Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NOVELIS SAVINGS and RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 13.38% | -1.33% | 3.01% | 2.56% | 3.60% | 4.33% | 3.97% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOVELIS SAVINGS and RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.79 | 13.38 | -1.33 | 3.01 | 2.56 | 3.60 | 4.33 | 3.97 | NA | 8.72 | 2.89 | -15.01 | 9.87 | 7.69 | 4.24 | -2.85 | 11.69 | 2.06 | -0.77 | 0.33 | 13.78 | 3.48 | 1.88 | 4.11 | 10.58 | 2.85 | 6.30 | 9.89 | 3.54 | 5.26 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.39 | -0.82 | -0.02 | 0.04 | NA | NA | 0.17 | -0.14 | 0.31 | -0.24 | -2.12 | 1.55 | 0.78 | 0.07 | -0.08 | 2.96 | 0.49 | -0.17 | 0.05 | 2.04 | 0.64 | 0.20 | 0.42 | 1.55 | 0.54 | 0.38 | 1.37 | 0.28 | 2.34 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 6.69 | 6.75 | 7.33 | 22.36 | NA | NA | 15.10 | 0.76 | 6.76 | 5.60 | 7.73 | 6.37 | 9.50 | 41.78 | 54.34 | 3.73 | 3.74 | 4.69 | 6.13 | 6.73 | 5.37 | 9.05 | 9.54 | 6.75 | 3.60 | 8.82 | 4.82 | 4.91 | 1.85 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 4.40 | 17.52 | 18.02 | 32.91 | NA | NA | 32.91 | 0.10 | 4.40 | 5.95 | 16.08 | 2.84 | 11.26 | 27.50 | 32.91 | 1.11 | 2.78 | 3.08 | 7.61 | 5.05 | 4.90 | 8.94 | 10.49 | 3.80 | 1.85 | 5.91 | 3.42 | 3.34 | 0.52 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.01 | 3.85 | 2.99 | 2.26 | NA | NA | 2.22 | NA | 0.51 | 3.34 | 2.86 | 4.86 | 1.47 | 2.21 | 0.86 | 0.26 | 1.63 | 2.26 | 2.96 | 1.79 | 2.15 | 2.11 | 2.72 | 3.52 | 3.05 | 2.24 | 2.44 | 2.04 | 1.69 | 0.69 | 1.11 | 2.31 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVELIS SAVINGS and RETIREMENT PLAN Tactical Asset Allocation Moderate |
-2.56%
Apr 2021 - Apr 2024 |
-0.16%
Jan 2018 - Jan 2023 |
1.60%
Oct 2013 - Oct 2023 |
3.14%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVELIS SAVINGS and RETIREMENT PLAN Tactical Asset Allocation Moderate |
8.95%
Oct 2004 - Oct 2007 |
8.24%
Apr 2005 - Apr 2010 |
6.69%
Aug 2004 - Aug 2014 |
5.22%
Aug 2006 - Aug 2021 |
Annualized Rolling Returns Comparison Chart