Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RENISHAW, INC. EMPLOYEE SALARY SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 18.67% | 0.36% | 4.78% | 4.69% | 6.23% | 6.49% | 6.54% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RENISHAW, INC. EMPLOYEE SALARY 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 (%) | -1.31 | 18.67 | 0.36 | 4.78 | 4.69 | 6.23 | 6.49 | 6.54 | NA | 6.76 | 9.49 | -13.12 | 5.12 | 13.60 | 19.60 | -7.74 | 12.67 | 4.84 | -2.07 | 5.73 | 6.36 | 13.54 | -0.72 | 17.37 | 32.04 | -23.85 | 7.73 | 15.25 | 11.80 | 15.25 | 25.72 | -8.79 | -0.95 |
| Sharpe Ratio | NA | 0.14 | -0.34 | 0.13 | 0.29 | NA | NA | 0.49 | -0.02 | 0.02 | 0.66 | -1.24 | 0.56 | 0.78 | 3.07 | -1.07 | 2.79 | 0.56 | -0.25 | 0.95 | 0.98 | 2.15 | -0.06 | 1.65 | 1.98 | -1.30 | 0.50 | 1.73 | 1.47 | 1.99 | 3.47 | -1.04 | -0.31 |
| Standard Deviation(%) | NA | 6.84 | 9.06 | 11.19 | 9.43 | NA | NA | 9.99 | 5.94 | 6.89 | 7.89 | 11.71 | 9.12 | 17.16 | 5.93 | 8.48 | 4.32 | 8.30 | 8.36 | 5.99 | 6.47 | 6.26 | 12.64 | 10.46 | 16.16 | 19.02 | 9.54 | 6.94 | 6.57 | 7.19 | 7.20 | 9.54 | 10.66 |
| Draw Down(%) | NA | 5.08 | 16.74 | 23.45 | 23.45 | NA | NA | 35.60 | 0.52 | 4.94 | 7.71 | 17.58 | 6.10 | 23.45 | 2.91 | 12.84 | 2.50 | 6.96 | 9.41 | 4.95 | 7.61 | 5.82 | 14.74 | 7.93 | 13.43 | 33.47 | 7.00 | 8.09 | 4.37 | 9.37 | 7.01 | 18.88 | 18.29 |
| Yield(%) | NA | 3.51 | 3.00 | 3.44 | 3.56 | NA | NA | 3.56 | NA | 0.73 | 3.57 | 1.98 | 2.97 | 4.92 | 3.26 | 5.58 | 2.60 | 3.18 | 4.46 | 2.75 | 4.68 | 5.40 | 3.09 | 3.40 | 3.42 | 3.25 | 7.04 | 4.69 | 3.29 | 4.00 | 1.38 | 0.80 | 1.40 |
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 |
|---|---|---|---|---|
| RENISHAW, INC. EMPLOYEE SALARY SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.35%
Feb 2006 - Feb 2009 |
1.32%
Feb 2004 - Feb 2009 |
3.53%
Oct 2013 - Oct 2023 |
4.24%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RENISHAW, INC. EMPLOYEE SALARY SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
21.66%
Feb 2009 - Feb 2012 |
16.44%
Oct 2002 - Oct 2007 |
11.03%
Mar 2003 - Mar 2013 |
8.94%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart