Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VOLKSWAGEN GROUP OF AMERICA INC. SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 21.27% | 2.80% | 5.39% | 4.24% | 5.74% | 6.05% | 6.61% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VOLKSWAGEN GROUP OF AMERICA INC. SAVINGS AND INVESTMENT 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 (%) | -1.15 | 21.27 | 2.80 | 5.39 | 4.24 | 5.74 | 6.05 | 6.61 | NA | 3.39 | 11.25 | -10.40 | 10.47 | 6.53 | 18.64 | -8.78 | 11.06 | 6.14 | -6.04 | 4.63 | 7.76 | 11.70 | -0.69 | 15.39 | 25.91 | -22.57 | 8.48 | 16.73 | 11.98 | 15.52 | 24.83 | -2.78 | 2.86 |
| Sharpe Ratio | NA | -0.33 | -0.30 | 0.12 | 0.21 | NA | NA | 0.43 | -0.07 | -0.39 | 0.80 | -0.98 | 1.33 | 0.33 | 2.86 | -1.25 | 2.16 | 0.66 | -0.69 | 0.76 | 1.05 | 1.50 | -0.05 | 1.21 | 1.30 | -0.95 | 0.50 | 1.64 | 1.41 | 1.89 | 3.54 | -0.44 | 0.07 |
| Standard Deviation(%) | NA | 8.08 | 9.76 | 11.96 | 9.98 | NA | NA | 11.26 | 5.50 | 8.12 | 8.76 | 11.98 | 7.89 | 19.13 | 6.02 | 8.05 | 4.83 | 8.93 | 8.76 | 6.10 | 7.39 | 7.76 | 15.19 | 12.60 | 19.84 | 24.82 | 10.94 | 8.20 | 6.96 | 7.72 | 6.82 | 8.89 | 8.45 |
| Draw Down(%) | NA | 7.21 | 16.57 | 25.11 | 25.11 | NA | NA | 37.56 | 0.52 | 6.95 | 9.42 | 16.57 | 3.68 | 25.11 | 3.08 | 13.29 | 2.82 | 6.34 | 12.46 | 4.99 | 8.11 | 6.43 | 14.06 | 9.36 | 17.35 | 36.12 | 6.49 | 9.23 | 4.74 | 10.17 | 6.39 | 15.33 | 10.82 |
| Yield(%) | NA | 4.60 | 3.68 | 3.76 | 3.30 | NA | NA | 3.66 | NA | 1.00 | 4.43 | 2.72 | 3.08 | 3.98 | 3.87 | 2.16 | 0.53 | 4.55 | 3.09 | 4.06 | 3.26 | 3.58 | 3.20 | 3.88 | 3.35 | 4.12 | 5.02 | 5.11 | 4.33 | 3.46 | 3.92 | 3.13 | 4.41 |
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 |
|---|---|---|---|---|
| VOLKSWAGEN GROUP OF AMERICA INC. SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.64%
Feb 2006 - Feb 2009 |
-0.12%
Mar 2015 - Mar 2020 |
2.71%
Oct 2013 - Oct 2023 |
3.40%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VOLKSWAGEN GROUP OF AMERICA INC. SAVINGS AND INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
20.90%
Mar 2003 - Mar 2006 |
16.69%
Oct 2002 - Oct 2007 |
10.47%
Mar 2003 - Mar 2013 |
8.24%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart