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 - Optimal Moderate | NA | 22.06% | 4.15% | 8.53% | 6.42% | 7.19% | 6.60% | 6.79% |
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 - 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 (%) | -0.75 | 22.06 | 4.15 | 8.53 | 6.42 | 7.19 | 6.60 | 6.79 | NA | 10.18 | 13.78 | -11.87 | 8.54 | 18.87 | 15.16 | -5.46 | 12.70 | 7.25 | -1.40 | 3.29 | 10.40 | 12.28 | -1.14 | 13.39 | 28.21 | -26.90 | 13.01 | 9.73 | 7.22 | 13.76 | 24.78 | -5.44 | 0.25 |
| Sharpe Ratio | NA | 0.58 | -0.03 | 0.43 | 0.49 | NA | NA | 0.47 | 0.05 | 0.48 | 1.28 | -1.04 | 0.94 | 1.09 | 1.90 | -0.73 | 2.45 | 0.79 | -0.16 | 0.52 | 1.47 | 1.56 | -0.08 | 1.14 | 1.59 | -1.24 | 0.98 | 0.80 | 0.79 | 1.70 | 2.64 | -0.53 | -0.22 |
| Standard Deviation(%) | NA | 7.51 | 9.57 | 11.39 | 9.84 | NA | NA | 10.92 | 7.53 | 7.53 | 7.44 | 12.74 | 9.09 | 17.04 | 7.23 | 9.32 | 4.92 | 8.86 | 8.88 | 6.28 | 7.05 | 7.86 | 14.10 | 11.69 | 17.63 | 22.40 | 10.24 | 8.05 | 6.42 | 7.52 | 9.11 | 12.24 | 9.52 |
| Draw Down(%) | NA | 5.21 | 18.37 | 21.16 | 21.16 | NA | NA | 40.08 | 0.68 | 5.21 | 6.16 | 18.37 | 6.07 | 21.16 | 3.92 | 12.67 | 1.75 | 7.39 | 10.11 | 5.50 | 7.26 | 7.02 | 13.92 | 9.02 | 17.16 | 38.16 | 6.82 | 8.65 | 3.79 | 6.96 | 6.89 | 17.97 | 13.55 |
| Yield(%) | NA | 4.50 | 4.68 | 3.95 | 3.23 | NA | NA | 3.03 | NA | 0.68 | 4.73 | 4.87 | 3.57 | 2.60 | 3.22 | 2.64 | 0.22 | 3.04 | 3.01 | 4.13 | 2.89 | 2.84 | 2.56 | 2.24 | 2.41 | 3.58 | 3.96 | 4.41 | 2.71 | 2.53 | 2.25 | 1.59 | 3.05 |
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 - Optimal Moderate |
-8.14%
Feb 2006 - Feb 2009 |
-1.20%
Feb 2004 - Feb 2009 |
4.28%
Jan 2006 - Jan 2016 |
4.19%
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 - Optimal Moderate |
20.46%
Feb 2009 - Feb 2012 |
15.42%
Feb 2009 - Feb 2014 |
9.61%
Feb 2009 - Feb 2019 |
8.92%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart