29 | NA | NA | 0.72 | 0.05 | -0.54 | 1.47 | -1.21 | 0.53 | 1.61 | 1.94 | -0.21 | 2.10 | 0.11 | -0.24 | 0.31 | 2.27 | 1.57 | 0.38 | 0.83 | 2.41 | -0.95 | 0.67 | 1.48 | 0.44 | 1.33 | 3.43 | 0.67 | 1.10 |
| Standard Deviation(%) | NA | 10.41 | 10.07 | 9.31 | 7.67 | NA | NA | 7.05 | 6.34 | 10.49 | 7.47 | 11.77 | 8.33 | 7.66 | 4.95 | 7.61 | 4.98 | 4.78 | 5.02 | 5.60 | 6.75 | 4.55 | 7.12 | 11.11 | 7.69 | 4.12 | 8.87 | 7.11 | 5.39 | 6.72 | 4.73 | 3.85 | 4.07 |
| Draw Down(%) | NA | 8.73 | 16.36 | 22.23 | 22.23 | NA | NA | 22.23 | 0.44 | 8.71 | 6.39 | 17.78 | 8.05 | 9.66 | 3.18 | 8.69 | 5.04 | 5.67 | 4.99 | 5.63 | 5.30 | 4.01 | 5.20 | 7.52 | 3.99 | 6.36 | 6.30 | 8.28 | 4.80 | 5.53 | 2.18 | 4.45 | 2.78 |
| Yield(%) | NA | 4.34 | 3.71 | 4.71 | 4.10 | NA | NA | 4.17 | NA | 0.63 | 4.63 | 2.64 | 3.24 | 6.27 | 7.02 | 0.73 | 0.19 | 6.28 | 4.97 | 5.06 | 2.53 | 3.78 | 1.65 | 3.85 | 4.51 | 2.54 | 6.26 | 6.02 | 3.89 | 4.50 | 2.93 | 5.10 | 6.72 |
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 |
|---|---|---|---|---|
| NORDSON EMPLOYEES SAVINGS TRUST PLAN Tactical Asset Allocation Moderate |
-0.01%
Apr 2021 - Apr 2024 |
2.15%
Jun 2017 - Jun 2022 |
3.28%
Oct 2013 - Oct 2023 |
4.86%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NORDSON EMPLOYEES SAVINGS TRUST PLAN Tactical Asset Allocation Moderate |
12.19%
Apr 2003 - Apr 2006 |
11.50%
Oct 2002 - Oct 2007 |
9.30%
Apr 2001 - Apr 2011 |
7.93%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart