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 - Optimal Moderate | NA | 24.05% | 1.06% | 7.28% | 7.21% | 8.59% | 7.48% | 7.31% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INTERNATIONAL FLAVORS and FRAGRANCES INC. RETIREMENT INVESTMENT FUND PLAN Strategic Asset Allocation - Optimal 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 | 24.05 | 1.06 | 7.28 | 7.21 | 8.59 | 7.48 | 7.31 | NA | 7.70 | 12.64 | -16.21 | 7.39 | 21.89 | 21.87 | -3.98 | 16.15 | 7.01 | 0.10 | 6.64 | 16.85 | 11.85 | 1.14 | 16.98 | 23.13 | -23.10 | 7.53 | 12.03 | 7.25 | 11.23 | 21.22 | -8.08 | 2.11 |
| Sharpe Ratio | NA | 0.25 | -0.23 | 0.26 | 0.49 | NA | NA | 0.51 | 0.06 | 0.12 | 0.95 | -1.14 | 0.76 | 1.17 | 2.89 | -0.52 | 3.49 | 0.84 | 0.01 | 0.95 | 2.36 | 1.64 | 0.08 | 1.40 | 1.42 | -1.10 | 0.47 | 1.17 | 0.78 | 1.39 | 2.45 | -0.77 | -0.02 |
| Standard Deviation(%) | NA | 9.09 | 11.52 | 12.96 | 10.73 | NA | NA | 11.16 | 7.54 | 9.16 | 8.85 | 15.37 | 9.74 | 18.57 | 7.08 | 10.22 | 4.44 | 8.09 | 8.53 | 6.97 | 7.11 | 7.20 | 14.09 | 12.05 | 16.18 | 21.81 | 9.64 | 7.49 | 6.52 | 7.42 | 8.37 | 11.95 | 11.99 |
| Draw Down(%) | NA | 5.66 | 22.18 | 24.43 | 24.43 | NA | NA | 36.65 | 0.62 | 5.66 | 9.31 | 23.02 | 6.23 | 21.68 | 3.44 | 11.57 | 1.39 | 6.02 | 9.08 | 4.79 | 5.99 | 5.68 | 13.12 | 8.43 | 17.04 | 33.47 | 6.20 | 7.79 | 4.32 | 7.51 | 7.55 | 18.51 | 15.41 |
| Yield(%) | NA | 3.89 | 4.90 | 4.26 | 3.59 | NA | NA | 3.71 | NA | 0.69 | 3.72 | 4.91 | 4.92 | 3.84 | 3.05 | 3.48 | 0.35 | 3.99 | 3.32 | 3.51 | 5.30 | 2.99 | 2.37 | 2.27 | 3.27 | 3.85 | 7.33 | 5.86 | 4.78 | 2.78 | 2.74 | 2.94 | 2.95 |
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 - Optimal Moderate |
-7.43%
Feb 2006 - Feb 2009 |
-1.20%
Feb 2004 - Feb 2009 |
5.79%
Oct 2013 - Oct 2023 |
5.70%
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 - Optimal Moderate |
20.48%
Feb 2009 - Feb 2012 |
17.10%
Feb 2009 - Feb 2014 |
11.56%
Feb 2009 - Feb 2019 |
10.11%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart