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 |
|---|---|---|---|---|---|---|---|---|
| SIEMENS 401k PLAN Tactical Asset Allocation Moderate | NA | 31.67% | 10.85% | 10.23% | 7.62% | 8.01% | 9.31% | 8.82% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SIEMENS 401k PLAN Tactical Asset Allocation 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 (%) | -0.63 | 31.67 | 10.85 | 10.23 | 7.62 | 8.01 | 9.31 | 8.82 | NA | 18.66 | 22.41 | -7.11 | 11.49 | 5.12 | 18.75 | -5.70 | 10.99 | 5.68 | -0.68 | 6.65 | 16.09 | 12.01 | 2.07 | 4.57 | 15.45 | 2.89 | 15.74 | 17.00 | 11.90 | 13.73 | 19.82 | -6.56 | -0.21 |
| Sharpe Ratio | NA | 1.62 | 0.69 | 0.61 | 0.60 | NA | NA | 0.78 | 0.11 | 1.44 | 2.46 | -0.61 | 1.24 | 0.28 | 2.47 | -0.76 | 2.21 | 0.64 | -0.08 | 0.91 | 2.09 | 1.44 | 0.14 | 0.46 | 1.55 | 6.21 | 1.01 | 1.61 | 1.46 | 1.56 | 2.37 | -1.69 | -0.41 |
| Standard Deviation(%) | NA | 8.33 | 10.25 | 11.86 | 10.05 | NA | NA | 9.27 | 7.99 | 8.36 | 7.39 | 13.81 | 9.22 | 17.36 | 7.01 | 9.27 | 4.69 | 8.52 | 8.93 | 7.28 | 7.69 | 8.29 | 14.60 | 9.64 | 9.93 | 0.32 | 12.57 | 8.53 | 6.67 | 8.20 | 8.07 | 4.53 | 6.20 |
| Draw Down(%) | NA | 5.14 | 13.01 | 23.30 | 23.30 | NA | NA | 23.30 | 0.46 | 5.14 | 4.18 | 13.85 | 4.28 | 23.30 | 3.46 | 13.43 | 2.41 | 7.20 | 8.22 | 5.08 | 4.66 | 6.27 | 13.32 | 8.15 | 4.97 | 0.00 | 9.62 | 10.58 | 4.81 | 9.79 | 5.81 | 9.00 | 8.50 |
| Yield(%) | NA | 16.03 | 11.49 | 7.71 | 6.16 | NA | NA | 0.00 | NA | 8.20 | 15.32 | 5.87 | 5.35 | 1.68 | 2.93 | 5.37 | 5.31 | 2.33 | 3.29 | 9.14 | 5.58 | 2.47 | 5.19 | 2.28 | 3.66 | 2.55 | 4.12 | 6.57 | 7.12 | 3.86 | 3.58 | 3.06 | 3.21 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIEMENS 401k PLAN Tactical Asset Allocation Moderate |
1.27%
Mar 2017 - Mar 2020 |
1.70%
Mar 2015 - Mar 2020 |
5.07%
Mar 2010 - Mar 2020 |
5.93%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SIEMENS 401k PLAN Tactical Asset Allocation Moderate |
19.44%
Oct 2004 - Oct 2007 |
16.20%
Feb 2003 - Feb 2008 |
12.10%
May 2003 - May 2013 |
10.36%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart