Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/29/2022.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SAPPI FINE PAPER NORTH AMERICA SALARIED INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | -12.67% | 4.87% | 4.23% | 4.92% | 4.59% | 6.18% | 5.91% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAPPI FINE PAPER NORTH AMERICA SALARIED INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 07/08/2022 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/29/2022.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.51 | -12.67 | 4.87 | 4.23 | 4.92 | 4.59 | 6.18 | 5.91 | -20.86 | 13.17 | 18.73 | 6.65 | -2.61 | 13.24 | 4.48 | -2.66 | 0.90 | 13.91 | 8.73 | -4.52 | 7.56 | 11.08 | -3.34 | 9.85 | 12.28 | 9.67 | 10.49 | 16.69 | 0.09 | 2.31 |
| Sharpe Ratio | NA | -0.99 | 0.20 | 0.15 | 0.37 | NA | NA | 0.52 | -0.96 | 1.06 | 1.41 | 0.39 | -0.39 | 2.32 | 0.60 | -0.41 | 0.10 | 2.13 | 1.58 | -0.44 | 0.71 | 1.27 | -1.58 | 0.71 | 1.25 | 1.34 | 1.26 | 3.09 | -0.49 | 0.01 |
| Standard Deviation(%) | NA | 17.87 | 15.66 | 13.20 | 10.57 | NA | NA | 8.90 | 22.08 | 12.39 | 13.07 | 13.50 | 10.06 | 5.44 | 7.09 | 6.56 | 8.93 | 6.51 | 5.48 | 10.41 | 10.58 | 8.66 | 2.70 | 9.64 | 7.20 | 5.62 | 7.56 | 5.18 | 2.08 | 0.05 |
| Draw Down(%) | NA | 25.49 | 25.49 | 25.49 | 25.49 | NA | NA | 25.49 | 23.93 | 6.15 | 10.03 | 13.17 | 9.06 | 3.18 | 4.28 | 6.37 | 8.46 | 4.22 | 4.64 | 12.30 | 8.87 | 4.90 | 3.63 | 7.61 | 8.95 | 3.95 | 5.64 | 2.24 | 2.10 | 0.00 |
| Yield(%) | NA | 8.66 | 6.31 | 4.22 | 3.21 | NA | NA | 2.82 | 0.52 | 9.31 | 3.97 | 6.13 | 1.68 | 0.14 | 3.17 | 0.18 | 5.13 | 2.10 | 0.99 | 1.51 | 1.37 | 1.20 | 0.79 | 5.14 | 5.76 | 3.87 | 1.53 | 1.29 | 1.04 | 2.31 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAPPI FINE PAPER NORTH AMERICA SALARIED INVESTMENT PLAN Tactical Asset Allocation Moderate |
0.00%
May 2017 - May 2020 |
0.95%
Aug 2014 - Aug 2019 |
3.28%
Apr 2010 - Apr 2020 |
3.85%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAPPI FINE PAPER NORTH AMERICA SALARIED INVESTMENT PLAN Tactical Asset Allocation Moderate |
14.69%
Apr 2003 - Apr 2006 |
12.45%
Oct 2002 - Oct 2007 |
8.16%
Apr 2003 - Apr 2013 |
7.41%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart