Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GENENTECH INC. TAX REDUCTION INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 26.40% | 8.22% | 11.59% | 9.05% | 9.80% | 9.14% | 9.65% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GENENTECH INC. TAX REDUCTION INVESTMENT PLAN Tactical Asset Allocation 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 | 26.40 | 8.22 | 11.59 | 9.05 | 9.80 | 9.14 | 9.65 | NA | 11.15 | 17.13 | -5.66 | 10.29 | 19.39 | 17.39 | -3.40 | 12.96 | 8.01 | 1.54 | 8.55 | 17.94 | 10.28 | 4.87 | 12.90 | 13.28 | 1.13 | 3.45 | 13.10 | 5.27 | 11.11 | 22.21 | 3.55 | 7.56 |
| Sharpe Ratio | NA | 0.53 | 0.31 | 0.57 | 0.64 | NA | NA | 0.83 | 0.05 | 0.42 | 1.57 | -0.55 | 0.96 | 0.96 | 2.20 | -0.47 | 2.60 | 0.99 | 0.16 | 1.12 | 2.55 | 1.35 | 0.33 | 1.21 | 1.48 | 0.04 | 0.04 | 1.54 | 0.44 | 1.34 | 3.33 | 0.48 | 0.88 |
| Standard Deviation(%) | NA | 10.73 | 10.77 | 13.15 | 10.88 | NA | NA | 9.48 | 11.68 | 10.77 | 8.22 | 12.76 | 10.74 | 20.02 | 7.27 | 9.99 | 4.74 | 7.88 | 9.20 | 7.62 | 7.03 | 7.60 | 14.57 | 10.54 | 8.91 | 5.62 | 11.11 | 6.37 | 7.11 | 7.57 | 6.47 | 5.13 | 6.00 |
| Draw Down(%) | NA | 7.31 | 11.94 | 20.64 | 20.64 | NA | NA | 20.64 | 1.01 | 7.31 | 6.46 | 12.18 | 6.53 | 20.64 | 4.12 | 12.67 | 1.50 | 6.04 | 8.05 | 4.24 | 4.71 | 6.02 | 11.25 | 6.56 | 4.79 | 4.90 | 8.09 | 5.60 | 4.16 | 5.24 | 3.10 | 2.88 | 4.36 |
| Yield(%) | NA | 3.68 | 4.11 | 4.23 | 3.65 | NA | NA | 0.00 | NA | 1.13 | 3.71 | 3.13 | 5.35 | 6.26 | 3.70 | 1.22 | 4.72 | 3.87 | 2.57 | 3.24 | 7.65 | 2.73 | 2.59 | 1.67 | 3.83 | 4.59 | 3.10 | 3.20 | 2.81 | 2.42 | 3.77 | 4.83 | 5.84 |
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 |
|---|---|---|---|---|
| GENENTECH INC. TAX REDUCTION INVESTMENT PLAN Tactical Asset Allocation Moderate |
3.75%
May 2007 - May 2010 |
4.66%
Mar 2015 - Mar 2020 |
7.48%
Oct 2013 - Oct 2023 |
7.64%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GENENTECH INC. TAX REDUCTION INVESTMENT PLAN Tactical Asset Allocation Moderate |
15.62%
Dec 2018 - Dec 2021 |
12.82%
Jun 2009 - Jun 2014 |
10.22%
Sep 2011 - Sep 2021 |
10.35%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart