Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CONOCOPHILLIPS SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | -1.44% | 0.68% | 3.33% | 8.21% | 5.71% | 6.89% | 6.40% | 6.19% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CONOCOPHILLIPS SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -1.59 | 0.68 | 3.33 | 8.21 | 5.71 | 6.89 | 6.40 | 6.19 | -1.44 | 7.01 | 17.21 | -15.73 | 7.60 | 20.60 | 15.35 | -5.11 | 12.95 | 6.42 | -0.25 | 6.14 | 15.20 | 13.31 | -0.16 | 14.80 | 23.04 | -25.97 | 9.44 | 13.30 | 8.72 | 12.30 | 21.71 | -7.81 | -2.99 |
| Sharpe Ratio | NA | 0.13 | 0.34 | 0.42 | 0.44 | NA | NA | 0.46 | 0.13 | 0.42 | 1.51 | -1.16 | 0.91 | 1.10 | 1.72 | -0.63 | 2.59 | 0.75 | -0.03 | 0.95 | 2.11 | 1.69 | -0.01 | 1.25 | 1.43 | -1.20 | 0.65 | 1.41 | 1.07 | 1.74 | 2.50 | -0.73 | -0.48 |
| Standard Deviation(%) | NA | 10.33 | 10.78 | 10.60 | 10.74 | NA | NA | 11.11 | 12.44 | 8.00 | 8.97 | 14.82 | 8.33 | 18.43 | 8.09 | 10.27 | 4.75 | 8.29 | 8.59 | 6.47 | 7.20 | 7.82 | 14.49 | 11.76 | 16.08 | 22.53 | 9.72 | 7.02 | 6.03 | 6.51 | 8.40 | 12.24 | 11.18 |
| Draw Down(%) | NA | 11.45 | 12.51 | 22.93 | 22.93 | NA | NA | 38.62 | 10.21 | 4.92 | 8.83 | 21.33 | 5.31 | 20.15 | 4.63 | 12.85 | 2.09 | 7.49 | 8.56 | 4.68 | 6.06 | 6.08 | 13.19 | 8.60 | 16.95 | 35.68 | 6.72 | 7.16 | 4.16 | 6.06 | 7.54 | 16.79 | 16.57 |
| Yield(%) | NA | 5.53 | 4.88 | 3.68 | 2.92 | NA | NA | 3.34 | NA | 0.36 | 5.69 | 4.86 | 3.58 | 2.09 | 2.00 | 1.95 | 0.49 | 2.57 | 3.48 | 2.44 | 3.22 | 4.19 | 2.31 | 4.02 | 3.43 | 3.80 | 5.75 | 4.82 | 3.10 | 3.30 | 3.09 | 3.44 | 2.94 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| CONOCOPHILLIPS SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-7.78%
Feb 2006 - Feb 2009 |
-0.97%
Feb 2004 - Feb 2009 |
4.82%
Oct 2013 - Oct 2023 |
4.59%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CONOCOPHILLIPS SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
19.61%
Feb 2009 - Feb 2012 |
16.21%
Feb 2009 - Feb 2014 |
10.53%
Feb 2009 - Feb 2019 |
9.36%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart