Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Raytheon Savings and Investment Plan Strategic Asset Allocation - Optimal Moderate | NA | 21.74% | 1.69% | 6.22% | 5.60% | 7.51% | 6.83% | 7.00% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Raytheon Savings and Investment Plan Strategic Asset Allocation - Optimal 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 (%) | -1.19 | 21.74 | 1.69 | 6.22 | 5.60 | 7.51 | 6.83 | 7.00 | NA | 8.05 | 14.78 | -17.24 | 10.46 | 13.98 | 21.33 | -7.86 | 12.42 | 6.51 | -2.01 | 6.93 | 18.17 | 12.71 | -0.04 | 15.50 | 21.97 | -19.79 | 6.83 | 12.79 | 6.54 | 12.63 | 23.69 | -4.18 | 0.54 |
| Sharpe Ratio | NA | 0.27 | -0.26 | 0.20 | 0.36 | NA | NA | 0.47 | -0.02 | 0.19 | 1.18 | -1.25 | 1.15 | 0.67 | 2.80 | -1.00 | 2.58 | 0.75 | -0.24 | 1.07 | 2.48 | 1.62 | 0.00 | 1.28 | 1.21 | -1.00 | 0.44 | 1.22 | 0.60 | 1.37 | 2.43 | -0.43 | -0.15 |
| Standard Deviation(%) | NA | 7.80 | 11.01 | 13.16 | 10.77 | NA | NA | 11.38 | 6.74 | 7.85 | 8.93 | 14.88 | 9.11 | 20.44 | 7.11 | 9.22 | 4.57 | 8.36 | 8.43 | 6.45 | 7.32 | 7.83 | 15.37 | 12.04 | 18.10 | 20.81 | 8.75 | 7.81 | 7.30 | 8.52 | 9.45 | 12.43 | 11.74 |
| Draw Down(%) | NA | 4.00 | 22.77 | 23.34 | 23.34 | NA | NA | 36.27 | 0.65 | 4.00 | 9.37 | 22.97 | 3.58 | 23.34 | 3.83 | 14.37 | 1.67 | 6.85 | 8.96 | 4.82 | 5.63 | 6.45 | 14.87 | 10.32 | 20.08 | 29.33 | 5.27 | 7.07 | 4.80 | 6.36 | 8.52 | 19.62 | 15.41 |
| Yield(%) | NA | 3.60 | 4.09 | 4.19 | 3.44 | NA | NA | 3.68 | NA | 0.97 | 3.27 | 2.52 | 5.89 | 4.57 | 4.15 | 4.88 | 0.44 | 2.18 | 2.81 | 3.21 | 3.84 | 3.84 | 2.69 | 3.89 | 3.56 | 3.50 | 5.37 | 5.36 | 5.06 | 4.11 | 2.64 | 3.10 | 2.82 |
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 |
|---|---|---|---|---|
| Raytheon Savings and Investment Plan Strategic Asset Allocation - Optimal Moderate |
-7.08%
Feb 2006 - Feb 2009 |
-0.59%
Feb 2004 - Feb 2009 |
4.41%
Oct 2013 - Oct 2023 |
4.91%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Raytheon Savings and Investment Plan Strategic Asset Allocation - Optimal Moderate |
20.07%
Feb 2009 - Feb 2012 |
16.99%
Feb 2009 - Feb 2014 |
10.55%
Feb 2009 - Feb 2019 |
9.10%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart