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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.72% | 2.94% | 6.44% | 5.56% | 6.35% | 6.29% | 6.68% |
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 Strategic Asset Allocation - Equal Weight 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 | 22.72 | 2.94 | 6.44 | 5.56 | 6.35 | 6.29 | 6.68 | NA | 6.69 | 11.74 | -10.93 | 3.27 | 18.36 | 17.57 | -6.63 | 11.15 | 2.39 | 2.41 | 1.86 | 12.59 | 13.07 | -1.46 | 11.25 | 23.97 | -18.97 | 11.26 | 9.66 | 9.21 | 10.05 | 19.54 | -0.35 | 3.56 |
| Sharpe Ratio | NA | 0.19 | -0.13 | 0.24 | 0.36 | NA | NA | 0.51 | 0.08 | 0.01 | 0.83 | -0.92 | 0.34 | 1.04 | 2.37 | -0.84 | 2.23 | 0.25 | 0.26 | 0.27 | 1.95 | 1.93 | -0.12 | 1.15 | 1.80 | -1.06 | 0.99 | 1.00 | 1.26 | 1.33 | 2.51 | -0.15 | 0.16 |
| Standard Deviation(%) | NA | 8.96 | 10.69 | 12.17 | 10.29 | NA | NA | 9.92 | 7.52 | 9.02 | 9.06 | 13.39 | 9.67 | 17.40 | 6.81 | 9.51 | 4.71 | 8.65 | 9.31 | 6.90 | 6.43 | 6.73 | 12.14 | 9.70 | 13.23 | 18.74 | 8.33 | 6.41 | 5.60 | 6.83 | 7.51 | 9.60 | 7.71 |
| Draw Down(%) | NA | 6.60 | 16.99 | 21.43 | 21.43 | NA | NA | 30.51 | 0.54 | 6.60 | 8.61 | 17.43 | 6.81 | 21.43 | 3.31 | 13.26 | 3.60 | 8.70 | 8.71 | 5.43 | 6.42 | 5.36 | 13.06 | 7.84 | 14.15 | 30.51 | 5.66 | 7.50 | 3.52 | 5.44 | 6.49 | 12.96 | 10.08 |
| Yield(%) | NA | 4.81 | 4.18 | 4.06 | 4.03 | NA | NA | 4.09 | NA | 0.68 | 4.84 | 2.86 | 4.10 | 4.73 | 3.07 | 3.53 | 0.45 | 1.38 | 11.13 | 3.46 | 2.28 | 3.94 | 2.65 | 4.08 | 3.95 | 6.49 | 6.79 | 5.52 | 4.11 | 3.28 | 3.00 | 3.59 | 4.19 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.92%
Feb 2006 - Feb 2009 |
1.01%
Feb 2004 - Feb 2009 |
3.85%
Oct 2013 - Oct 2023 |
4.29%
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 Strategic Asset Allocation - Equal Weight Moderate |
16.31%
Feb 2009 - Feb 2012 |
13.81%
Feb 2009 - Feb 2014 |
8.78%
Mar 2003 - Mar 2013 |
7.91%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart