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 Strategic Asset Allocation - Equal Weight Moderate | NA | -2.73% | -3.56% | 4.71% | 4.59% | 5.96% | 5.63% | 6.04% |
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 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 (%) | -0.62 | -2.73 | -3.56 | 4.71 | 4.59 | 5.96 | 5.63 | 6.04 | NA | -1.48 | 12.16 | -7.42 | 2.50 | 28.77 | 18.31 | -5.20 | 11.51 | 5.20 | -2.87 | 4.98 | 11.33 | 10.82 | 1.18 | 12.28 | 27.69 | -21.75 | 7.58 | 9.39 | 4.81 | 13.27 | 18.88 | -5.12 | 6.37 |
| Sharpe Ratio | NA | -0.26 | -0.17 | 0.22 | 0.31 | NA | NA | 0.48 | 0.09 | -0.31 | 1.04 | -0.73 | 0.22 | 1.53 | 2.10 | -0.59 | 1.90 | 0.56 | -0.34 | 0.71 | 1.74 | 2.18 | 0.13 | 1.64 | 2.29 | -1.61 | 0.74 | 1.24 | 0.64 | 2.37 | 3.51 | -0.79 | 0.64 |
| Standard Deviation(%) | NA | 25.88 | 17.08 | 16.43 | 13.12 | NA | NA | 10.32 | 7.52 | 25.90 | 7.58 | 12.09 | 11.30 | 18.62 | 8.03 | 11.03 | 5.74 | 8.90 | 8.65 | 7.01 | 6.50 | 4.94 | 8.96 | 7.43 | 12.07 | 14.08 | 6.21 | 4.93 | 4.12 | 5.21 | 5.18 | 7.92 | 6.30 |
| Draw Down(%) | NA | 18.06 | 18.06 | 22.51 | 22.51 | NA | NA | 31.48 | 0.47 | 18.06 | 6.31 | 14.92 | 8.64 | 22.51 | 4.02 | 13.26 | 2.26 | 8.81 | 10.41 | 5.86 | 6.03 | 3.74 | 9.61 | 6.14 | 12.95 | 29.45 | 5.12 | 5.36 | 3.67 | 5.54 | 6.26 | 15.04 | 7.98 |
| Yield(%) | NA | 5.35 | 3.52 | 3.27 | 2.92 | NA | NA | 3.81 | NA | 0.69 | 5.59 | 2.62 | 1.83 | 2.98 | 2.95 | 3.00 | 0.26 | 3.54 | 2.26 | 4.13 | 5.68 | 4.95 | 5.06 | 4.21 | 4.32 | 4.55 | 7.08 | 4.85 | 4.50 | 5.84 | 2.46 | 1.64 | 2.69 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.70%
Feb 2006 - Feb 2009 |
-0.23%
Feb 2004 - Feb 2009 |
4.59%
Oct 2014 - Oct 2024 |
5.02%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JOHNSON CONTROLS SAVINGS AND INVESTMENT 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.96%
Feb 2009 - Feb 2012 |
14.27%
Feb 2009 - Feb 2014 |
9.00%
Feb 2009 - Feb 2019 |
9.00%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart