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 Strategic Asset Allocation - Equal Weight Moderate | NA | 24.31% | 3.18% | 7.25% | 5.69% | 6.28% | 6.07% | 6.77% |
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 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 (%) | -1.11 | 24.31 | 3.18 | 7.25 | 5.69 | 6.28 | 6.07 | 6.77 | NA | 8.45 | 14.10 | -9.72 | 1.37 | 20.36 | 16.20 | -5.81 | 6.79 | 3.74 | 2.73 | 2.77 | 13.02 | 9.76 | -1.41 | 10.85 | 24.64 | -20.10 | 8.95 | 8.43 | 8.22 | 12.23 | 21.08 | 0.82 | 6.99 |
| Sharpe Ratio | NA | 0.41 | 0.02 | 0.33 | 0.39 | NA | NA | 0.56 | 0.12 | 0.21 | 1.16 | -0.84 | 0.14 | 1.14 | 2.03 | -0.76 | 1.23 | 0.41 | 0.33 | 0.47 | 2.19 | 1.72 | -0.14 | 1.37 | 1.73 | -1.31 | 0.75 | 0.77 | 1.18 | 1.74 | 3.90 | -0.05 | 0.85 |
| Standard Deviation(%) | NA | 8.88 | 10.45 | 12.11 | 10.20 | NA | NA | 9.20 | 6.69 | 8.96 | 8.47 | 13.25 | 9.58 | 17.70 | 7.29 | 9.35 | 5.00 | 8.69 | 8.22 | 5.83 | 5.93 | 5.64 | 10.13 | 7.83 | 14.17 | 16.05 | 7.93 | 6.75 | 5.13 | 6.47 | 5.22 | 5.21 | 5.53 |
| Draw Down(%) | NA | 5.29 | 18.47 | 22.56 | 22.56 | NA | NA | 32.27 | 0.42 | 5.29 | 7.21 | 19.08 | 6.90 | 20.91 | 3.33 | 12.15 | 4.47 | 8.34 | 7.40 | 5.18 | 5.85 | 4.75 | 10.78 | 6.57 | 16.30 | 29.81 | 6.15 | 7.46 | 4.18 | 6.06 | 4.30 | 8.74 | 6.50 |
| Yield(%) | NA | 3.43 | 3.81 | 4.55 | 4.19 | NA | NA | 4.45 | NA | 0.67 | 4.41 | 2.25 | 4.60 | 7.53 | 3.26 | 4.30 | 0.32 | 3.50 | 3.42 | 8.69 | 5.22 | 4.11 | 2.76 | 2.22 | 3.63 | 11.24 | 6.05 | 5.12 | 3.57 | 3.98 | 3.64 | 3.02 | 4.91 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.99%
Feb 2006 - Feb 2009 |
0.12%
Feb 2004 - Feb 2009 |
3.90%
Oct 2013 - Oct 2023 |
3.75%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
16.38%
Feb 2009 - Feb 2012 |
13.33%
Feb 2009 - Feb 2014 |
8.09%
Feb 2009 - Feb 2019 |
8.01%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart