Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INTERTEK USA RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 21.42% | 5.97% | 9.39% | 7.15% | 7.70% | 7.04% | 7.42% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INTERTEK USA RETIREMENT 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 (%) | 1.24 | 21.42 | 5.97 | 9.39 | 7.15 | 7.70 | 7.04 | 7.42 | NA | 9.27 | 13.46 | -8.18 | 1.29 | 27.52 | 17.66 | -7.42 | 16.28 | 0.05 | 2.06 | 1.18 | 15.39 | 14.27 | -1.42 | 13.05 | 26.96 | -24.24 | 9.66 | 11.90 | 7.68 | 10.39 | 22.04 | -2.09 | 3.42 |
| Sharpe Ratio | NA | -0.06 | 0.28 | 0.54 | 0.48 | NA | NA | 0.56 | 0.28 | 0.27 | 1.14 | -0.81 | 0.12 | 1.53 | 2.39 | -0.94 | 3.68 | -0.02 | 0.23 | 0.17 | 2.37 | 2.15 | -0.11 | 1.26 | 1.75 | -1.25 | 0.78 | 1.28 | 1.03 | 1.29 | 2.94 | -0.36 | 0.15 |
| Standard Deviation(%) | NA | 9.69 | 9.99 | 12.08 | 10.19 | NA | NA | 10.16 | 7.63 | 9.98 | 8.05 | 11.84 | 10.44 | 17.85 | 6.79 | 9.30 | 4.26 | 8.57 | 8.92 | 6.98 | 6.48 | 6.60 | 13.05 | 10.25 | 15.37 | 20.19 | 8.53 | 6.74 | 5.37 | 7.33 | 7.26 | 8.94 | 7.30 |
| Draw Down(%) | NA | 7.21 | 12.72 | 19.09 | 20.98 | NA | NA | 36.34 | 2.38 | 7.21 | 7.51 | 15.68 | 7.07 | 20.98 | 3.31 | 13.58 | 1.35 | 9.46 | 8.36 | 6.12 | 6.09 | 5.18 | 13.87 | 8.16 | 15.91 | 34.33 | 5.55 | 7.83 | 3.55 | 6.47 | 6.74 | 13.72 | 8.47 |
| Yield(%) | NA | 4.51 | 2.68 | 3.29 | 3.81 | NA | NA | 4.11 | NA | 0.66 | 4.65 | 1.34 | 1.64 | 6.33 | 2.20 | 3.79 | 5.07 | 2.96 | 4.70 | 5.09 | 2.89 | 4.59 | 3.96 | 4.39 | 3.63 | 4.92 | 5.45 | 5.20 | 4.37 | 3.78 | 3.40 | 4.13 | 5.47 |
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 |
|---|---|---|---|---|
| INTERTEK USA RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.54%
Feb 2006 - Feb 2009 |
-0.74%
Feb 2004 - Feb 2009 |
4.82%
Dec 2006 - Dec 2016 |
4.89%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INTERTEK USA RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.51%
Feb 2009 - Feb 2012 |
15.75%
Feb 2009 - Feb 2014 |
9.27%
Feb 2009 - Feb 2019 |
9.44%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart