Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EMERSON ELECTRIC COMPANY EMPLOYEE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 32.79% | 12.35% | 12.74% | 8.34% | 8.16% | 7.34% | 7.32% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMERSON ELECTRIC COMPANY EMPLOYEE SAVINGS 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 (%) | -0.58 | 32.79 | 12.35 | 12.74 | 8.34 | 8.16 | 7.34 | 7.32 | NA | 21.81 | 22.70 | -3.40 | 6.97 | 15.33 | 15.73 | -6.32 | 12.24 | 5.55 | -0.94 | 2.71 | 15.16 | 10.30 | -1.39 | 9.27 | 19.46 | -19.98 | 8.85 | 12.30 | 7.02 | 11.12 | 21.20 | -5.44 | 1.60 |
| Sharpe Ratio | NA | 2.37 | 1.02 | 0.85 | 0.71 | NA | NA | 0.60 | 0.08 | 2.21 | 2.50 | -0.39 | 0.78 | 0.83 | 1.97 | -0.80 | 2.57 | 0.60 | -0.11 | 0.40 | 2.41 | 1.63 | -0.12 | 0.98 | 1.49 | -1.21 | 0.69 | 1.41 | 0.99 | 1.46 | 2.32 | -0.57 | -0.08 |
| Standard Deviation(%) | NA | 6.84 | 9.23 | 11.56 | 9.94 | NA | NA | 9.78 | 6.74 | 6.88 | 7.38 | 12.38 | 8.96 | 18.23 | 7.27 | 9.58 | 4.52 | 8.90 | 8.86 | 6.74 | 6.27 | 6.27 | 12.04 | 9.35 | 13.04 | 17.24 | 8.49 | 6.41 | 4.92 | 6.97 | 8.84 | 11.54 | 9.01 |
| Draw Down(%) | NA | 3.99 | 13.90 | 21.69 | 21.69 | NA | NA | 30.43 | 0.44 | 3.99 | 4.60 | 14.05 | 4.29 | 21.69 | 4.22 | 13.46 | 1.36 | 7.26 | 8.63 | 6.24 | 4.62 | 5.32 | 11.54 | 7.49 | 12.68 | 27.99 | 5.60 | 7.13 | 3.29 | 6.02 | 8.74 | 16.70 | 12.09 |
| Yield(%) | NA | 14.91 | 9.64 | 6.81 | 4.48 | NA | NA | 3.46 | NA | 5.00 | 13.45 | 8.00 | 1.62 | 2.68 | 2.44 | 2.70 | 0.88 | 2.45 | 2.94 | 2.15 | 2.61 | 2.89 | 2.14 | 1.83 | 2.28 | 2.38 | 3.71 | 3.15 | 3.41 | 2.22 | 2.47 | 2.56 | 3.66 |
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 |
|---|---|---|---|---|
| EMERSON ELECTRIC COMPANY EMPLOYEE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.28%
Feb 2006 - Feb 2009 |
0.72%
Feb 2004 - Feb 2009 |
4.29%
Feb 2006 - Feb 2016 |
4.13%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMERSON ELECTRIC COMPANY EMPLOYEE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.79%
Mar 2003 - Mar 2006 |
13.31%
Sep 2019 - Sep 2024 |
8.55%
Nov 2014 - Nov 2024 |
8.84%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart