Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCHNEIDER ELECTRIC 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 24.38% | 1.80% | 7.07% | 6.26% | 6.85% | 6.59% | 7.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCHNEIDER ELECTRIC 401K PLAN Strategic Asset Allocation - Optimal 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 (%) | -1.15 | 24.38 | 1.80 | 7.07 | 6.26 | 6.85 | 6.59 | 7.04 | NA | 9.86 | 14.67 | -16.98 | 3.39 | 23.96 | 18.03 | -7.62 | 17.71 | 6.32 | -0.80 | 3.29 | 10.49 | 12.37 | -3.19 | 11.72 | 32.74 | -25.89 | 11.28 | 9.63 | 10.24 | 13.06 | 32.26 | -2.77 | -2.88 |
| Sharpe Ratio | NA | 0.55 | -0.19 | 0.29 | 0.44 | NA | NA | 0.49 | 0.04 | 0.40 | 1.24 | -1.34 | 0.35 | 1.31 | 2.40 | -0.91 | 3.68 | 0.72 | -0.10 | 0.50 | 1.43 | 1.61 | -0.23 | 1.01 | 1.96 | -1.23 | 0.91 | 0.83 | 1.28 | 1.38 | 3.72 | -0.35 | -0.45 |
| Standard Deviation(%) | NA | 8.10 | 10.41 | 12.22 | 10.26 | NA | NA | 10.96 | 7.87 | 8.13 | 8.37 | 13.69 | 9.67 | 18.09 | 6.91 | 9.84 | 4.64 | 8.54 | 8.30 | 6.50 | 7.31 | 7.66 | 14.16 | 11.51 | 16.64 | 21.72 | 9.06 | 7.65 | 6.31 | 8.79 | 8.49 | 10.98 | 11.63 |
| Draw Down(%) | NA | 4.49 | 22.23 | 24.73 | 24.73 | NA | NA | 36.31 | 0.72 | 4.49 | 8.24 | 22.60 | 7.20 | 20.60 | 3.69 | 15.53 | 1.49 | 6.76 | 8.35 | 5.29 | 7.52 | 6.35 | 15.06 | 8.69 | 15.00 | 35.87 | 5.70 | 8.57 | 4.05 | 6.88 | 5.24 | 14.31 | 16.14 |
| Yield(%) | NA | 3.91 | 3.86 | 4.12 | 3.76 | NA | NA | 3.54 | NA | 1.02 | 3.45 | 3.07 | 4.32 | 6.15 | 2.50 | 3.42 | 2.90 | 3.92 | 3.67 | 3.28 | 2.94 | 2.95 | 2.42 | 3.42 | 2.90 | 5.31 | 5.83 | 3.83 | 3.44 | 0.60 | 2.68 | 4.36 | 2.99 |
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 |
|---|---|---|---|---|
| SCHNEIDER ELECTRIC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.44%
Feb 2006 - Feb 2009 |
-0.25%
Feb 2004 - Feb 2009 |
4.39%
Feb 2006 - Feb 2016 |
4.24%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCHNEIDER ELECTRIC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
19.85%
Mar 2003 - Mar 2006 |
16.21%
Oct 2002 - Oct 2007 |
9.70%
Sep 2002 - Sep 2012 |
8.90%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart