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 Strategic Asset Allocation - Optimal Moderate | NA | 31.51% | 11.92% | 12.81% | 8.86% | 8.93% | 7.90% | 8.17% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TENNECO EMPLOYEE STOCK OWNERSHIP PLAN FOR SALARIED EMPLOYEES 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 (%) | -0.81 | 31.51 | 11.92 | 12.81 | 8.86 | 8.93 | 7.90 | 8.17 | NA | 16.76 | 23.03 | -5.06 | 9.79 | 17.81 | 15.41 | -2.83 | 10.68 | 6.01 | -0.74 | 4.56 | 12.83 | 11.13 | -2.28 | 13.48 | 24.36 | -22.48 | 5.35 | 11.65 | 11.24 | 13.74 | 24.82 | -3.43 | 3.12 |
| Sharpe Ratio | NA | 1.59 | 0.81 | 0.85 | 0.74 | NA | NA | 0.59 | 0.10 | 1.42 | 2.57 | -0.54 | 1.26 | 0.96 | 1.90 | -0.44 | 2.40 | 0.70 | -0.09 | 0.72 | 1.94 | 1.44 | -0.16 | 1.11 | 1.24 | -0.97 | 0.24 | 1.08 | 1.55 | 1.86 | 2.64 | -0.41 | 0.08 |
| Standard Deviation(%) | NA | 7.12 | 9.13 | 11.35 | 9.70 | NA | NA | 11.08 | 4.66 | 7.18 | 7.31 | 12.03 | 7.77 | 18.24 | 7.37 | 9.41 | 4.18 | 8.35 | 8.28 | 6.31 | 6.58 | 7.67 | 14.07 | 12.03 | 19.58 | 24.18 | 9.79 | 7.80 | 5.86 | 6.89 | 9.14 | 10.97 | 10.28 |
| Draw Down(%) | NA | 5.00 | 14.18 | 21.87 | 21.87 | NA | NA | 36.85 | 0.23 | 5.00 | 4.25 | 14.43 | 3.53 | 21.87 | 3.74 | 10.20 | 1.61 | 6.26 | 8.67 | 5.01 | 5.61 | 6.82 | 13.87 | 9.06 | 17.80 | 33.41 | 6.66 | 8.95 | 3.67 | 5.90 | 7.06 | 17.88 | 13.83 |
| Yield(%) | NA | 16.71 | 11.02 | 7.55 | 5.56 | NA | NA | 4.42 | NA | 4.58 | 16.10 | 7.86 | 4.23 | 2.56 | 2.07 | 6.35 | 0.75 | 3.53 | 4.01 | 3.54 | 3.71 | 2.40 | 2.15 | 1.70 | 2.11 | 3.18 | 8.08 | 6.15 | 4.29 | 2.04 | 3.43 | 3.49 | 3.38 |
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 |
|---|---|---|---|---|
| TENNECO EMPLOYEE STOCK OWNERSHIP PLAN FOR SALARIED EMPLOYEES Strategic Asset Allocation - Optimal Moderate |
-7.88%
Feb 2006 - Feb 2009 |
-0.23%
Feb 2004 - Feb 2009 |
4.35%
Feb 2006 - Feb 2016 |
4.74%
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 Strategic Asset Allocation - Optimal Moderate |
19.59%
Mar 2003 - Mar 2006 |
14.47%
Feb 2009 - Feb 2014 |
9.58%
Feb 2009 - Feb 2019 |
10.04%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart