Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE TJX COMPANIES INC GENERAL SAVINGS / PROFIT SHARING PLAN (P.R.) Strategic Asset Allocation - Equal Weight Moderate | NA | 22.70% | 2.97% | 6.73% | 5.64% | 6.45% | 6.56% | 7.19% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE TJX COMPANIES INC GENERAL SAVINGS / PROFIT SHARING PLAN (P.R.) 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 (%) | -1.03 | 22.70 | 2.97 | 6.73 | 5.64 | 6.45 | 6.56 | 7.19 | NA | 6.36 | 13.89 | -10.74 | 0.93 | 20.20 | 18.43 | -7.93 | 11.58 | 2.78 | 1.85 | 2.84 | 10.66 | 13.19 | -1.67 | 12.18 | 26.10 | -14.47 | 9.52 | 10.29 | 6.89 | 10.34 | 19.12 | -0.08 | 10.30 |
| Sharpe Ratio | NA | 0.17 | -0.07 | 0.27 | 0.37 | NA | NA | 0.57 | 0.07 | -0.03 | 1.20 | -0.95 | 0.09 | 1.15 | 2.36 | -0.92 | 2.27 | 0.30 | 0.20 | 0.40 | 1.47 | 1.79 | -0.13 | 1.21 | 1.89 | -0.96 | 0.91 | 1.25 | 0.77 | 1.56 | 2.64 | -0.13 | 1.09 |
| Standard Deviation(%) | NA | 8.07 | 9.89 | 11.86 | 10.18 | NA | NA | 9.71 | 7.38 | 8.15 | 8.03 | 12.74 | 10.27 | 17.40 | 7.23 | 10.01 | 4.82 | 8.73 | 9.22 | 7.13 | 7.25 | 7.35 | 13.40 | 10.02 | 13.79 | 16.01 | 7.21 | 5.62 | 6.17 | 6.01 | 6.98 | 8.84 | 7.33 |
| Draw Down(%) | NA | 6.08 | 16.16 | 21.71 | 21.71 | NA | NA | 26.58 | 0.54 | 6.06 | 6.88 | 16.87 | 6.80 | 21.71 | 3.55 | 14.35 | 2.58 | 8.33 | 8.70 | 5.28 | 5.96 | 6.19 | 14.57 | 7.61 | 14.09 | 25.61 | 3.92 | 4.70 | 3.55 | 4.07 | 4.88 | 12.11 | 7.32 |
| Yield(%) | NA | 3.38 | 3.40 | 3.65 | 3.66 | NA | NA | 4.08 | NA | 0.70 | 3.48 | 2.99 | 3.01 | 4.45 | 3.78 | 6.71 | 0.60 | 1.50 | 5.50 | 3.77 | 0.79 | 4.47 | 2.64 | 3.74 | 3.78 | 4.88 | 7.69 | 6.18 | 5.47 | 4.95 | 3.69 | 4.37 | 4.74 |
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 |
|---|---|---|---|---|
| THE TJX COMPANIES INC GENERAL SAVINGS / PROFIT SHARING PLAN (P.R.) Strategic Asset Allocation - Equal Weight Moderate |
-2.29%
Feb 2006 - Feb 2009 |
1.40%
Mar 2015 - Mar 2020 |
3.74%
Oct 2013 - Oct 2023 |
4.68%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE TJX COMPANIES INC GENERAL SAVINGS / PROFIT SHARING PLAN (P.R.) Strategic Asset Allocation - Equal Weight Moderate |
17.05%
Feb 2009 - Feb 2012 |
13.64%
Feb 2009 - Feb 2014 |
9.24%
Mar 2003 - Mar 2013 |
8.05%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart