Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Nidec Motor Corporation Employee Savings Investment Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 23.39% | 5.43% | 9.38% | 7.04% | 7.47% | 7.05% | 7.22% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Nidec Motor Corporation Employee Savings Investment 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 (%) | -1.04 | 23.39 | 5.43 | 9.38 | 7.04 | 7.47 | 7.05 | 7.22 | NA | 9.51 | 14.34 | -6.82 | 5.29 | 22.05 | 17.96 | -6.65 | 12.96 | 5.02 | -0.38 | 2.79 | 14.01 | 11.25 | 0.55 | 10.80 | 22.16 | -18.20 | 9.67 | 10.77 | 7.53 | 11.13 | 22.23 | -2.89 | 1.18 |
| Sharpe Ratio | NA | 0.51 | 0.15 | 0.52 | 0.55 | NA | NA | 0.60 | 0.04 | 0.37 | 1.28 | -0.71 | 0.55 | 1.24 | 2.41 | -0.87 | 2.88 | 0.59 | -0.05 | 0.41 | 2.23 | 1.98 | 0.05 | 1.26 | 1.76 | -1.21 | 0.83 | 1.14 | 1.05 | 1.42 | 2.57 | -0.37 | -0.13 |
| Standard Deviation(%) | NA | 7.91 | 9.27 | 11.47 | 9.71 | NA | NA | 9.38 | 7.70 | 7.96 | 7.87 | 11.50 | 9.58 | 17.54 | 6.86 | 9.13 | 4.28 | 8.20 | 8.35 | 6.74 | 6.27 | 5.65 | 10.77 | 8.51 | 12.51 | 15.80 | 8.05 | 6.57 | 5.08 | 7.16 | 8.38 | 10.95 | 8.99 |
| Draw Down(%) | NA | 5.05 | 14.87 | 20.05 | 20.05 | NA | NA | 28.81 | 0.58 | 5.05 | 7.13 | 14.87 | 7.14 | 20.05 | 3.41 | 13.18 | 1.87 | 7.19 | 8.29 | 5.96 | 6.24 | 4.33 | 10.18 | 6.68 | 13.06 | 28.48 | 5.30 | 7.82 | 3.33 | 6.65 | 7.89 | 15.54 | 11.84 |
| Yield(%) | NA | 4.20 | 3.52 | 3.41 | 2.81 | NA | NA | 3.41 | NA | 0.95 | 4.12 | 3.36 | 2.12 | 3.80 | 2.91 | 2.85 | 0.58 | 2.40 | 3.36 | 1.60 | 2.17 | 4.06 | 2.99 | 4.15 | 3.65 | 5.05 | 5.00 | 3.57 | 4.63 | 3.22 | 3.44 | 4.41 | 4.02 |
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 |
|---|---|---|---|---|
| Nidec Motor Corporation Employee Savings Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
-3.96%
Feb 2006 - Feb 2009 |
0.94%
Feb 2004 - Feb 2009 |
5.11%
Mar 2010 - Mar 2020 |
5.11%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Nidec Motor Corporation Employee Savings Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
16.30%
Feb 2009 - Feb 2012 |
13.85%
Feb 2009 - Feb 2014 |
8.92%
Mar 2003 - Mar 2013 |
8.94%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart