Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| 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 Strategic Asset Allocation - Equal Weight Moderate | NA | 21.20% | 1.84% | 8.23% | 7.09% | 7.86% | 7.02% | 6.80% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INTERNATIONAL FLAVORS and FRAGRANCES INC. RETIREMENT INVESTMENT FUND PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | 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 (%) | -0.94 | 21.20 | 1.84 | 8.23 | 7.09 | 7.86 | 7.02 | 6.80 | NA | 5.04 | 11.45 | -12.46 | 6.38 | 23.94 | 21.99 | -7.52 | 19.36 | 3.96 | -0.34 | 4.23 | 14.87 | 10.80 | 0.92 | 13.79 | 21.88 | -22.09 | 8.82 | 11.58 | 7.11 | 10.08 | 22.39 | -8.12 | -1.07 |
| Sharpe Ratio | NA | 0.01 | -0.20 | 0.28 | 0.44 | NA | NA | 0.47 | 0.10 | -0.15 | 0.77 | -0.93 | 0.58 | 1.22 | 2.57 | -0.78 | 3.79 | 0.43 | -0.04 | 0.59 | 2.22 | 1.62 | 0.08 | 1.43 | 1.56 | -1.17 | 0.66 | 1.23 | 0.86 | 1.22 | 2.71 | -0.80 | -0.30 |
| Standard Deviation(%) | NA | 10.49 | 11.87 | 13.56 | 11.35 | NA | NA | 10.74 | 8.07 | 10.57 | 9.39 | 14.94 | 10.94 | 19.37 | 8.00 | 11.38 | 4.95 | 8.62 | 8.81 | 7.14 | 6.68 | 6.64 | 11.51 | 9.55 | 13.93 | 19.64 | 8.88 | 6.75 | 5.77 | 7.47 | 7.99 | 11.57 | 11.10 |
| Draw Down(%) | NA | 7.41 | 18.36 | 23.42 | 23.42 | NA | NA | 33.09 | 0.50 | 7.41 | 9.82 | 19.31 | 7.19 | 23.42 | 4.48 | 15.19 | 1.65 | 7.88 | 10.52 | 5.44 | 6.41 | 5.44 | 10.25 | 6.82 | 13.92 | 32.50 | 5.64 | 7.11 | 4.08 | 7.57 | 7.91 | 18.33 | 16.11 |
| Yield(%) | NA | 3.51 | 4.48 | 3.90 | 3.35 | NA | NA | 3.46 | NA | 0.73 | 3.62 | 4.55 | 4.12 | 3.29 | 2.94 | 3.05 | 0.58 | 3.64 | 3.26 | 3.34 | 3.95 | 2.74 | 2.69 | 2.62 | 3.03 | 4.00 | 6.43 | 5.30 | 4.23 | 2.91 | 2.55 | 2.94 | 3.04 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.56%
Feb 2006 - Feb 2009 |
-0.41%
Feb 2004 - Feb 2009 |
5.01%
Dec 2006 - Dec 2016 |
5.30%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
17.51%
Feb 2009 - Feb 2012 |
14.44%
Feb 2009 - Feb 2014 |
9.70%
Feb 2009 - Feb 2019 |
9.28%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart