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 Strategic Asset Allocation - Equal Weight Moderate | NA | 19.14% | 3.45% | 7.08% | 5.83% | 6.83% | 6.72% | 7.80% |
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 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 (%) | -1.27 | 19.14 | 3.45 | 7.08 | 5.83 | 6.83 | 6.72 | 7.80 | NA | 5.46 | 15.45 | -11.42 | 8.23 | 14.19 | 19.92 | -8.86 | 14.73 | 6.45 | -2.50 | 4.74 | 12.46 | 10.17 | -2.09 | 15.57 | 35.21 | -21.61 | 8.85 | 10.49 | 4.32 | 13.62 | 25.96 | 2.30 | 11.71 |
| Sharpe Ratio | NA | -0.01 | -0.14 | 0.28 | 0.40 | NA | NA | 0.62 | 0.01 | -0.15 | 1.37 | -0.94 | 0.88 | 0.75 | 2.65 | -1.09 | 3.04 | 0.72 | -0.31 | 0.72 | 1.97 | 1.68 | -0.18 | 1.47 | 2.07 | -1.41 | 0.78 | 1.24 | 0.35 | 1.80 | 3.69 | 0.13 | 1.11 |
| Standard Deviation(%) | NA | 7.69 | 10.19 | 12.23 | 10.22 | NA | NA | 9.88 | 5.65 | 7.74 | 8.20 | 13.59 | 9.37 | 18.66 | 6.98 | 9.32 | 4.64 | 8.67 | 8.07 | 6.53 | 6.30 | 6.02 | 12.04 | 10.53 | 16.98 | 16.00 | 7.50 | 5.82 | 6.09 | 7.03 | 6.85 | 8.98 | 8.47 |
| Draw Down(%) | NA | 4.42 | 18.24 | 22.38 | 22.38 | NA | NA | 32.37 | 0.55 | 4.31 | 7.94 | 18.24 | 4.31 | 22.38 | 3.93 | 15.17 | 1.96 | 6.90 | 9.68 | 5.30 | 5.65 | 5.46 | 10.65 | 9.28 | 14.54 | 29.05 | 6.05 | 5.23 | 4.15 | 6.05 | 5.14 | 13.65 | 10.32 |
| Yield(%) | NA | 3.37 | 3.88 | 3.43 | 2.99 | NA | NA | 3.35 | NA | 0.85 | 3.43 | 1.51 | 6.34 | 2.37 | 3.25 | 4.10 | 0.44 | 2.04 | 2.94 | 3.21 | 2.79 | 2.03 | 2.24 | 4.86 | 3.22 | 3.01 | 5.91 | 7.05 | 3.31 | 4.06 | 3.19 | 2.49 | 2.41 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.61%
Feb 2006 - Feb 2009 |
-0.32%
Feb 2004 - Feb 2009 |
4.57%
Mar 2010 - Mar 2020 |
4.99%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Raytheon Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
20.97%
Feb 2009 - Feb 2012 |
15.72%
Feb 2009 - Feb 2014 |
9.80%
Feb 2009 - Feb 2019 |
8.97%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart