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 - Optimal Moderate | NA | 25.76% | 2.05% | 6.41% | 5.89% | 7.21% | 6.82% | 7.39% |
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 - 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 (%) | -1.02 | 25.76 | 2.05 | 6.41 | 5.89 | 7.21 | 6.82 | 7.39 | NA | 9.02 | 12.10 | -15.36 | 7.26 | 18.29 | 18.28 | -5.44 | 10.98 | 4.30 | 1.18 | 6.33 | 15.23 | 13.69 | -1.58 | 13.69 | 24.12 | -21.05 | 11.52 | 9.81 | 9.65 | 11.64 | 23.73 | -1.62 | 5.22 |
| Sharpe Ratio | NA | 0.46 | -0.20 | 0.25 | 0.38 | NA | NA | 0.52 | 0.04 | 0.29 | 0.81 | -1.15 | 0.77 | 0.97 | 2.36 | -0.67 | 2.34 | 0.49 | 0.13 | 0.96 | 2.16 | 1.82 | -0.10 | 1.16 | 1.50 | -1.03 | 0.94 | 0.91 | 1.10 | 1.39 | 2.76 | -0.26 | 0.34 |
| Standard Deviation(%) | NA | 8.40 | 11.24 | 12.75 | 10.65 | NA | NA | 10.92 | 9.28 | 8.46 | 9.70 | 14.58 | 9.34 | 18.56 | 7.15 | 10.01 | 4.43 | 8.39 | 9.08 | 6.57 | 7.03 | 7.47 | 15.51 | 11.69 | 15.99 | 21.32 | 9.07 | 7.22 | 6.82 | 7.68 | 8.35 | 10.39 | 8.57 |
| Draw Down(%) | NA | 6.17 | 21.11 | 22.31 | 22.31 | NA | NA | 34.20 | 0.81 | 6.17 | 9.92 | 21.68 | 6.91 | 22.31 | 3.34 | 13.09 | 2.21 | 8.39 | 7.90 | 4.97 | 6.20 | 5.98 | 16.38 | 8.55 | 17.44 | 32.44 | 5.86 | 8.57 | 3.98 | 5.99 | 6.64 | 13.43 | 10.96 |
| Yield(%) | NA | 5.19 | 4.81 | 4.73 | 4.69 | NA | NA | 4.52 | NA | 0.72 | 5.05 | 4.15 | 4.27 | 6.31 | 2.94 | 4.06 | 0.38 | 3.77 | 10.86 | 4.44 | 3.38 | 4.09 | 2.34 | 3.91 | 3.57 | 6.14 | 8.35 | 6.43 | 5.50 | 2.81 | 2.80 | 3.70 | 4.02 |
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 - Optimal Moderate |
-5.39%
Feb 2006 - Feb 2009 |
0.45%
Feb 2004 - Feb 2009 |
4.29%
Oct 2013 - Oct 2023 |
4.79%
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 - Optimal Moderate |
18.20%
Feb 2009 - Feb 2012 |
15.63%
Feb 2009 - Feb 2014 |
9.98%
Feb 2009 - Feb 2019 |
8.80%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart