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 Strategic Asset Allocation - Equal Weight Moderate | NA | 20.95% | 1.88% | 8.64% | 6.24% | 7.08% | 6.56% | 7.15% |
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 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 (%) | -0.58 | 20.95 | 1.88 | 8.64 | 6.24 | 7.08 | 6.56 | 7.15 | NA | 8.38 | 10.71 | -10.98 | 4.54 | 28.35 | 18.64 | -4.79 | 9.45 | 5.13 | -4.02 | 4.33 | 16.34 | 8.00 | 2.87 | 10.34 | 19.64 | -20.50 | 9.06 | 12.08 | 7.75 | 12.20 | 21.47 | -0.71 | 7.46 |
| Sharpe Ratio | NA | 0.32 | -0.10 | 0.39 | 0.42 | NA | NA | 0.57 | 0.06 | 0.20 | 0.75 | -0.88 | 0.41 | 1.51 | 2.32 | -0.59 | 1.91 | 0.59 | -0.47 | 0.59 | 2.66 | 1.50 | 0.27 | 1.13 | 1.46 | -1.26 | 0.76 | 1.47 | 1.01 | 1.85 | 2.81 | -0.21 | 0.70 |
| Standard Deviation(%) | NA | 9.02 | 10.84 | 12.84 | 10.72 | NA | NA | 9.77 | 9.83 | 9.05 | 8.67 | 13.98 | 11.02 | 18.64 | 7.42 | 10.30 | 4.63 | 8.41 | 8.69 | 7.37 | 6.14 | 5.28 | 10.58 | 9.08 | 13.34 | 17.06 | 8.00 | 6.00 | 5.54 | 6.09 | 7.38 | 8.74 | 7.38 |
| Draw Down(%) | NA | 5.93 | 18.00 | 21.21 | 21.21 | NA | NA | 31.86 | 0.79 | 5.93 | 7.75 | 18.54 | 9.68 | 21.21 | 3.55 | 12.04 | 2.24 | 7.10 | 10.16 | 6.13 | 4.55 | 4.38 | 9.75 | 8.37 | 14.01 | 30.27 | 6.00 | 6.15 | 3.81 | 5.73 | 6.04 | 13.37 | 8.25 |
| Yield(%) | NA | 3.11 | 4.97 | 5.19 | 4.71 | NA | NA | 4.25 | NA | 0.68 | 3.06 | 5.15 | 5.71 | 3.66 | 8.05 | 4.13 | 0.27 | 3.58 | 8.62 | 4.42 | 3.47 | 2.68 | 2.68 | 2.74 | 2.01 | 3.43 | 4.87 | 8.12 | 5.82 | 3.04 | 2.97 | 3.80 | 4.71 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.13%
Feb 2006 - Feb 2009 |
0.49%
Feb 2004 - Feb 2009 |
4.39%
Oct 2007 - Oct 2017 |
4.55%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOMURA SECURITIES INTERNATIONAL INC. RETIREMENT INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
16.76%
Dec 2018 - Dec 2021 |
13.78%
Feb 2009 - Feb 2014 |
8.59%
Sep 2011 - Sep 2021 |
8.43%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart