Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ALCON INDUSTRIES INC SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 25.25% | 2.74% | 7.47% | 5.39% | 6.97% | 6.61% | 7.51% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALCON INDUSTRIES INC SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.98 | 25.25 | 2.74 | 7.47 | 5.39 | 6.97 | 6.61 | 7.51 | NA | 6.89 | 14.66 | -16.84 | 11.89 | 15.49 | 18.42 | -7.08 | 3.90 | 7.34 | 1.25 | 3.47 | 16.18 | 11.17 | -0.29 | 14.43 | 22.26 | -21.43 | 9.38 | 11.19 | 9.89 | 17.02 | 31.33 | -4.34 | 7.03 |
| Sharpe Ratio | NA | 0.17 | -0.22 | 0.23 | 0.30 | NA | NA | 0.51 | 0.07 | 0.03 | 1.21 | -1.14 | 0.68 | 0.89 | 2.39 | -0.87 | 0.46 | 0.85 | 0.14 | 0.50 | 2.31 | 1.42 | -0.02 | 1.24 | 1.37 | -1.19 | 0.71 | 1.08 | 1.17 | 2.13 | 3.64 | -0.46 | 0.45 |
| Standard Deviation(%) | NA | 9.18 | 11.74 | 14.27 | 11.62 | NA | NA | 11.23 | 8.79 | 9.19 | 8.59 | 15.93 | 17.52 | 17.23 | 7.12 | 9.59 | 7.11 | 8.36 | 8.58 | 6.90 | 6.98 | 7.84 | 14.56 | 11.59 | 16.16 | 18.80 | 9.03 | 7.35 | 6.57 | 7.56 | 8.42 | 11.77 | 10.45 |
| Draw Down(%) | NA | 8.61 | 21.25 | 28.59 | 28.59 | NA | NA | 34.49 | 0.68 | 8.61 | 8.27 | 22.13 | 11.17 | 22.81 | 3.62 | 13.96 | 5.95 | 7.31 | 8.60 | 5.75 | 6.03 | 6.18 | 14.60 | 8.93 | 16.49 | 31.46 | 7.39 | 8.28 | 4.64 | 6.73 | 4.64 | 16.81 | 12.75 |
| Yield(%) | NA | 6.20 | 8.22 | 8.88 | 6.71 | NA | NA | 5.82 | NA | 0.44 | 6.18 | 4.26 | 13.96 | 5.02 | 15.87 | 6.28 | 0.07 | 3.56 | 7.26 | 6.23 | 13.95 | 2.75 | 2.68 | 2.82 | 1.81 | 3.50 | 6.76 | 5.25 | 6.93 | 3.50 | 5.96 | 3.74 | 5.01 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALCON INDUSTRIES INC SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-5.77%
Feb 2006 - Feb 2009 |
0.80%
Mar 2015 - Mar 2020 |
3.85%
Oct 2013 - Oct 2023 |
4.12%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALCON INDUSTRIES INC SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
21.03%
Jan 2003 - Jan 2006 |
16.35%
Oct 2002 - Oct 2007 |
10.22%
Mar 2003 - Mar 2013 |
8.95%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart