Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Hewlett-Packard Puerto Rico Tax Savings Capital Accumulation Plan Tactical Asset Allocation Moderate | NA | 21.71% | 1.83% | 4.46% | 4.62% | 5.26% | 6.15% | 7.02% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Hewlett-Packard Puerto Rico Tax Savings Capital Accumulation 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 (%) | -1.13 | 21.71 | 1.83 | 4.46 | 4.62 | 5.26 | 6.15 | 7.02 | NA | 9.47 | 10.38 | -13.16 | 5.26 | 8.11 | 11.11 | -2.03 | 10.47 | 6.46 | -0.69 | 0.80 | 15.54 | 7.18 | 1.37 | 6.01 | 18.27 | -3.26 | 12.53 | 11.07 | 3.19 | 11.14 | 20.29 | 6.85 | 8.04 |
| Sharpe Ratio | NA | 0.37 | -0.18 | 0.12 | 0.36 | NA | NA | 0.76 | 0.04 | 0.28 | 0.82 | -1.51 | 0.58 | 0.91 | 1.97 | -0.46 | 1.92 | 1.61 | -0.14 | 0.13 | 2.27 | 1.26 | 0.17 | 0.59 | 2.38 | -0.91 | 1.04 | 1.04 | 0.18 | 1.53 | 4.00 | 1.38 | 1.16 |
| Standard Deviation(%) | NA | 10.33 | 9.26 | 9.09 | 7.47 | NA | NA | 7.06 | 9.79 | 10.35 | 7.51 | 9.64 | 8.96 | 8.65 | 4.93 | 7.34 | 5.12 | 3.89 | 5.12 | 6.11 | 6.83 | 5.67 | 7.94 | 9.98 | 7.63 | 4.62 | 9.15 | 7.48 | 5.62 | 6.67 | 4.90 | 4.17 | 4.93 |
| Draw Down(%) | NA | 7.28 | 12.96 | 16.60 | 16.60 | NA | NA | 16.60 | 0.81 | 7.28 | 6.50 | 13.81 | 5.61 | 10.53 | 2.35 | 8.55 | 3.73 | 2.15 | 5.23 | 6.14 | 5.43 | 5.38 | 6.85 | 9.12 | 4.09 | 6.43 | 7.07 | 9.20 | 5.37 | 7.15 | 2.86 | 3.12 | 3.70 |
| Yield(%) | NA | 3.98 | 4.31 | 4.92 | 4.05 | NA | NA | 4.54 | NA | 0.75 | 4.69 | 1.67 | 6.47 | 7.21 | 4.73 | 4.21 | 0.22 | 3.18 | 3.02 | 5.04 | 4.29 | 3.26 | 3.13 | 4.17 | 4.37 | 2.91 | 8.11 | 6.38 | 3.54 | 3.53 | 5.59 | 5.99 | 7.87 |
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 |
|---|---|---|---|---|
| Hewlett-Packard Puerto Rico Tax Savings Capital Accumulation Plan Tactical Asset Allocation Moderate |
-0.39%
Dec 2019 - Dec 2022 |
1.26%
Nov 2017 - Nov 2022 |
2.86%
Oct 2013 - Oct 2023 |
4.45%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Hewlett-Packard Puerto Rico Tax Savings Capital Accumulation Plan Tactical Asset Allocation Moderate |
12.99%
Apr 2003 - Apr 2006 |
12.47%
Oct 2002 - Oct 2007 |
9.82%
Apr 2001 - Apr 2011 |
8.18%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart