Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NOVARTIS PHARMACEUTICALS CORPORATION INVESTMENT SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 34.09% | 13.68% | 15.19% | 9.79% | 9.88% | 11.02% | 11.56% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOVARTIS PHARMACEUTICALS CORPORATION INVESTMENT SAVINGS 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 (%) | -0.71 | 34.09 | 13.68 | 15.19 | 9.79 | 9.88 | 11.02 | 11.56 | NA | 22.27 | 25.09 | -3.31 | 13.46 | 18.14 | 18.14 | -6.37 | 8.22 | 5.75 | 1.42 | 5.80 | 16.23 | 11.47 | 2.31 | 12.35 | 11.74 | 3.25 | 19.09 | 19.44 | 14.21 | 18.22 | 30.45 | 6.36 | 2.25 |
| Sharpe Ratio | NA | 1.88 | 1.02 | 0.97 | 0.78 | NA | NA | 0.99 | 0.09 | 1.68 | 2.51 | -0.37 | 1.24 | 0.96 | 2.19 | -0.75 | 1.43 | 0.65 | 0.15 | 0.75 | 2.05 | 1.44 | 0.15 | 0.98 | 1.01 | 0.39 | 1.23 | 1.50 | 1.58 | 1.87 | 4.33 | 0.89 | -0.01 |
| Standard Deviation(%) | NA | 9.24 | 10.27 | 12.49 | 10.61 | NA | NA | 10.05 | 7.99 | 9.35 | 8.30 | 12.63 | 10.80 | 18.62 | 7.63 | 10.18 | 5.30 | 8.51 | 9.23 | 7.71 | 7.91 | 7.90 | 14.94 | 12.53 | 11.49 | 6.01 | 13.13 | 10.80 | 7.60 | 9.26 | 6.87 | 5.89 | 7.26 |
| Draw Down(%) | NA | 5.80 | 12.61 | 21.05 | 21.05 | NA | NA | 21.05 | 0.59 | 5.80 | 5.47 | 13.11 | 6.00 | 21.05 | 3.67 | 14.26 | 3.11 | 5.91 | 7.81 | 5.61 | 3.73 | 5.77 | 13.59 | 9.35 | 9.31 | 4.17 | 9.59 | 14.20 | 6.03 | 10.63 | 2.77 | 4.11 | 9.17 |
| Yield(%) | NA | 14.13 | 11.15 | 7.71 | 5.34 | NA | NA | 0.00 | NA | 9.52 | 12.99 | 6.95 | 2.91 | 2.26 | 4.62 | 1.41 | 2.33 | 1.90 | 3.83 | 4.00 | 0.98 | 2.28 | 2.96 | 2.40 | 4.96 | 3.54 | 3.68 | 3.78 | 3.90 | 3.79 | 6.26 | 6.11 | 5.00 |
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 |
|---|---|---|---|---|
| NOVARTIS PHARMACEUTICALS CORPORATION INVESTMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
2.29%
Mar 2017 - Mar 2020 |
2.36%
Mar 2015 - Mar 2020 |
6.06%
Mar 2010 - Mar 2020 |
7.08%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOVARTIS PHARMACEUTICALS CORPORATION INVESTMENT SAVINGS PLAN Tactical Asset Allocation Moderate |
24.05%
Apr 2003 - Apr 2006 |
20.86%
Mar 2003 - Mar 2008 |
14.81%
Apr 2001 - Apr 2011 |
11.95%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart