Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Raytheon Savings and Investment Plan Tactical Asset Allocation Moderate | NA | 13.73% | 2.08% | 6.67% | 6.28% | 7.32% | 8.10% | 8.68% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Raytheon Savings and Investment 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 (%) | -0.94 | 13.73 | 2.08 | 6.67 | 6.28 | 7.32 | 8.10 | 8.68 | NA | 4.21 | 15.16 | -14.11 | 12.01 | 14.73 | 20.44 | -4.48 | 14.24 | 9.01 | -3.95 | 2.02 | 18.70 | 4.38 | 4.56 | 13.88 | 14.58 | 6.99 | 12.70 | 13.73 | 4.10 | 11.73 | 20.72 | 4.46 | 6.98 |
| Sharpe Ratio | NA | -0.16 | -0.30 | 0.31 | 0.52 | NA | NA | 0.89 | 0.03 | -0.27 | 1.38 | -1.48 | 1.20 | 1.05 | 2.67 | -0.77 | 2.63 | 1.59 | -0.59 | 0.36 | 2.61 | 0.83 | 0.57 | 1.26 | 1.39 | 0.94 | 1.00 | 1.24 | 0.32 | 1.53 | 3.80 | 0.70 | 1.14 |
| Standard Deviation(%) | NA | 8.73 | 9.11 | 10.41 | 8.68 | NA | NA | 7.94 | 8.08 | 8.78 | 7.89 | 10.45 | 10.02 | 13.86 | 7.12 | 7.56 | 5.17 | 5.53 | 6.70 | 5.51 | 7.15 | 5.22 | 7.98 | 10.92 | 10.43 | 6.43 | 9.69 | 8.45 | 6.03 | 7.05 | 5.26 | 4.77 | 4.09 |
| Draw Down(%) | NA | 6.67 | 14.90 | 17.67 | 17.67 | NA | NA | 17.67 | 0.66 | 6.67 | 7.59 | 15.16 | 5.22 | 17.67 | 3.89 | 11.45 | 3.39 | 3.61 | 8.96 | 5.38 | 4.54 | 3.94 | 5.64 | 9.61 | 5.57 | 5.58 | 7.77 | 10.19 | 4.50 | 6.09 | 4.31 | 5.40 | 2.77 |
| Yield(%) | NA | 3.96 | 4.54 | 3.98 | 2.78 | NA | NA | 3.89 | NA | 0.93 | 3.83 | 2.19 | 7.01 | 3.64 | 2.82 | 1.23 | 0.38 | 2.36 | 2.08 | 1.95 | 3.39 | 4.98 | 3.20 | 5.07 | 5.55 | 4.22 | 6.59 | 5.89 | 3.60 | 3.67 | 3.03 | 4.88 | 6.93 |
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 |
|---|---|---|---|---|
| Raytheon Savings and Investment Plan Tactical Asset Allocation Moderate |
1.02%
Dec 2021 - Dec 2024 |
3.11%
Dec 2013 - Dec 2018 |
5.35%
Oct 2013 - Oct 2023 |
6.94%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Raytheon Savings and Investment Plan Tactical Asset Allocation Moderate |
15.67%
Dec 2018 - Dec 2021 |
14.32%
Oct 2002 - Oct 2007 |
11.39%
Apr 2001 - Apr 2011 |
10.00%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart