Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JOHNSON CONTROLS SAVINGS AND INVESTMENT 401K PLAN Tactical Asset Allocation Moderate | NA | -17.70% | -12.72% | -3.42% | 0.05% | 1.82% | 3.50% | 4.54% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JOHNSON CONTROLS SAVINGS AND INVESTMENT 401K PLAN Tactical Asset Allocation 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 (%) | -0.52 | -17.70 | -12.72 | -3.42 | 0.05 | 1.82 | 3.50 | 4.54 | NA | 3.10 | 5.75 | -18.09 | 8.19 | 16.84 | 5.80 | -2.62 | 13.33 | 9.26 | -5.49 | 0.14 | 14.93 | 8.62 | -2.27 | 3.67 | 17.06 | -5.01 | 10.82 | 15.01 | 4.37 | 13.58 | 20.41 | 1.40 | 6.47 |
| Sharpe Ratio | NA | -0.03 | -0.20 | 0.00 | 0.10 | NA | NA | 0.38 | 0.09 | -0.08 | 0.20 | -1.78 | 0.80 | 1.81 | 0.94 | -0.54 | 2.37 | 1.99 | -1.03 | 0.02 | 2.04 | 1.54 | -0.22 | 0.35 | 2.76 | -1.46 | 0.80 | 1.48 | 0.36 | 1.71 | 3.55 | 0.11 | 1.98 |
| Standard Deviation(%) | NA | 45.80 | 27.47 | 22.18 | 16.16 | NA | NA | 11.71 | 12.46 | 45.79 | 7.35 | 10.93 | 10.25 | 9.17 | 4.67 | 7.28 | 5.37 | 4.55 | 5.34 | 5.91 | 7.30 | 5.57 | 10.39 | 10.29 | 6.15 | 4.07 | 9.80 | 7.93 | 6.06 | 7.41 | 5.55 | 2.58 | 2.11 |
| Draw Down(%) | NA | 28.93 | 31.03 | 34.18 | 34.18 | NA | NA | 34.18 | 0.93 | 28.93 | 6.33 | 18.74 | 5.47 | 9.65 | 4.39 | 8.91 | 2.12 | 2.74 | 7.26 | 6.71 | 5.17 | 5.36 | 10.87 | 10.35 | 3.10 | 8.25 | 6.79 | 8.95 | 5.18 | 6.71 | 4.43 | 3.98 | 0.87 |
| Yield(%) | NA | 5.77 | 4.71 | 4.33 | 3.71 | NA | NA | 3.79 | NA | 0.71 | 5.65 | 2.99 | 4.75 | 4.44 | 3.66 | 3.84 | 0.37 | 3.44 | 2.04 | 5.73 | 6.15 | 5.74 | 3.44 | 5.17 | 5.00 | 3.94 | 4.62 | 4.54 | 3.23 | 3.09 | 1.63 | 0.86 | 2.27 |
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 |
|---|---|---|---|---|
| JOHNSON CONTROLS SAVINGS AND INVESTMENT 401K PLAN Tactical Asset Allocation Moderate |
-12.52%
Oct 2021 - Oct 2024 |
-3.42%
Oct 2019 - Oct 2024 |
0.05%
Oct 2014 - Oct 2024 |
1.83%
Oct 2009 - Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JOHNSON CONTROLS SAVINGS AND INVESTMENT 401K PLAN Tactical Asset Allocation Moderate |
14.19%
Apr 2003 - Apr 2006 |
14.17%
Oct 2002 - Oct 2007 |
8.73%
Apr 2001 - Apr 2011 |
7.88%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart