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 - Optimal Moderate | NA | 22.34% | -1.02% | 4.48% | 4.33% | 6.22% | 6.23% | 6.18% |
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 - 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 (%) | -1.19 | 22.34 | -1.02 | 4.48 | 4.33 | 6.22 | 6.23 | 6.18 | NA | 6.28 | 9.66 | -17.38 | 4.36 | 17.94 | 20.08 | -8.30 | 10.42 | 4.95 | -1.85 | 4.93 | 11.13 | 12.06 | -0.02 | 17.58 | 27.97 | -28.38 | 10.11 | 12.41 | 17.16 | 12.88 | 25.38 | -10.71 | 0.91 |
| Sharpe Ratio | NA | 0.06 | -0.48 | 0.08 | 0.24 | NA | NA | 0.40 | -0.02 | -0.04 | 0.62 | -1.42 | 0.46 | 1.02 | 3.12 | -1.10 | 2.05 | 0.59 | -0.23 | 0.79 | 1.51 | 1.55 | 0.00 | 1.50 | 1.47 | -1.22 | 0.68 | 1.13 | 1.64 | 1.44 | 3.19 | -1.15 | -0.12 |
| Standard Deviation(%) | NA | 7.69 | 10.20 | 11.87 | 9.84 | NA | NA | 11.25 | 6.05 | 7.75 | 8.76 | 13.21 | 9.51 | 17.33 | 5.99 | 8.73 | 4.77 | 8.08 | 8.05 | 6.20 | 7.36 | 7.74 | 14.56 | 11.67 | 18.94 | 24.10 | 10.46 | 8.10 | 9.13 | 8.29 | 7.73 | 10.29 | 11.38 |
| Draw Down(%) | NA | 5.50 | 21.49 | 24.46 | 24.46 | NA | NA | 41.67 | 0.63 | 5.42 | 10.05 | 22.20 | 6.21 | 23.06 | 2.73 | 13.97 | 3.13 | 7.13 | 8.64 | 4.88 | 7.82 | 7.33 | 15.65 | 8.59 | 17.10 | 39.47 | 7.02 | 9.51 | 4.34 | 8.75 | 8.11 | 19.79 | 18.05 |
| Yield(%) | NA | 2.92 | 3.00 | 3.60 | 4.02 | NA | NA | 3.54 | NA | 0.53 | 2.85 | 1.87 | 3.94 | 5.82 | 3.19 | 8.13 | 3.22 | 3.09 | 5.04 | 2.97 | 4.39 | 2.70 | 2.47 | 2.63 | 2.29 | 3.62 | 7.28 | 5.88 | 4.77 | 1.75 | 1.01 | 0.72 | 1.22 |
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 - Optimal Moderate |
-9.35%
Feb 2006 - Feb 2009 |
-0.06%
Feb 2004 - Feb 2009 |
2.87%
Oct 2013 - Oct 2023 |
3.59%
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 - Optimal Moderate |
22.68%
Feb 2009 - Feb 2012 |
16.89%
Feb 2009 - Feb 2014 |
10.42%
Mar 2003 - Mar 2013 |
8.57%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart