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 Strategic Asset Allocation - Equal Weight Moderate | NA | 30.90% | 11.66% | 12.22% | 7.81% | 7.32% | 7.17% | 7.32% |
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 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 | 30.90 | 11.66 | 12.22 | 7.81 | 7.32 | 7.17 | 7.32 | NA | 20.44 | 20.57 | -2.86 | 4.66 | 17.59 | 15.27 | -6.33 | 13.35 | 4.83 | -2.65 | 1.08 | 9.98 | 9.26 | -4.11 | 10.88 | 24.77 | -22.74 | 12.04 | 13.60 | 10.04 | 12.49 | 23.80 | -5.82 | 3.32 |
| Sharpe Ratio | NA | 2.22 | 1.00 | 0.84 | 0.68 | NA | NA | 0.58 | 0.07 | 2.10 | 2.32 | -0.39 | 0.50 | 1.00 | 1.94 | -0.84 | 2.75 | 0.50 | -0.29 | 0.15 | 1.50 | 1.29 | -0.33 | 1.01 | 1.60 | -1.26 | 0.93 | 1.40 | 1.38 | 1.62 | 3.07 | -0.69 | 0.10 |
| Standard Deviation(%) | NA | 6.56 | 8.41 | 10.94 | 9.59 | NA | NA | 10.04 | 4.78 | 6.59 | 7.02 | 10.93 | 9.34 | 17.29 | 7.14 | 9.11 | 4.62 | 9.18 | 9.11 | 6.90 | 6.64 | 7.15 | 12.59 | 10.73 | 15.47 | 18.85 | 9.69 | 7.38 | 5.71 | 7.15 | 7.52 | 10.00 | 9.67 |
| Draw Down(%) | NA | 3.81 | 12.69 | 20.19 | 20.19 | NA | NA | 33.63 | 0.32 | 3.81 | 4.21 | 12.69 | 6.04 | 20.19 | 4.34 | 13.19 | 1.32 | 7.07 | 10.16 | 6.04 | 5.50 | 6.65 | 13.11 | 8.16 | 13.70 | 31.29 | 6.44 | 9.08 | 4.19 | 7.18 | 6.86 | 15.88 | 13.64 |
| Yield(%) | NA | 14.85 | 9.38 | 6.55 | 4.40 | NA | NA | 3.27 | NA | 4.68 | 13.98 | 6.96 | 1.75 | 2.08 | 3.59 | 1.90 | 0.76 | 2.74 | 3.07 | 2.18 | 1.95 | 1.93 | 1.99 | 1.83 | 2.23 | 2.29 | 3.18 | 2.62 | 2.59 | 2.32 | 2.12 | 2.33 | 4.19 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.76%
Feb 2006 - Feb 2009 |
1.28%
Feb 2011 - Feb 2016 |
3.34%
Oct 2007 - Oct 2017 |
3.62%
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 Strategic Asset Allocation - Equal Weight Moderate |
18.23%
Mar 2003 - Mar 2006 |
15.10%
Oct 2002 - Oct 2007 |
8.72%
Mar 2003 - Mar 2013 |
8.33%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart