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 | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| THERMO FISHER SCIENTIFIC INC. 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate | 7.74% | NA | 33.88% | 10.98% | 14.93% | 10.50% | 10.16% | 8.25% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THERMO FISHER SCIENTIFIC INC. 401K RETIREMENT PLAN 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 (%) | -0.58 | 33.88 | 10.98 | 14.93 | 10.50 | 10.16 | 8.25 | 7.74 | NA | 20.26 | 20.99 | -7.57 | 9.41 | 23.30 | 25.23 | -4.41 | 13.90 | 6.23 | 1.59 | 3.73 | 19.08 | 11.94 | -1.25 | 10.29 | 23.01 | -24.52 | 4.50 | 10.20 | 6.01 | 9.95 | 19.71 | -10.54 | 2.41 |
| Sharpe Ratio | NA | 2.01 | 0.69 | 0.83 | 0.84 | NA | NA | 0.55 | 0.09 | 1.87 | 2.16 | -0.67 | 1.02 | 1.18 | 2.73 | -0.58 | 2.98 | 0.71 | 0.18 | 0.54 | 2.87 | 1.45 | -0.09 | 0.87 | 1.40 | -1.10 | 0.16 | 1.16 | 0.66 | 1.35 | 1.92 | -0.80 | 0.01 |
| Standard Deviation(%) | NA | 7.32 | 9.88 | 12.34 | 10.50 | NA | NA | 11.25 | 9.02 | 7.31 | 7.76 | 13.32 | 9.20 | 19.57 | 8.73 | 9.92 | 4.46 | 8.49 | 8.77 | 6.85 | 6.65 | 8.20 | 14.33 | 11.73 | 16.37 | 23.10 | 9.33 | 5.99 | 5.84 | 6.68 | 9.91 | 14.48 | 10.74 |
| Draw Down(%) | NA | 4.80 | 15.37 | 21.44 | 21.44 | NA | NA | 36.24 | 0.67 | 4.80 | 4.62 | 15.43 | 4.90 | 21.44 | 3.89 | 12.70 | 1.36 | 7.85 | 7.46 | 5.09 | 4.01 | 6.78 | 12.78 | 10.34 | 15.25 | 32.77 | 6.17 | 4.86 | 3.76 | 4.99 | 8.65 | 19.88 | 13.66 |
| Yield(%) | NA | 15.09 | 10.57 | 8.72 | 6.36 | NA | NA | 4.06 | NA | 4.54 | 14.08 | 7.48 | 4.95 | 3.05 | 9.66 | 5.53 | 5.69 | 3.62 | 3.37 | 2.18 | 1.87 | 1.82 | 1.53 | 1.41 | 1.82 | 1.68 | 3.29 | 3.45 | 2.39 | 2.71 | 2.04 | 1.77 | 3.38 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THERMO FISHER SCIENTIFIC INC. 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-8.20%
Feb 2006 - Feb 2009 |
-2.17%
Feb 2004 - Feb 2009 |
3.81%
Dec 2001 - Dec 2011 |
4.70%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THERMO FISHER SCIENTIFIC INC. 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
19.10%
Dec 2018 - Dec 2021 |
15.28%
Sep 2019 - Sep 2024 |
10.76%
Sep 2011 - Sep 2021 |
11.02%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart