Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/29/2022.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INTERNATIONAL FLAVORS and FRAGRANCES INC. RETIREMENT INVESTMENT FUND PLAN Tactical Asset Allocation Moderate | NA | -0.61% | 9.41% | 8.55% | 8.77% | 8.99% | 9.84% | 9.34% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INTERNATIONAL FLAVORS and FRAGRANCES INC. RETIREMENT INVESTMENT FUND PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 07/08/2022 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 04/29/2022.
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 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.65 | -0.61 | 9.41 | 8.55 | 8.77 | 8.99 | 9.84 | 9.34 | -7.57 | 12.15 | 13.83 | 16.30 | -2.35 | 14.89 | 8.03 | -0.48 | 9.83 | 18.46 | 11.56 | 6.56 | 17.21 | 13.35 | 0.43 | 8.74 | 14.35 | 7.51 | 10.97 | 22.79 | 0.96 | 1.42 |
| Sharpe Ratio | NA | -0.28 | 0.55 | 0.59 | 0.82 | NA | NA | 0.88 | -0.60 | 1.25 | 0.71 | 2.18 | -0.35 | 2.89 | 1.02 | -0.06 | 1.28 | 2.54 | 1.70 | 0.48 | 1.45 | 1.47 | -0.09 | 0.58 | 1.39 | 0.81 | 1.38 | 3.05 | -0.03 | -0.13 |
| Standard Deviation(%) | NA | 10.87 | 13.72 | 11.91 | 9.94 | NA | NA | 9.25 | 12.93 | 9.70 | 19.03 | 6.82 | 10.39 | 4.94 | 7.67 | 8.73 | 7.66 | 7.26 | 6.75 | 13.51 | 11.78 | 9.04 | 5.73 | 10.00 | 7.98 | 6.57 | 7.27 | 7.25 | 5.54 | 6.95 |
| Draw Down(%) | NA | 10.29 | 20.87 | 20.87 | 20.87 | NA | NA | 20.87 | 10.18 | 4.71 | 20.87 | 3.18 | 11.67 | 1.46 | 5.07 | 9.32 | 4.24 | 4.97 | 4.70 | 11.21 | 8.11 | 4.75 | 5.43 | 7.29 | 9.18 | 4.67 | 7.58 | 3.29 | 4.14 | 7.59 |
| Yield(%) | NA | 1.72 | 3.24 | 3.61 | 3.88 | NA | NA | 0.00 | 0.89 | 1.32 | 4.09 | 4.79 | 5.21 | 2.74 | 4.62 | 4.14 | 3.77 | 5.91 | 3.52 | 2.22 | 2.10 | 3.70 | 4.38 | 6.25 | 7.10 | 4.12 | 2.26 | 3.60 | 5.27 | 5.42 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INTERNATIONAL FLAVORS and FRAGRANCES INC. RETIREMENT INVESTMENT FUND PLAN Tactical Asset Allocation Moderate |
3.96%
Mar 2017 - Mar 2020 |
4.03%
Mar 2015 - Mar 2020 |
8.14%
Mar 2010 - Mar 2020 |
8.65%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INTERNATIONAL FLAVORS and FRAGRANCES INC. RETIREMENT INVESTMENT FUND PLAN Tactical Asset Allocation Moderate |
14.77%
Sep 2011 - Sep 2014 |
14.48%
Jun 2009 - Jun 2014 |
11.54%
Apr 2003 - Apr 2013 |
10.91%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart