Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INTERNATIONAL RECTIFIER CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 36.18% | 10.50% | 10.23% | 7.35% | 7.10% | 7.35% | 7.82% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INTERNATIONAL RECTIFIER CORPORATION RETIREMENT 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 (%) | -0.79 | 36.18 | 10.50 | 10.23 | 7.35 | 7.10 | 7.35 | 7.82 | NA | 24.28 | 22.34 | -9.83 | 9.02 | 10.46 | 9.19 | -0.58 | 12.66 | 0.59 | -0.13 | 0.59 | 17.07 | 6.21 | -0.84 | 6.61 | 16.76 | -3.15 | 10.85 | 10.14 | 5.37 | 10.97 | 18.77 | 4.03 | 6.36 |
| Sharpe Ratio | NA | 1.81 | 0.84 | 0.90 | 0.76 | NA | NA | 0.86 | 0.11 | 1.63 | 2.37 | -1.16 | 0.98 | 1.28 | 1.43 | -0.23 | 2.41 | 0.10 | -0.03 | 0.08 | 2.55 | 1.19 | -0.11 | 0.57 | 1.95 | -0.98 | 0.80 | 0.88 | 0.56 | 1.37 | 3.38 | 0.79 | 1.11 |
| Standard Deviation(%) | NA | 10.85 | 9.52 | 9.16 | 7.64 | NA | NA | 7.32 | 9.07 | 10.86 | 7.63 | 9.70 | 9.13 | 7.98 | 5.42 | 8.16 | 4.98 | 4.03 | 5.17 | 7.01 | 6.68 | 5.16 | 7.86 | 11.50 | 8.55 | 4.16 | 9.87 | 7.80 | 5.71 | 7.31 | 5.35 | 3.72 | 3.64 |
| Draw Down(%) | NA | 7.60 | 14.05 | 17.11 | 17.11 | NA | NA | 17.11 | 0.66 | 7.60 | 4.70 | 15.18 | 4.79 | 8.00 | 2.93 | 7.55 | 3.02 | 4.47 | 4.58 | 5.79 | 4.97 | 5.06 | 7.95 | 10.65 | 4.99 | 6.55 | 7.02 | 9.78 | 4.51 | 7.18 | 3.14 | 4.21 | 2.78 |
| Yield(%) | NA | 15.67 | 10.82 | 7.80 | 4.77 | NA | NA | 4.35 | NA | 4.45 | 14.97 | 6.81 | 5.61 | 4.32 | 3.06 | 1.30 | 0.19 | 2.27 | 0.99 | 3.47 | 2.54 | 3.22 | 2.71 | 3.80 | 3.94 | 2.54 | 5.16 | 5.97 | 3.86 | 4.00 | 3.30 | 5.11 | 6.47 |
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 |
|---|---|---|---|---|
| INTERNATIONAL RECTIFIER CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
0.35%
Dec 2013 - Dec 2016 |
2.51%
Dec 2013 - Dec 2018 |
4.37%
Oct 2013 - Oct 2023 |
4.54%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INTERNATIONAL RECTIFIER CORPORATION RETIREMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
13.47%
Apr 2003 - Apr 2006 |
12.10%
Oct 2002 - Oct 2007 |
9.06%
Apr 2001 - Apr 2011 |
7.59%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart