Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EVONIK DEGUSSA CORPORATION 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 17.09% | 5.11% | 6.28% | 4.63% | 5.83% | 5.45% | 5.82% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EVONIK DEGUSSA CORPORATION 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 0.82 | 17.09 | 5.11 | 6.28 | 4.63 | 5.83 | 5.45 | 5.82 | NA | 7.20 | 8.73 | -8.92 | 6.03 | 12.25 | 19.18 | -8.12 | 4.81 | 0.51 | 2.36 | 2.33 | 18.52 | 12.20 | -2.99 | 9.56 | 26.19 | -28.79 | 10.94 | 11.85 | 10.39 | 11.70 | 25.26 | -10.07 | 3.30 |
| Sharpe Ratio | NA | -0.13 | 0.06 | 0.30 | 0.22 | NA | NA | 0.36 | 0.35 | 0.07 | 0.61 | -0.61 | 0.61 | 0.70 | 2.58 | -0.66 | 0.66 | 0.03 | 0.27 | 0.33 | 2.43 | 1.35 | -0.20 | 0.85 | 1.49 | -1.30 | 0.87 | 1.29 | 1.62 | 1.48 | 3.16 | -1.09 | 0.12 |
| Standard Deviation(%) | NA | 8.44 | 11.61 | 12.57 | 11.12 | NA | NA | 11.27 | 6.62 | 8.46 | 7.35 | 16.94 | 9.87 | 17.08 | 6.90 | 14.29 | 6.36 | 8.59 | 8.54 | 6.92 | 7.61 | 8.99 | 15.16 | 11.16 | 17.52 | 22.84 | 9.14 | 6.64 | 5.07 | 7.26 | 7.78 | 10.25 | 8.62 |
| Draw Down(%) | NA | 8.02 | 15.27 | 20.19 | 21.08 | NA | NA | 41.25 | 1.78 | 7.66 | 6.12 | 19.30 | 6.34 | 21.08 | 3.35 | 14.81 | 5.27 | 9.24 | 7.82 | 5.42 | 4.61 | 7.88 | 15.67 | 8.61 | 17.12 | 38.21 | 6.32 | 8.30 | 3.85 | 6.69 | 8.18 | 19.40 | 13.91 |
| Yield(%) | NA | 5.27 | 7.28 | 6.05 | 5.21 | NA | NA | 3.62 | NA | 0.54 | 5.59 | 2.41 | 13.46 | 4.70 | 4.00 | 9.37 | 0.26 | 2.20 | 7.77 | 2.62 | 2.18 | 0.87 | 0.65 | 0.86 | 0.72 | 3.12 | 5.89 | 2.94 | 5.02 | 1.69 | 0.46 | 1.95 | 4.11 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| EVONIK DEGUSSA CORPORATION 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-8.81%
Feb 2006 - Feb 2009 |
-1.07%
Feb 2004 - Feb 2009 |
3.10%
Oct 2013 - Oct 2023 |
2.91%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVONIK DEGUSSA CORPORATION 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
19.20%
Mar 2003 - Mar 2006 |
15.26%
Feb 2009 - Feb 2014 |
8.49%
Mar 2003 - Mar 2013 |
7.57%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart