Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Alcatel Lucent Savings Plan Tactical Asset Allocation Moderate | NA | 1.14% | 10.48% | 9.39% | 8.71% | 8.45% | 9.24% | … | … |
Data as of 04/29/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Alcatel Lucent Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 07/08/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.95 | 1.14 | 10.48 | 9.39 | 8.71 | 8.45 | 9.24 | … | … | -8.72 | 11.63 | 18.58 | 20.18 | -3.03 | 9.99 | 8.26 | 0.85 | 7.68 | 18.02 | 10.98 | 2.31 | 10.88 | 13.49 | 2.15 | 8.86 | 13.88 | 7.77 | 11.76 | 18.78 | 1.32 | -2.24 |
| Sharpe Ratio | NA | -0.51 | 0.56 | 0.63 | 0.79 | NA | NA | … | … | -0.70 | 1.13 | 0.92 | 2.35 | -0.42 | 2.16 | 0.99 | 0.09 | 1.03 | 2.51 | 1.43 | 0.15 | 1.00 | 1.60 | 3.09 | 0.56 | 1.38 | 0.91 | 1.59 | 3.12 | 0.06 | -0.89 |
| Standard Deviation(%) | NA | 11.15 | 14.38 | 12.42 | 10.30 | NA | NA | … | … | 12.88 | 10.24 | 20.04 | 7.99 | 10.35 | 4.33 | 8.12 | 9.19 | 7.45 | 7.18 | 7.62 | 14.75 | 10.79 | 8.35 | 0.40 | 10.50 | 7.70 | 6.17 | 6.80 | 5.79 | 3.42 | 5.10 |
| Draw Down(%) | NA | 12.40 | 21.43 | 21.43 | 21.43 | NA | NA | … | … | 11.07 | 6.65 | 21.43 | 3.57 | 12.88 | 2.12 | 7.13 | 8.06 | 4.98 | 4.18 | 5.95 | 11.90 | 7.72 | 4.19 | 0.39 | 7.52 | 8.66 | 4.38 | 6.37 | 2.60 | 2.57 | 6.42 |
| Yield(%) | NA | 6.22 | 4.11 | 4.25 | 3.80 | NA | NA | … | … | 2.04 | 4.87 | 3.57 | 6.14 | 3.82 | 2.65 | 2.09 | 3.46 | 4.22 | 4.88 | 2.50 | 1.85 | 2.10 | 3.03 | 2.55 | 3.14 | 2.86 | 2.62 | 2.61 | 2.96 | 4.24 | 4.25 |
Data as of 04/29/2022, 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 |
|---|---|---|---|---|
| Alcatel Lucent Savings Plan Tactical Asset Allocation Moderate |
4.53%
Mar 2017 – Mar 2020 |
4.32%
Mar 2015 – Mar 2020 |
7.10%
Mar 2010 – Mar 2020 |
7.99%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Alcatel Lucent Savings Plan Tactical Asset Allocation Moderate |
16.74%
Dec 2018 – Dec 2021 |
12.62%
Oct 2002 – Oct 2007 |
10.52%
Apr 2003 – Apr 2013 |
9.76%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart