Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TENNECO EMPLOYEE STOCK OWNERSHIP PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate | NA | 18.53% | 9.68% | 8.39% | 5.73% | 8.07% | 9.84% | 9.89% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TENNECO EMPLOYEE STOCK OWNERSHIP PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.02 | 18.53 | 9.68 | 8.39 | 5.73 | 8.07 | 9.84 | 9.89 | 2.26 | 32.12 | -5.68 | 8.10 | 13.74 | 15.58 | -7.54 | 9.63 | 6.14 | -0.94 | 2.34 | 15.68 | 10.25 | 4.44 | 18.95 | 19.72 | 1.03 | 14.53 | 21.72 | 12.91 | 21.37 | 23.49 | -0.39 | 5.02 |
| Sharpe Ratio | NA | 2.91 | 0.90 | 0.84 | 0.61 | NA | NA | 0.99 | 0.28 | 3.49 | -0.56 | 0.77 | 0.75 | 2.17 | -0.94 | 1.69 | 0.71 | -0.11 | 0.33 | 2.40 | 1.45 | 0.30 | 1.49 | 1.85 | 0.09 | 1.04 | 2.23 | 1.58 | 2.53 | 3.57 | -0.44 | 0.59 |
| Standard Deviation(%) | NA | 7.91 | 10.49 | 11.83 | 10.04 | NA | NA | 9.25 | 6.94 | 7.99 | 12.63 | 10.53 | 17.97 | 6.53 | 9.40 | 5.34 | 8.31 | 8.60 | 7.06 | 6.51 | 7.04 | 14.73 | 12.68 | 10.60 | 1.18 | 11.08 | 8.26 | 6.78 | 8.07 | 6.38 | 3.43 | 4.56 |
| Draw Down(%) | NA | 3.96 | 13.86 | 20.99 | 20.99 | NA | NA | 20.99 | 1.13 | 3.96 | 13.86 | 4.96 | 20.99 | 2.89 | 15.59 | 2.32 | 5.41 | 10.05 | 6.24 | 6.00 | 5.11 | 12.19 | 8.81 | 5.14 | 1.60 | 7.69 | 7.74 | 4.83 | 8.41 | 4.70 | 5.49 | 4.71 |
| Yield(%) | NA | 19.71 | 12.16 | 9.35 | 6.63 | NA | NA | 0.00 | 0.87 | 20.48 | 10.14 | 5.35 | 4.92 | 5.76 | 3.81 | 1.72 | 4.27 | 4.41 | 5.47 | 4.97 | 2.94 | 3.33 | 2.67 | 3.40 | 2.47 | 8.25 | 8.71 | 8.01 | 5.29 | 3.75 | 3.26 | 3.28 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| TENNECO EMPLOYEE STOCK OWNERSHIP PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate |
0.77%
Mar 2017 - Mar 2020 |
1.35%
Mar 2015 - Mar 2020 |
4.50%
Sep 2012 - Sep 2022 |
6.60%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TENNECO EMPLOYEE STOCK OWNERSHIP PLAN FOR SALARIED EMPLOYEES Tactical Asset Allocation Moderate |
23.49%
Apr 2003 - Apr 2006 |
19.45%
Oct 2002 - Oct 2007 |
15.62%
Apr 2003 - Apr 2013 |
12.28%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison Chart