Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HARSCO CORPORATION SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -1.88% | 1.21% | 0.30% | 1.32% | 4.38% | 5.55% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HARSCO CORPORATION SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.60 | -1.88 | 1.21 | 0.30 | 1.32 | 4.38 | 5.55 | … | … | 0.74 | 9.57 | -14.09 | 7.59 | 0.70 | 10.95 | -3.13 | 13.09 | 2.74 | -5.20 | 0.16 | 15.24 | 7.30 | -0.31 | 12.07 | 21.30 | -4.92 | 10.48 | 20.01 | 6.14 | 12.54 | 19.64 | 4.44 | 7.00 |
| Sharpe Ratio | NA | 0.20 | -0.11 | 0.07 | 0.15 | NA | NA | … | … | 0.06 | 0.69 | -1.39 | 0.86 | 0.03 | 2.41 | -0.63 | 2.64 | 0.55 | -0.97 | 0.02 | 2.29 | 1.32 | -0.04 | 0.93 | 2.45 | -1.02 | 0.76 | 2.15 | 0.56 | 1.47 | 3.89 | 0.69 | 0.97 |
| Standard Deviation(%) | NA | 7.69 | 9.28 | 9.83 | 7.96 | NA | NA | … | … | 7.79 | 7.75 | 11.13 | 8.83 | 14.21 | 3.96 | 7.00 | 4.72 | 4.59 | 5.40 | 5.88 | 6.63 | 5.49 | 9.43 | 12.91 | 8.64 | 5.73 | 9.90 | 7.80 | 7.14 | 7.88 | 4.88 | 4.85 | 4.83 |
| Draw Down(%) | NA | 6.86 | 15.53 | 21.23 | 21.23 | NA | NA | … | … | 1.82 | 6.86 | 15.48 | 4.06 | 21.23 | 1.56 | 9.05 | 2.33 | 3.31 | 8.78 | 5.18 | 5.02 | 5.24 | 9.12 | 9.25 | 3.79 | 10.28 | 6.54 | 5.94 | 4.64 | 9.43 | 1.80 | 7.74 | 3.24 |
| Yield(%) | NA | 4.19 | 4.97 | 4.61 | 3.41 | NA | NA | … | … | 0.01 | 4.46 | 3.37 | 7.09 | 5.06 | 3.18 | 2.89 | 0.55 | 2.95 | 1.79 | 2.88 | 1.83 | 3.22 | 2.13 | 4.86 | 5.16 | 3.60 | 7.59 | 12.46 | 12.35 | 5.82 | 4.15 | 6.04 | 8.34 |
Data as of 10/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HARSCO CORPORATION SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.36%
Dec 2019 – Dec 2022 |
-0.07%
Sep 2018 – Sep 2023 |
1.32%
Oct 2013 – Oct 2023 |
3.79%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HARSCO CORPORATION SAVINGS PLAN Tactical Asset Allocation Moderate |
15.09%
Oct 2004 – Oct 2007 |
14.55%
Oct 2002 – Oct 2007 |
11.37%
Apr 2001 – Apr 2011 |
8.60%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart