Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NOKIA SIEMENS NETWORKS SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 22.60% | 4.08% | 8.81% | 7.25% | 8.39% | 9.20% | 9.94% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NOKIA SIEMENS NETWORKS SAVINGS 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 (%) | -1.12 | 22.60 | 4.08 | 8.81 | 7.25 | 8.39 | 9.20 | 9.94 | NA | 8.72 | 13.71 | -8.91 | 8.89 | 18.64 | 16.32 | -4.11 | 11.60 | 8.82 | -0.39 | 4.34 | 15.59 | 13.26 | 0.88 | 17.17 | 20.54 | 3.07 | 13.29 | 9.97 | 10.23 | 12.61 | 25.01 | 7.58 | 6.44 |
| Sharpe Ratio | NA | 0.42 | 0.05 | 0.40 | 0.50 | NA | NA | 0.84 | 0.07 | 0.19 | 1.11 | -0.80 | 0.80 | 0.93 | 2.12 | -0.55 | 2.42 | 1.03 | -0.04 | 0.53 | 2.01 | 1.81 | 0.05 | 1.47 | 2.12 | 0.36 | 1.07 | 0.85 | 1.17 | 1.43 | 3.13 | 1.26 | 0.63 |
| Standard Deviation(%) | NA | 11.10 | 11.01 | 13.26 | 10.96 | NA | NA | 9.78 | 9.39 | 11.21 | 8.50 | 12.86 | 11.05 | 19.81 | 7.05 | 9.84 | 4.53 | 8.35 | 9.31 | 8.15 | 7.74 | 7.32 | 16.04 | 11.58 | 9.63 | 5.96 | 9.60 | 7.85 | 6.91 | 8.15 | 7.76 | 5.14 | 6.52 |
| Draw Down(%) | NA | 6.93 | 14.51 | 21.83 | 21.83 | NA | NA | 21.83 | 0.66 | 6.93 | 7.33 | 15.09 | 6.20 | 21.83 | 3.73 | 13.53 | 2.17 | 7.41 | 8.31 | 5.84 | 5.49 | 5.20 | 16.09 | 7.86 | 4.73 | 5.01 | 6.72 | 9.36 | 4.12 | 6.54 | 3.63 | 2.44 | 4.86 |
| Yield(%) | NA | 5.42 | 5.17 | 4.86 | 5.42 | NA | NA | 0.00 | NA | 0.94 | 5.73 | 2.71 | 7.43 | 4.09 | 5.72 | 4.02 | 6.51 | 5.85 | 5.06 | 9.08 | 10.31 | 4.38 | 2.23 | 3.38 | 5.26 | 9.12 | 8.47 | 6.76 | 3.86 | 3.92 | 3.43 | 6.21 | 7.72 |
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 |
|---|---|---|---|---|
| NOKIA SIEMENS NETWORKS SAVINGS PLAN Tactical Asset Allocation Moderate |
2.73%
Apr 2021 - Apr 2024 |
3.58%
Mar 2015 - Mar 2020 |
5.70%
Oct 2013 - Oct 2023 |
7.66%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NOKIA SIEMENS NETWORKS SAVINGS PLAN Tactical Asset Allocation Moderate |
16.50%
Jan 2003 - Jan 2006 |
14.54%
Oct 2002 - Oct 2007 |
13.51%
Apr 2001 - Apr 2011 |
11.02%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart