Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EMPLOYEES SAVINGS AND RETIREMENT PLAN OF CREDIT SUISSE Strategic Asset Allocation - Equal Weight Moderate | NA | 24.28% | 1.88% | 6.92% | 5.77% | 7.33% | 6.83% | 8.13% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMPLOYEES SAVINGS AND RETIREMENT PLAN OF CREDIT SUISSE 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 (%) | -0.98 | 24.28 | 1.88 | 6.92 | 5.77 | 7.33 | 6.83 | 8.13 | NA | 9.32 | 12.59 | -15.79 | 8.99 | 18.67 | 19.56 | -6.28 | 10.74 | 4.60 | -0.94 | 6.47 | 8.85 | 14.88 | 0.29 | 17.13 | 22.34 | -22.50 | 8.40 | 15.03 | 9.11 | 16.54 | 31.51 | 1.08 | 10.24 |
| Sharpe Ratio | NA | 0.45 | -0.24 | 0.30 | 0.40 | NA | NA | 0.67 | -0.03 | 0.38 | 0.99 | -1.36 | 1.08 | 1.00 | 2.79 | -0.91 | 2.14 | 0.53 | -0.11 | 1.06 | 1.38 | 2.32 | 0.02 | 1.85 | 1.40 | -1.33 | 0.61 | 1.82 | 1.27 | 2.47 | 5.20 | 0.00 | 1.02 |
| Standard Deviation(%) | NA | 7.19 | 9.70 | 11.77 | 9.84 | NA | NA | 9.61 | 7.60 | 7.25 | 8.42 | 12.59 | 8.33 | 18.41 | 6.51 | 8.36 | 4.72 | 8.33 | 8.53 | 6.08 | 6.40 | 6.39 | 11.44 | 9.19 | 15.90 | 17.65 | 8.82 | 6.48 | 5.45 | 6.33 | 5.92 | 7.79 | 7.75 |
| Draw Down(%) | NA | 4.47 | 20.33 | 22.47 | 22.47 | NA | NA | 36.81 | 0.71 | 4.30 | 7.62 | 21.14 | 5.69 | 22.47 | 2.93 | 11.62 | 2.48 | 7.46 | 9.51 | 5.02 | 7.73 | 5.42 | 12.10 | 6.79 | 16.45 | 33.15 | 6.03 | 6.92 | 4.69 | 8.99 | 4.04 | 14.64 | 7.77 |
| Yield(%) | NA | 4.43 | 5.04 | 4.36 | 3.73 | NA | NA | 4.64 | NA | 1.31 | 4.17 | 4.63 | 4.91 | 4.05 | 2.87 | 3.71 | 0.64 | 4.15 | 3.95 | 3.26 | 3.86 | 3.95 | 4.82 | 4.20 | 5.30 | 4.74 | 5.53 | 5.65 | 6.00 | 6.17 | 6.46 | 5.16 | 7.24 |
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 |
|---|---|---|---|---|
| EMPLOYEES SAVINGS AND RETIREMENT PLAN OF CREDIT SUISSE Strategic Asset Allocation - Equal Weight Moderate |
-6.64%
Feb 2006 - Feb 2009 |
0.74%
Feb 2004 - Feb 2009 |
4.23%
Oct 2013 - Oct 2023 |
4.54%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMPLOYEES SAVINGS AND RETIREMENT PLAN OF CREDIT SUISSE Strategic Asset Allocation - Equal Weight Moderate |
21.00%
Sep 2002 - Sep 2005 |
17.90%
Sep 2002 - Sep 2007 |
10.91%
Sep 2002 - Sep 2012 |
9.27%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart