Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NOVELIS SAVINGS and RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 6.58% | 3.84% | 2.37% | 1.53% | 3.69% | 3.69% | 3.41% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOVELIS SAVINGS and RETIREMENT 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 (%) | 0.17 | 6.58 | 3.84 | 2.37 | 1.53 | 3.69 | 3.69 | 3.41 | NA | 6.58 | 4.24 | 1.38 | 0.02 | 0.23 | 1.42 | 1.34 | 0.63 | 0.21 | 0.03 | 1.37 | 12.01 | 10.00 | 1.55 | 12.56 | 16.48 | -14.38 | 6.18 | 10.05 | 3.44 | 3.74 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.03 | -0.05 | -0.02 | 0.01 | NA | NA | 0.38 | 0.02 | -0.02 | -0.05 | 0.00 | 0.02 | 0.05 | 1.02 | 2.25 | 0.06 | 0.93 | -0.20 | 0.24 | 1.94 | 1.74 | 0.15 | 1.57 | 1.47 | -1.10 | 0.43 | 1.14 | 0.35 | 2.14 | 0.05 | 0.01 | 0.01 |
| Standard Deviation(%) | NA | 0.55 | 0.38 | 0.32 | 0.23 | NA | NA | 5.39 | 0.00 | 0.55 | 0.29 | 0.06 | 0.00 | 0.02 | 0.01 | 0.01 | 0.01 | 0.00 | 0.00 | 5.77 | 6.18 | 5.70 | 10.31 | 7.96 | 11.18 | 13.87 | 7.35 | 5.93 | 3.69 | 1.31 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | NA | NA | 24.56 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.36 | 5.82 | 4.62 | 9.28 | 6.09 | 12.07 | 23.11 | 4.58 | 4.96 | 2.68 | 0.42 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 3.80 | 2.32 | 1.61 | 1.19 | NA | NA | 1.86 | NA | 1.31 | 4.25 | 1.38 | 0.02 | 0.23 | 1.42 | 1.34 | 0.63 | 0.21 | 0.03 | 1.42 | 1.81 | 2.93 | 3.05 | 2.36 | 3.18 | 3.45 | 2.85 | 2.15 | 2.86 | 1.86 | 0.69 | 1.11 | 2.31 |
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 |
|---|---|---|---|---|
| NOVELIS SAVINGS and RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-3.20%
Feb 2006 - Feb 2009 |
-0.24%
Feb 2004 - Feb 2009 |
0.87%
Jun 2014 - Jun 2024 |
2.63%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVELIS SAVINGS and RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.07%
Feb 2009 - Feb 2012 |
12.44%
Feb 2009 - Feb 2014 |
6.35%
Feb 2009 - Feb 2019 |
4.71%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart