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 |
|---|---|---|---|---|---|---|---|---|
| SAINT-GOBAIN CORPORATION 401K PLAN FOR SALARIED EMPLOYEES Strategic Asset Allocation - Optimal Moderate | NA | 22.67% | 2.53% | 6.96% | 6.12% | 7.44% | 7.06% | 7.72% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SAINT-GOBAIN CORPORATION 401K PLAN FOR SALARIED EMPLOYEES 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 (%) | -1.03 | 22.67 | 2.53 | 6.96 | 6.12 | 7.44 | 7.06 | 7.72 | NA | 6.90 | 13.35 | -14.25 | 7.63 | 18.20 | 18.95 | -6.53 | 13.83 | 6.66 | -0.90 | 5.68 | 10.43 | 14.51 | 0.29 | 15.68 | 30.24 | -28.80 | 10.49 | 15.57 | 10.20 | 15.88 | 25.02 | -5.38 | 10.10 |
| Sharpe Ratio | NA | 0.16 | -0.24 | 0.28 | 0.43 | NA | NA | 0.56 | 0.02 | 0.04 | 1.15 | -1.15 | 0.92 | 1.01 | 2.67 | -0.93 | 2.98 | 0.80 | -0.12 | 1.02 | 1.57 | 1.89 | 0.02 | 1.42 | 1.61 | -1.27 | 0.75 | 1.66 | 1.30 | 2.19 | 3.61 | -0.61 | 0.74 |
| Standard Deviation(%) | NA | 7.75 | 10.15 | 11.81 | 9.77 | NA | NA | 10.79 | 7.10 | 7.78 | 7.93 | 13.59 | 8.27 | 17.87 | 6.57 | 8.47 | 4.43 | 8.04 | 7.68 | 5.54 | 6.62 | 7.64 | 13.07 | 10.97 | 18.76 | 23.46 | 9.96 | 7.41 | 6.17 | 6.83 | 6.74 | 10.69 | 10.53 |
| Draw Down(%) | NA | 5.32 | 20.81 | 20.83 | 20.83 | NA | NA | 41.80 | 0.65 | 5.27 | 7.91 | 20.83 | 5.96 | 20.73 | 3.18 | 13.29 | 1.46 | 6.36 | 8.66 | 5.09 | 6.86 | 6.01 | 12.46 | 8.24 | 17.01 | 39.63 | 6.88 | 8.28 | 4.18 | 7.63 | 7.85 | 15.76 | 11.02 |
| Yield(%) | NA | 5.24 | 4.55 | 4.25 | 3.75 | NA | NA | 4.10 | NA | 0.80 | 4.83 | 4.33 | 3.60 | 3.96 | 3.88 | 5.05 | 0.26 | 3.85 | 3.78 | 3.48 | 3.07 | 3.25 | 3.30 | 2.20 | 2.52 | 6.08 | 10.65 | 7.37 | 6.52 | 3.28 | 2.47 | 2.66 | 3.21 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAINT-GOBAIN CORPORATION 401K PLAN FOR SALARIED EMPLOYEES Strategic Asset Allocation - Optimal Moderate |
-8.36%
Feb 2006 - Feb 2009 |
-0.37%
Feb 2004 - Feb 2009 |
4.62%
Oct 2013 - Oct 2023 |
4.51%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SAINT-GOBAIN CORPORATION 401K PLAN FOR SALARIED EMPLOYEES Strategic Asset Allocation - Optimal Moderate |
22.59%
Feb 2009 - Feb 2012 |
17.11%
Feb 2009 - Feb 2014 |
10.74%
Feb 2009 - Feb 2019 |
9.46%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart