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 - Optimal Moderate | NA | 24.37% | 1.10% | 6.34% | 5.20% | 7.50% | 6.85% | 7.29% |
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 - 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 (%) | -1.26 | 24.37 | 1.10 | 6.34 | 5.20 | 7.50 | 6.85 | 7.29 | NA | 4.14 | 15.16 | -16.86 | 8.33 | 13.54 | 21.43 | -12.09 | 15.93 | 6.22 | -2.33 | 14.39 | 17.70 | 13.37 | -0.69 | 13.29 | 24.98 | -24.86 | 9.63 | 12.04 | 8.24 | 13.41 | 23.01 | -2.04 | 4.11 |
| Sharpe Ratio | NA | -0.09 | -0.25 | 0.09 | 0.20 | NA | NA | 0.42 | 0.06 | -0.20 | 0.89 | -0.89 | 0.64 | 0.45 | 1.80 | -0.96 | 2.48 | 0.55 | -0.22 | 1.28 | 2.53 | 1.75 | -0.05 | 1.16 | 1.52 | -1.18 | 0.71 | 1.22 | 1.02 | 1.79 | 2.49 | -0.28 | 0.20 |
| Standard Deviation(%) | NA | 12.01 | 15.44 | 18.74 | 15.30 | NA | NA | 13.20 | 6.91 | 12.07 | 12.22 | 20.52 | 13.00 | 29.50 | 11.10 | 13.89 | 6.17 | 10.97 | 10.69 | 11.26 | 6.97 | 7.62 | 14.79 | 11.42 | 16.35 | 21.82 | 9.31 | 7.20 | 5.92 | 6.97 | 8.97 | 11.22 | 8.88 |
| Draw Down(%) | NA | 10.04 | 28.52 | 34.16 | 34.16 | NA | NA | 36.93 | 0.47 | 10.04 | 11.87 | 28.52 | 6.29 | 34.16 | 7.39 | 21.29 | 2.19 | 8.93 | 10.97 | 6.35 | 5.93 | 6.03 | 14.23 | 8.73 | 16.51 | 35.06 | 6.35 | 8.35 | 4.23 | 6.32 | 7.72 | 16.01 | 11.40 |
| Yield(%) | NA | 3.70 | 3.21 | 2.94 | 2.61 | NA | NA | 3.43 | NA | 0.62 | 3.46 | 2.30 | 3.38 | 1.90 | 3.04 | 2.31 | 0.72 | 3.13 | 3.77 | 2.23 | 3.55 | 3.94 | 2.53 | 3.81 | 3.91 | 4.62 | 5.46 | 4.40 | 4.53 | 3.76 | 3.14 | 4.31 | 4.20 |
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 - Optimal Moderate |
-6.90%
Feb 2006 - Feb 2009 |
-0.75%
Mar 2015 - Mar 2020 |
4.57%
Oct 2013 - Oct 2023 |
4.27%
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 - Optimal Moderate |
18.96%
Feb 2009 - Feb 2012 |
17.20%
Mar 2009 - Mar 2014 |
10.92%
Feb 2009 - Feb 2019 |
9.42%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart