Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ASHLAND INC. EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -5.65% | 2.70% | 1.59% | 6.12% | 7.84% | NA | 8.35% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ASHLAND INC. EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
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 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.02 | -5.65 | 2.70 | 1.59 | 6.12 | 7.84 | NA | 8.35 | -4.21 | 7.96 | 3.89 | -5.25 | 2.45 | 15.58 | 6.17 | 2.03 | 6.40 | 24.91 | -3.03 | 18.30 | 22.22 | 6.74 | 12.55 | 16.62 | 5.44 | 7.24 |
| Sharpe Ratio | NA | -0.93 | 0.32 | 0.07 | 0.76 | NA | NA | 0.91 | -0.93 | 1.35 | 0.80 | -1.07 | 0.31 | 2.26 | 1.00 | 0.26 | 0.60 | 2.71 | -0.67 | 1.11 | 1.88 | 0.74 | 1.53 | 2.48 | 0.81 | 0.92 |
| Standard Deviation(%) | NA | 5.98 | 5.37 | 5.86 | 7.13 | NA | NA | 7.56 | 5.98 | 5.43 | 4.63 | 4.94 | 7.79 | 6.89 | 6.14 | 7.58 | 10.46 | 9.15 | 5.91 | 13.80 | 10.08 | 6.18 | 7.59 | 6.41 | 5.35 | 5.34 |
| Draw Down(%) | NA | 8.62 | 8.92 | 9.34 | 9.34 | NA | NA | 13.33 | 8.62 | 4.88 | 3.51 | 8.20 | 6.00 | 4.87 | 5.39 | 5.92 | 8.16 | 3.73 | 6.50 | 11.16 | 13.33 | 4.36 | 6.74 | 3.36 | 4.02 | 4.46 |
| Yield(%) | NA | 1.18 | 1.69 | 2.03 | 3.11 | NA | NA | 3.66 | 1.17 | 0.35 | 3.21 | 2.52 | 2.86 | 4.24 | 3.66 | 4.00 | 4.13 | 4.70 | 3.82 | 5.14 | 2.63 | 2.27 | 4.28 | 3.17 | 5.91 | 7.91 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASHLAND INC. EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
-0.18%
Feb 2014 - Feb 2017 |
1.39%
Nov 2013 - Nov 2018 |
5.67%
Oct 2007 - Oct 2017 |
7.72%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ASHLAND INC. EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
19.67%
Oct 2004 - Oct 2007 |
16.53%
Oct 2002 - Oct 2007 |
11.89%
Apr 2001 - Apr 2011 |
9.21%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart