Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRW Automotive Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 4.68% | 3.48% | 5.00% | 5.19% | 7.01% | NA | 7.97% |
Data as of 09/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRW Automotive Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.72 | 4.68 | 3.48 | 5.00 | 5.19 | 7.01 | NA | 7.97 | 10.62 | 12.08 | -2.60 | 8.78 | 2.11 | -0.40 | 3.80 | 13.11 | 9.77 | -0.64 | 8.80 | 20.35 | -1.77 | 9.44 | 19.26 | 6.52 | 14.17 | 19.50 | 1.48 | 8.16 |
| Sharpe Ratio | NA | 1.19 | 0.62 | 0.85 | 0.79 | NA | NA | 0.94 | 1.17 | 2.16 | -0.52 | 1.51 | 0.39 | -0.07 | 0.67 | 2.04 | 1.88 | -0.07 | 0.68 | 2.18 | -0.40 | 0.64 | 1.95 | 0.66 | 1.56 | 3.23 | 0.07 | 1.09 |
| Standard Deviation(%) | NA | 8.78 | 7.49 | 6.50 | 6.72 | NA | NA | 7.48 | 8.92 | 4.94 | 7.55 | 5.41 | 4.86 | 6.34 | 5.70 | 6.42 | 5.18 | 9.98 | 12.83 | 9.30 | 6.66 | 10.01 | 8.21 | 6.56 | 8.45 | 5.83 | 5.20 | 5.38 |
| Draw Down(%) | NA | 10.55 | 10.55 | 10.55 | 10.55 | NA | NA | 10.55 | 10.55 | 2.31 | 8.21 | 4.95 | 3.44 | 6.72 | 4.49 | 5.96 | 3.88 | 10.23 | 8.73 | 4.85 | 6.79 | 6.57 | 6.73 | 4.38 | 7.52 | 3.30 | 6.95 | 4.14 |
| Yield(%) | NA | 7.98 | 4.71 | 4.49 | 4.13 | NA | NA | 5.19 | 6.83 | 3.59 | 3.93 | 0.47 | 2.55 | 7.21 | 5.61 | 4.93 | 4.31 | 1.67 | 4.13 | 5.59 | 3.99 | 6.44 | 7.36 | 5.73 | 4.98 | 4.57 | 6.34 | 8.32 |
Data as of 09/30/2020, 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 |
|---|---|---|---|---|
| TRW Automotive Retirement Savings Plan Tactical Asset Allocation Moderate |
1.82%
Dec 2013 - Dec 2016 |
2.27%
Dec 2013 - Dec 2018 |
4.57%
Mar 2010 - Mar 2020 |
6.80%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRW Automotive Retirement Savings Plan Tactical Asset Allocation Moderate |
15.01%
Mar 2003 - Mar 2006 |
14.84%
Oct 2002 - Oct 2007 |
10.98%
Apr 2001 - Apr 2011 |
9.09%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart