Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Roche Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate | NA | 23.57% | 0.66% | 4.33% | 6.78% | 7.82% | 7.44% | 7.77% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Roche Deferred Compensation 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 (%) | -1.16 | 23.57 | 0.66 | 4.33 | 6.78 | 7.82 | 7.44 | 7.77 | NA | 4.47 | 13.70 | -18.14 | 8.60 | 12.56 | 17.40 | -6.50 | 9.44 | 34.03 | -3.26 | 5.52 | 10.50 | 14.36 | -0.82 | 15.55 | 29.15 | -24.18 | 9.85 | 14.25 | 10.21 | 12.82 | 24.22 | -3.29 | 3.81 |
| Sharpe Ratio | NA | -0.15 | -0.44 | 0.08 | 0.39 | NA | NA | 0.50 | -0.03 | -0.27 | 1.05 | -1.49 | 0.97 | 0.70 | 2.34 | -0.92 | 2.00 | 1.51 | -0.37 | 0.88 | 1.47 | 1.86 | -0.06 | 1.28 | 1.51 | -1.05 | 0.66 | 1.36 | 1.28 | 1.61 | 2.95 | -0.42 | 0.17 |
| Standard Deviation(%) | NA | 7.70 | 10.22 | 11.89 | 11.96 | NA | NA | 11.94 | 5.59 | 7.79 | 8.98 | 13.10 | 8.87 | 17.72 | 6.83 | 8.47 | 4.40 | 22.46 | 8.97 | 6.26 | 7.13 | 7.68 | 15.29 | 12.07 | 19.18 | 23.88 | 10.36 | 8.08 | 6.25 | 7.37 | 7.97 | 10.54 | 9.03 |
| Draw Down(%) | NA | 6.56 | 22.97 | 23.94 | 23.94 | NA | NA | 38.99 | 0.47 | 6.51 | 9.66 | 23.86 | 5.75 | 21.71 | 2.83 | 12.21 | 3.05 | 6.28 | 10.34 | 5.47 | 7.66 | 6.55 | 16.17 | 8.90 | 18.39 | 37.88 | 6.56 | 9.10 | 4.23 | 7.37 | 7.13 | 15.59 | 10.06 |
| Yield(%) | NA | 3.64 | 3.89 | 4.34 | 4.28 | NA | NA | 4.70 | NA | 0.90 | 3.45 | 3.49 | 3.76 | 6.50 | 3.49 | 3.38 | 0.44 | 4.40 | 6.54 | 6.58 | 3.72 | 3.99 | 4.34 | 3.89 | 4.30 | 6.56 | 7.48 | 7.60 | 6.60 | 3.56 | 3.92 | 4.06 | 5.18 |
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 |
|---|---|---|---|---|
| Roche Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate |
-7.17%
Feb 2006 - Feb 2009 |
-0.05%
Feb 2004 - Feb 2009 |
5.15%
Oct 2013 - Oct 2023 |
5.28%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Roche Deferred Compensation Plan Strategic Asset Allocation - Optimal Moderate |
21.99%
Feb 2009 - Feb 2012 |
16.79%
Feb 2009 - Feb 2014 |
12.45%
Feb 2009 - Feb 2019 |
10.21%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart