Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INTERNATIONAL SPECIALTY PRODUCTS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 24.84% | 3.09% | 9.62% | 7.70% | 8.39% | 6.96% | 6.44% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INTERNATIONAL SPECIALTY PRODUCTS INC. 401K 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 (%) | -0.80 | 24.84 | 3.09 | 9.62 | 7.70 | 8.39 | 6.96 | 6.44 | NA | 10.14 | 14.25 | -13.07 | 6.13 | 27.42 | 22.39 | -3.23 | 11.84 | 5.01 | -0.14 | 3.13 | 16.50 | 11.46 | 0.08 | 14.01 | 25.67 | -26.53 | 6.10 | 7.83 | 6.87 | 11.03 | 22.19 | -12.27 | -2.25 |
| Sharpe Ratio | NA | 0.51 | -0.02 | 0.42 | 0.53 | NA | NA | 0.42 | 0.08 | 0.37 | 1.10 | -0.94 | 0.56 | 1.41 | 2.37 | -0.43 | 2.06 | 0.53 | -0.02 | 0.45 | 2.28 | 1.43 | 0.00 | 1.17 | 1.49 | -1.24 | 0.31 | 0.57 | 0.76 | 1.37 | 2.28 | -1.06 | -0.44 |
| Standard Deviation(%) | NA | 9.69 | 11.76 | 13.45 | 11.29 | NA | NA | 11.56 | 9.69 | 9.72 | 9.06 | 15.43 | 10.82 | 19.24 | 8.85 | 10.59 | 5.45 | 9.02 | 8.35 | 6.94 | 7.22 | 7.96 | 15.05 | 11.89 | 17.15 | 22.19 | 10.13 | 8.06 | 6.17 | 7.37 | 9.42 | 12.57 | 10.26 |
| Draw Down(%) | NA | 5.80 | 17.65 | 20.39 | 20.39 | NA | NA | 39.01 | 0.69 | 5.80 | 7.99 | 18.69 | 7.64 | 20.02 | 5.24 | 13.44 | 2.53 | 8.73 | 9.18 | 5.02 | 5.61 | 6.72 | 14.19 | 8.71 | 16.18 | 35.28 | 7.26 | 8.93 | 4.07 | 6.49 | 7.86 | 21.19 | 15.25 |
| Yield(%) | NA | 4.11 | 5.29 | 4.53 | 3.74 | NA | NA | 3.24 | NA | 0.53 | 4.41 | 3.57 | 7.03 | 3.33 | 5.96 | 3.41 | 0.33 | 2.56 | 2.38 | 4.77 | 4.48 | 2.53 | 2.34 | 2.15 | 2.76 | 3.55 | 5.84 | 4.81 | 2.65 | 1.42 | 0.82 | 0.94 | 2.02 |
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 |
|---|---|---|---|---|
| INTERNATIONAL SPECIALTY PRODUCTS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-9.74%
Feb 2006 - Feb 2009 |
-2.86%
Feb 2004 - Feb 2009 |
4.11%
Feb 2006 - Feb 2016 |
4.40%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INTERNATIONAL SPECIALTY PRODUCTS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
19.59%
Feb 2009 - Feb 2012 |
16.17%
Feb 2009 - Feb 2014 |
10.29%
Feb 2009 - Feb 2019 |
9.99%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart