Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Danaher Corporation & Subsidiaries Retirement and Savings Plan Strategic Asset Allocation - Optimal Moderate | NA | 28.33% | 3.56% | 6.80% | 5.84% | 7.62% | 6.79% | 6.70% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Danaher Corporation & Subsidiaries Retirement and Savings 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 (%) | -1.08 | 28.33 | 3.56 | 6.80 | 5.84 | 7.62 | 6.79 | 6.70 | NA | 11.88 | 13.85 | -14.96 | 3.60 | 21.52 | 15.67 | -5.82 | 9.48 | 4.76 | 0.88 | 7.73 | 16.82 | 13.94 | 0.01 | 14.43 | 25.24 | -25.94 | 9.59 | 11.24 | 8.20 | 12.27 | 23.53 | -7.31 | -1.37 |
| Sharpe Ratio | NA | 0.68 | -0.06 | 0.32 | 0.39 | NA | NA | 0.46 | 0.06 | 0.54 | 1.07 | -1.12 | 0.37 | 1.23 | 2.01 | -0.74 | 2.01 | 0.54 | 0.10 | 1.19 | 2.47 | 1.78 | 0.00 | 1.21 | 1.50 | -1.21 | 0.75 | 1.15 | 1.01 | 1.61 | 2.69 | -0.71 | -0.35 |
| Standard Deviation(%) | NA | 9.77 | 11.41 | 12.51 | 10.44 | NA | NA | 11.02 | 8.93 | 9.82 | 9.00 | 14.56 | 9.60 | 17.29 | 7.10 | 9.60 | 4.40 | 8.48 | 8.70 | 6.46 | 6.79 | 7.82 | 15.02 | 11.86 | 16.74 | 22.11 | 8.82 | 6.93 | 5.94 | 7.04 | 8.50 | 11.88 | 10.60 |
| Draw Down(%) | NA | 5.98 | 20.47 | 21.47 | 21.47 | NA | NA | 38.74 | 0.76 | 5.98 | 8.44 | 21.19 | 6.10 | 19.89 | 3.09 | 12.82 | 2.10 | 7.77 | 8.36 | 4.87 | 5.93 | 6.54 | 14.71 | 9.40 | 18.06 | 36.42 | 5.83 | 7.63 | 4.32 | 6.12 | 7.73 | 17.59 | 15.58 |
| Yield(%) | NA | 4.84 | 4.69 | 4.59 | 4.36 | NA | NA | 4.52 | NA | 0.73 | 4.68 | 4.77 | 3.52 | 5.56 | 3.67 | 4.95 | 0.38 | 2.91 | 7.53 | 6.68 | 6.62 | 4.28 | 3.25 | 3.64 | 3.54 | 4.83 | 7.88 | 5.39 | 3.91 | 4.88 | 2.60 | 3.44 | 4.21 |
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 |
|---|---|---|---|---|
| Danaher Corporation & Subsidiaries Retirement and Savings Plan Strategic Asset Allocation - Optimal Moderate |
-8.00%
Feb 2006 - Feb 2009 |
-1.29%
Feb 2004 - Feb 2009 |
4.17%
Oct 2013 - Oct 2023 |
4.49%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Danaher Corporation & Subsidiaries Retirement and Savings Plan Strategic Asset Allocation - Optimal Moderate |
20.15%
Feb 2009 - Feb 2012 |
16.84%
Feb 2009 - Feb 2014 |
10.55%
Feb 2009 - Feb 2019 |
9.23%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart