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 - Optimal Moderate | NA | 24.05% | 1.39% | 5.09% | 4.81% | 6.42% | 6.41% | 6.84% |
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 - 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 (%) | -1.14 | 24.05 | 1.39 | 5.09 | 4.81 | 6.42 | 6.41 | 6.84 | NA | 6.63 | 13.88 | -17.00 | 9.56 | 9.65 | 20.40 | -6.88 | 11.74 | 5.99 | -3.02 | 5.08 | 10.52 | 13.14 | -1.54 | 16.64 | 25.07 | -22.32 | 9.10 | 14.23 | 11.08 | 14.46 | 27.03 | -4.68 | 1.98 |
| Sharpe Ratio | NA | 0.12 | -0.33 | 0.11 | 0.29 | NA | NA | 0.47 | -0.02 | 0.01 | 1.10 | -1.30 | 1.17 | 0.49 | 3.05 | -1.01 | 2.62 | 0.65 | -0.41 | 0.84 | 1.41 | 1.67 | -0.11 | 1.36 | 1.32 | -0.99 | 0.60 | 1.35 | 1.41 | 1.88 | 3.54 | -0.61 | -0.04 |
| Standard Deviation(%) | NA | 7.48 | 10.54 | 12.40 | 10.12 | NA | NA | 11.09 | 6.04 | 7.53 | 8.77 | 14.11 | 8.18 | 19.19 | 6.22 | 8.13 | 4.25 | 8.86 | 7.36 | 6.04 | 7.41 | 7.86 | 14.84 | 12.21 | 18.99 | 23.45 | 10.20 | 8.14 | 6.33 | 7.18 | 7.44 | 9.42 | 9.30 |
| Draw Down(%) | NA | 5.35 | 23.27 | 24.97 | 24.97 | NA | NA | 37.27 | 0.58 | 5.20 | 8.94 | 23.64 | 4.27 | 24.97 | 3.24 | 12.52 | 1.75 | 6.68 | 8.65 | 4.97 | 7.83 | 6.71 | 14.73 | 9.07 | 18.05 | 35.36 | 6.50 | 9.08 | 4.28 | 8.91 | 6.46 | 15.98 | 12.59 |
| Yield(%) | NA | 4.53 | 3.76 | 4.00 | 3.35 | NA | NA | 3.74 | NA | 1.00 | 4.23 | 3.20 | 3.10 | 4.35 | 4.28 | 2.23 | 0.51 | 3.99 | 2.51 | 4.42 | 4.83 | 3.68 | 3.40 | 3.72 | 3.50 | 3.76 | 5.88 | 5.29 | 4.29 | 3.38 | 3.74 | 2.81 | 3.82 |
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 - Optimal Moderate |
-7.00%
Feb 2006 - Feb 2009 |
0.46%
Feb 2004 - Feb 2009 |
3.15%
Oct 2013 - Oct 2023 |
3.77%
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 - Optimal Moderate |
20.93%
Feb 2009 - Feb 2012 |
16.14%
Oct 2002 - Oct 2007 |
10.40%
Mar 2003 - Mar 2013 |
8.76%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart