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 Strategic Asset Allocation - Equal Weight Moderate | NA | 35.76% | 12.02% | 13.20% | 8.75% | 8.47% | 7.60% | 7.84% |
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 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 (%) | -0.73 | 35.76 | 12.02 | 13.20 | 8.75 | 8.47 | 7.60 | 7.84 | NA | 23.07 | 24.08 | -6.62 | 5.02 | 20.86 | 17.43 | -4.78 | 11.62 | -0.47 | 3.10 | 1.03 | 15.49 | 11.99 | -1.46 | 10.09 | 23.45 | -20.80 | 8.96 | 9.52 | 7.49 | 10.70 | 19.49 | 0.01 | 4.79 |
| Sharpe Ratio | NA | 2.09 | 0.92 | 0.84 | 0.72 | NA | NA | 0.65 | 0.12 | 1.92 | 2.46 | -0.60 | 0.54 | 1.14 | 2.32 | -0.63 | 2.46 | -0.08 | 0.35 | 0.14 | 2.59 | 2.01 | -0.13 | 1.11 | 1.53 | -1.14 | 0.74 | 0.93 | 1.01 | 1.41 | 3.26 | -0.18 | 0.42 |
| Standard Deviation(%) | NA | 8.53 | 10.28 | 12.08 | 10.23 | NA | NA | 9.75 | 7.67 | 8.59 | 8.04 | 13.35 | 9.26 | 18.05 | 6.91 | 9.69 | 4.47 | 8.76 | 8.90 | 7.32 | 5.96 | 5.95 | 11.73 | 8.98 | 15.22 | 19.07 | 8.11 | 6.72 | 5.28 | 6.93 | 5.78 | 6.25 | 5.89 |
| Draw Down(%) | NA | 5.20 | 15.16 | 20.69 | 20.69 | NA | NA | 34.27 | 0.51 | 5.20 | 5.27 | 16.29 | 6.08 | 20.69 | 3.61 | 12.38 | 2.35 | 8.97 | 8.16 | 6.21 | 4.36 | 5.08 | 12.14 | 7.44 | 17.25 | 32.25 | 4.93 | 7.53 | 3.96 | 6.50 | 4.31 | 10.24 | 6.01 |
| Yield(%) | NA | 15.57 | 10.00 | 6.92 | 4.98 | NA | NA | 4.34 | NA | 4.42 | 14.81 | 6.28 | 3.67 | 2.72 | 2.09 | 2.92 | 0.65 | 1.76 | 2.59 | 7.35 | 1.79 | 1.62 | 2.53 | 3.84 | 3.74 | 5.06 | 5.81 | 5.33 | 4.20 | 4.23 | 3.28 | 4.04 | 5.02 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.29%
Feb 2006 - Feb 2009 |
-0.49%
Feb 2004 - Feb 2009 |
4.43%
Nov 2006 - Nov 2016 |
4.41%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INTERNATIONAL RECTIFIER CORPORATION RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.83%
Feb 2009 - Feb 2012 |
14.41%
Feb 2009 - Feb 2014 |
8.95%
Nov 2014 - Nov 2024 |
9.59%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart