Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NOMURA SECURITIES INTERNATIONAL INC. RETIREMENT INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 20.90% | -2.27% | 4.59% | 3.99% | 4.61% | 5.49% | 6.34% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOMURA SECURITIES INTERNATIONAL INC. RETIREMENT INVESTMENT 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 (%) | -1.28 | 20.90 | -2.27 | 4.59 | 3.99 | 4.61 | 5.49 | 6.34 | NA | 9.62 | 3.60 | -17.02 | 9.74 | 18.44 | 7.27 | -0.42 | 9.50 | 7.07 | -4.91 | -0.06 | 14.97 | 3.35 | 4.73 | 3.56 | 13.12 | 2.45 | 10.59 | 11.74 | 2.65 | 10.66 | 16.60 | 7.44 | 7.07 |
| Sharpe Ratio | NA | 0.56 | -0.52 | 0.18 | 0.30 | NA | NA | 0.65 | 0.09 | 0.32 | -0.08 | -1.81 | 0.95 | 1.93 | 1.32 | -0.22 | 1.64 | 1.53 | -0.95 | -0.01 | 2.18 | 0.64 | 0.54 | 0.34 | 1.77 | 0.30 | 0.77 | 1.06 | 0.08 | 1.40 | 2.38 | 1.49 | 1.00 |
| Standard Deviation(%) | NA | 9.53 | 9.31 | 9.53 | 7.82 | NA | NA | 7.39 | 13.47 | 9.49 | 8.08 | 10.15 | 10.17 | 9.43 | 4.44 | 7.78 | 5.40 | 4.48 | 5.17 | 6.30 | 6.86 | 5.12 | 8.66 | 10.09 | 7.38 | 5.11 | 9.93 | 7.98 | 6.09 | 6.94 | 6.68 | 4.24 | 4.75 |
| Draw Down(%) | NA | 5.51 | 21.32 | 24.57 | 24.57 | NA | NA | 24.57 | 1.03 | 5.51 | 7.56 | 17.74 | 6.02 | 10.03 | 3.12 | 7.92 | 2.11 | 2.44 | 6.09 | 5.10 | 4.28 | 4.10 | 6.40 | 9.88 | 5.20 | 3.76 | 7.66 | 9.54 | 4.35 | 7.61 | 5.59 | 3.45 | 3.46 |
| Yield(%) | NA | 2.81 | 4.68 | 4.44 | 3.29 | NA | NA | 3.82 | NA | 0.68 | 2.49 | 4.29 | 6.35 | 4.42 | 4.40 | 3.18 | 0.37 | 2.25 | 1.92 | 2.54 | 4.08 | 3.25 | 3.25 | 2.97 | 3.81 | 4.29 | 3.70 | 7.80 | 3.87 | 3.46 | 3.62 | 4.52 | 6.41 |
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 |
|---|---|---|---|---|
| NOMURA SECURITIES INTERNATIONAL INC. RETIREMENT INVESTMENT PLAN Tactical Asset Allocation Moderate |
-3.53%
Apr 2021 - Apr 2024 |
0.89%
Sep 2018 - Sep 2023 |
2.20%
Oct 2013 - Oct 2023 |
4.00%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOMURA SECURITIES INTERNATIONAL INC. RETIREMENT INVESTMENT PLAN Tactical Asset Allocation Moderate |
11.89%
Apr 2003 - Apr 2006 |
11.32%
Oct 2002 - Oct 2007 |
9.11%
Apr 2001 - Apr 2011 |
7.18%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart