Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PHILIPS ELECTRONICS NORTH AMERICA CORP EMPLOYEE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 19.79% | 2.70% | 6.72% | 5.32% | 5.98% | 6.13% | 6.16% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PHILIPS ELECTRONICS NORTH AMERICA CORP EMPLOYEE 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 (%) | -0.82 | 19.79 | 2.70 | 6.72 | 5.32 | 5.98 | 6.13 | 6.16 | NA | 7.43 | 12.03 | -12.40 | 6.73 | 15.73 | 14.44 | -6.50 | 14.64 | 6.77 | -2.29 | 1.11 | 8.19 | 11.11 | -1.95 | 12.64 | 27.29 | -22.98 | 13.13 | 12.75 | 8.52 | 12.43 | 24.18 | -5.84 | -3.41 |
| Sharpe Ratio | NA | 0.21 | -0.23 | 0.27 | 0.39 | NA | NA | 0.46 | 0.03 | 0.11 | 1.08 | -1.15 | 0.77 | 0.98 | 1.89 | -0.87 | 2.90 | 0.72 | -0.26 | 0.17 | 1.27 | 1.72 | -0.17 | 1.34 | 1.87 | -1.31 | 1.07 | 1.26 | 1.21 | 1.53 | 2.81 | -0.61 | -0.60 |
| Standard Deviation(%) | NA | 7.74 | 9.22 | 10.77 | 9.43 | NA | NA | 9.80 | 6.05 | 7.76 | 7.17 | 11.97 | 8.67 | 15.77 | 6.89 | 9.00 | 4.83 | 9.12 | 8.80 | 6.32 | 6.41 | 6.42 | 11.50 | 9.39 | 14.55 | 18.31 | 9.49 | 7.55 | 5.23 | 7.49 | 8.35 | 11.32 | 9.59 |
| Draw Down(%) | NA | 5.58 | 18.92 | 21.43 | 21.43 | NA | NA | 34.60 | 0.59 | 5.58 | 6.41 | 18.92 | 5.16 | 21.43 | 4.25 | 13.16 | 1.62 | 6.94 | 11.21 | 5.97 | 6.90 | 5.68 | 11.85 | 7.38 | 14.29 | 33.32 | 6.68 | 9.64 | 3.42 | 6.91 | 7.34 | 16.97 | 14.74 |
| Yield(%) | NA | 4.12 | 3.63 | 3.20 | 2.69 | NA | NA | 2.71 | NA | 0.60 | 4.43 | 3.03 | 2.83 | 2.23 | 2.95 | 1.91 | 0.28 | 3.11 | 2.55 | 3.25 | 2.16 | 2.61 | 2.93 | 2.53 | 3.08 | 3.49 | 3.86 | 2.75 | 2.98 | 1.91 | 2.31 | 1.64 | 2.84 |
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 |
|---|---|---|---|---|
| PHILIPS ELECTRONICS NORTH AMERICA CORP EMPLOYEE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.89%
Feb 2006 - Feb 2009 |
0.95%
Feb 2004 - Feb 2009 |
3.65%
Mar 2010 - Mar 2020 |
3.58%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PHILIPS ELECTRONICS NORTH AMERICA CORP EMPLOYEE SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.50%
Feb 2009 - Feb 2012 |
15.03%
Oct 2002 - Oct 2007 |
9.49%
Mar 2003 - Mar 2013 |
8.11%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart