Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EMERSON ELECTRIC CO. RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 18.22% | 3.58% | 5.36% | 6.12% | 8.05% | 7.39% | 8.35% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMERSON ELECTRIC CO. RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | 0.96 | 18.22 | 3.58 | 5.36 | 6.12 | 8.05 | 7.39 | 8.35 | NA | 7.27 | 9.45 | -10.78 | 2.92 | 12.30 | 22.34 | -3.78 | 14.48 | 7.44 | -1.39 | 7.06 | 23.03 | 10.64 | -1.09 | 17.51 | 29.97 | -23.86 | 8.41 | 12.55 | 9.12 | 12.07 | 21.64 | -0.34 | 14.93 |
| Sharpe Ratio | NA | 0.03 | -0.02 | 0.19 | 0.42 | NA | NA | 0.60 | 0.15 | 0.09 | 0.70 | -1.22 | 0.39 | 0.81 | 2.54 | -0.43 | 2.58 | 0.87 | -0.15 | 0.88 | 2.75 | 1.30 | -0.07 | 1.35 | 1.77 | -1.13 | 0.50 | 1.13 | 1.14 | 1.52 | 2.58 | -0.13 | 1.45 |
| Standard Deviation(%) | NA | 7.14 | 8.18 | 9.81 | 9.39 | NA | NA | 10.81 | 6.82 | 7.30 | 7.41 | 10.01 | 7.53 | 14.96 | 8.25 | 11.79 | 5.37 | 8.34 | 9.31 | 8.00 | 8.36 | 8.14 | 15.80 | 12.93 | 16.91 | 21.91 | 10.76 | 8.24 | 6.11 | 7.34 | 8.13 | 11.30 | 8.71 |
| Draw Down(%) | NA | 6.26 | 11.61 | 18.31 | 20.85 | NA | NA | 36.78 | 1.83 | 5.12 | 7.92 | 16.55 | 5.66 | 20.85 | 4.03 | 13.46 | 2.90 | 7.16 | 9.43 | 6.38 | 5.50 | 6.29 | 16.21 | 10.08 | 16.86 | 34.02 | 8.17 | 8.33 | 4.40 | 8.48 | 7.69 | 15.03 | 9.53 |
| Yield(%) | NA | 3.35 | 3.59 | 3.10 | 3.73 | NA | NA | 4.03 | NA | 0.29 | 3.35 | 3.22 | 3.85 | 2.04 | 5.72 | 2.92 | 3.24 | 5.37 | 3.54 | 4.22 | 5.70 | 4.16 | 1.17 | 3.83 | 4.86 | 3.25 | 7.47 | 4.96 | 4.20 | 2.07 | 1.84 | 3.76 | 7.68 |
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 |
|---|---|---|---|---|
| EMERSON ELECTRIC CO. RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-6.86%
Feb 2006 - Feb 2009 |
-0.34%
Feb 2004 - Feb 2009 |
4.76%
Oct 2013 - Oct 2023 |
5.72%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMERSON ELECTRIC CO. RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
21.73%
Feb 2009 - Feb 2012 |
18.75%
Feb 2009 - Feb 2014 |
11.91%
Feb 2009 - Feb 2019 |
9.79%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart