Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ABB Inc the Personal Retirement Investment and Savings Management Plan for Employees Tactical Asset Allocation Moderate | NA | 14.58% | -2.42% | 2.64% | 1.59% | 2.55% | 5.38% | 6.26% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ABB Inc the Personal Retirement Investment and Savings Management Plan for Employees 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 (%) | -1.01 | 14.58 | -2.42 | 2.64 | 1.59 | 2.55 | 5.38 | 6.26 | NA | 7.03 | 5.40 | -16.57 | 6.25 | 16.23 | 1.87 | -6.88 | 11.11 | 2.38 | -4.71 | -2.19 | 11.80 | 5.06 | -0.37 | 4.02 | 22.97 | -5.68 | 19.99 | 20.40 | 12.43 | 12.86 | 19.61 | 6.80 | 6.18 |
| Sharpe Ratio | NA | 1.31 | 0.32 | 0.45 | 0.28 | NA | NA | 0.60 | 0.17 | 0.05 | 0.16 | -1.90 | 0.62 | 1.62 | 0.08 | -1.18 | 1.98 | 0.36 | -0.81 | -0.35 | 1.85 | 0.97 | -0.04 | 0.37 | 2.37 | -1.07 | 1.36 | 1.76 | 1.63 | 1.32 | 3.45 | 1.30 | 0.85 |
| Standard Deviation(%) | NA | 36.32 | 22.10 | 18.22 | 13.56 | NA | NA | 10.62 | 250.03 | 8.62 | 7.03 | 9.43 | 9.97 | 9.89 | 5.71 | 6.95 | 5.31 | 5.98 | 5.85 | 6.22 | 6.36 | 5.18 | 8.84 | 10.62 | 9.63 | 6.15 | 12.49 | 9.71 | 6.28 | 9.04 | 5.48 | 4.38 | 4.53 |
| Draw Down(%) | NA | 5.96 | 20.51 | 22.93 | 22.93 | NA | NA | 22.93 | 0.56 | 5.96 | 6.05 | 17.20 | 5.56 | 10.29 | 3.77 | 12.91 | 4.18 | 6.70 | 7.25 | 6.12 | 4.54 | 3.33 | 8.38 | 8.85 | 4.16 | 7.94 | 10.13 | 13.01 | 5.97 | 11.47 | 3.58 | 3.97 | 3.75 |
| Yield(%) | NA | 5.07 | 6.30 | 4.83 | 4.47 | NA | NA | 4.90 | NA | 0.51 | 4.95 | 3.05 | 10.64 | 2.87 | 3.12 | 3.23 | 0.13 | 2.19 | 8.92 | 5.47 | 2.87 | 4.98 | 3.49 | 4.09 | 4.89 | 3.30 | 12.29 | 9.99 | 2.90 | 2.39 | 3.79 | 5.79 | 6.95 |
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 |
|---|---|---|---|---|
| ABB Inc the Personal Retirement Investment and Savings Management Plan for Employees Tactical Asset Allocation Moderate |
-3.51%
Apr 2021 - Apr 2024 |
-1.47%
Feb 2018 - Feb 2023 |
0.30%
Oct 2013 - Oct 2023 |
2.23%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ABB Inc the Personal Retirement Investment and Savings Management Plan for Employees Tactical Asset Allocation Moderate |
21.86%
Oct 2004 - Oct 2007 |
18.19%
Oct 2002 - Oct 2007 |
12.09%
Apr 2001 - Apr 2011 |
8.55%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart