Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Schering Plough Employees` Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | 23.20% | 2.78% | 8.42% | 7.11% | 8.11% | 6.90% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Schering Plough Employees` Savings Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.85 | 23.20 | 2.78 | 8.42 | 7.11 | 8.11 | 6.90 | … | … | 0.31 | 0.50 | 15.87 | -12.38 | 9.72 | 18.44 | 21.30 | -7.94 | 13.34 | 10.05 | -0.23 | 3.99 | 18.23 | 14.73 | -1.25 | 11.65 | 25.68 | -26.64 | 3.99 | 14.81 | 5.50 | 10.29 | 22.80 | -10.47 | 2.66 |
| Sharpe Ratio | NA | -0.50 | -0.27 | 0.24 | 0.42 | NA | NA | … | … | 0.05 | -0.57 | 1.26 | -0.88 | 1.09 | 0.87 | 2.61 | -0.97 | 2.70 | 1.03 | -0.04 | 0.60 | 2.49 | 1.76 | -0.09 | 1.01 | 1.52 | -1.18 | 0.10 | 1.67 | 0.58 | 1.41 | 2.64 | -0.88 | 0.03 |
| Standard Deviation(%) | NA | 10.66 | 12.15 | 13.89 | 11.23 | NA | NA | … | … | 4.93 | 10.70 | 9.23 | 15.61 | 8.87 | 21.02 | 7.61 | 9.50 | 4.71 | 9.55 | 5.95 | 6.61 | 7.32 | 8.33 | 14.71 | 11.40 | 16.82 | 23.32 | 9.77 | 6.90 | 5.77 | 6.62 | 8.36 | 13.10 | 10.78 |
| Draw Down(%) | NA | 10.15 | 20.67 | 25.18 | 25.18 | NA | NA | … | … | 0.41 | 10.15 | 8.91 | 20.77 | 4.46 | 25.18 | 4.68 | 14.59 | 1.49 | 6.97 | 7.20 | 5.50 | 4.85 | 6.99 | 14.37 | 9.37 | 17.34 | 36.32 | 6.91 | 7.18 | 4.11 | 5.97 | 7.77 | 21.07 | 13.45 |
| Yield(%) | NA | 8.83 | 8.14 | 7.49 | 5.35 | NA | NA | … | … | NA | 0.78 | 8.71 | 6.78 | 8.16 | 6.62 | 6.38 | 5.92 | 0.21 | 3.71 | 3.13 | 3.27 | 1.95 | 3.06 | 2.99 | 2.25 | 3.31 | 4.09 | 9.32 | 8.26 | 6.85 | 2.75 | 2.82 | 2.84 | 4.26 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Schering Plough Employees` Savings Plan Strategic Asset Allocation – Optimal Moderate |
-8.99%
Feb 2006 – Feb 2009 |
-2.61%
Feb 2004 – Feb 2009 |
4.50%
Dec 2001 – Dec 2011 |
4.80%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Schering Plough Employees` Savings Plan Strategic Asset Allocation – Optimal Moderate |
19.06%
Feb 2009 – Feb 2012 |
16.46%
Feb 2009 – Feb 2014 |
10.58%
Feb 2009 – Feb 2019 |
9.87%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart