Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Raytheon Savings and Investment Plan Asset Allocation Composite Moderate | NA | 14.02% | 3.44% | 6.16% | 5.77% | 7.79% | 8.21% | 7.82% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Raytheon Savings and Investment Plan Asset Allocation Composite 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 (%) | 1.12 | 14.02 | 3.44 | 6.16 | 5.77 | 7.79 | 8.21 | 7.82 | NA | 4.97 | 10.58 | -10.99 | 11.23 | 10.70 | 18.54 | -6.86 | 14.66 | 7.67 | -2.54 | 5.31 | 19.60 | 13.22 | 0.71 | 19.58 | 8.82 | 15.32 | 6.54 | 11.52 | 5.72 | 9.64 | 17.40 | -4.88 | -2.85 |
| Sharpe Ratio | NA | 0.02 | -0.05 | 0.31 | 0.36 | NA | NA | 0.66 | 0.26 | -0.20 | 0.77 | -0.86 | 1.20 | 0.52 | 2.50 | -0.90 | 3.09 | 0.85 | -0.30 | 0.80 | 2.59 | 1.65 | 0.05 | 1.99 | 0.79 | 1.58 | 0.42 | 1.26 | 0.60 | 1.24 | 2.18 | -1.21 | -0.85 |
| Standard Deviation(%) | NA | 8.05 | 10.44 | 12.80 | 10.62 | NA | NA | 9.31 | 8.16 | 8.03 | 8.20 | 14.35 | 9.32 | 20.04 | 6.84 | 9.08 | 4.54 | 8.76 | 8.50 | 6.63 | 7.56 | 7.96 | 13.22 | 9.81 | 11.05 | 9.12 | 8.42 | 6.57 | 5.95 | 7.03 | 7.66 | 4.97 | 6.07 |
| Draw Down(%) | NA | 5.42 | 13.90 | 20.14 | 23.62 | NA | NA | 23.62 | 2.05 | 4.40 | 7.39 | 17.17 | 3.82 | 23.62 | 3.88 | 13.42 | 1.58 | 7.06 | 10.04 | 4.86 | 5.51 | 7.62 | 11.53 | 8.47 | 10.48 | 5.93 | 5.02 | 6.34 | 3.60 | 5.84 | 6.88 | 8.65 | 8.92 |
| Yield(%) | NA | 3.40 | 3.93 | 3.69 | 3.57 | NA | NA | 3.94 | NA | 0.72 | 3.44 | 1.67 | 6.45 | 3.58 | 3.19 | 4.51 | 4.39 | 1.98 | 3.15 | 3.20 | 3.52 | 3.77 | 2.53 | 4.20 | 5.11 | 5.29 | 6.88 | 7.04 | 4.72 | 4.05 | 2.33 | 2.67 | 2.13 |
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 |
|---|---|---|---|---|
| Raytheon Savings and Investment Plan Asset Allocation Composite Moderate |
0.89%
Mar 2017 - Mar 2020 |
2.05%
Mar 2015 - Mar 2020 |
4.69%
Oct 2013 - Oct 2023 |
7.36%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Raytheon Savings and Investment Plan Asset Allocation Composite Moderate |
16.22%
May 2008 - May 2011 |
14.83%
Jun 2009 - Jun 2014 |
12.02%
Apr 2003 - Apr 2013 |
10.40%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart