Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CNH U.S. RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 25.32% | 2.17% | 6.30% | 6.01% | 7.50% | 6.60% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNH U.S. RETIREMENT 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 (%) | -1.11 | 25.32 | 2.17 | 6.30 | 6.01 | 7.50 | 6.60 | … | … | 0.29 | 8.70 | 15.78 | -14.90 | 3.26 | 15.06 | 20.60 | -5.37 | 12.25 | 7.29 | -0.70 | 6.87 | 17.41 | 13.01 | -2.95 | 16.36 | 22.78 | -24.74 | 8.84 | 9.62 | 7.78 | 12.50 | 26.23 | -5.91 | 5.65 |
| Sharpe Ratio | NA | 0.38 | -0.09 | 0.19 | 0.39 | NA | NA | … | … | 0.03 | 0.25 | 1.35 | -1.12 | 0.31 | 0.80 | 2.68 | -0.71 | 2.80 | 0.84 | -0.09 | 1.03 | 2.39 | 1.74 | -0.19 | 1.32 | 1.36 | -1.15 | 0.65 | 0.77 | 0.89 | 1.41 | 2.85 | -0.58 | 0.24 |
| Standard Deviation(%) | NA | 8.25 | 10.84 | 12.66 | 10.46 | NA | NA | … | … | 8.14 | 8.29 | 8.52 | 14.53 | 10.29 | 18.49 | 7.15 | 9.43 | 4.15 | 8.40 | 8.09 | 6.67 | 7.26 | 7.43 | 15.70 | 12.32 | 16.69 | 22.35 | 9.00 | 8.29 | 6.32 | 8.23 | 8.95 | 12.05 | 14.12 |
| Draw Down(%) | NA | 5.60 | 20.52 | 24.02 | 24.02 | NA | NA | … | … | 0.69 | 5.53 | 8.34 | 21.33 | 6.04 | 22.78 | 3.48 | 12.54 | 1.36 | 6.65 | 8.71 | 4.72 | 6.39 | 5.96 | 16.52 | 9.46 | 17.83 | 35.81 | 5.09 | 8.93 | 4.16 | 7.22 | 7.68 | 16.92 | 15.59 |
| Yield(%) | NA | 4.09 | 3.42 | 3.08 | 3.11 | NA | NA | … | … | NA | 0.97 | 3.69 | 2.56 | 3.20 | 2.52 | 2.70 | 3.80 | 0.54 | 3.21 | 4.30 | 4.09 | 4.22 | 3.98 | 2.21 | 3.99 | 3.31 | 4.68 | 5.65 | 3.50 | 3.43 | 3.16 | 2.61 | 3.33 | 2.95 |
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 |
|---|---|---|---|---|
| CNH U.S. RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-8.30%
Feb 2006 – Feb 2009 |
-1.57%
Feb 2004 – Feb 2009 |
4.51%
Oct 2013 – Oct 2023 |
4.36%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNH U.S. RETIREMENT SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
18.74%
Feb 2009 – Feb 2012 |
16.22%
Feb 2009 – Feb 2014 |
10.56%
Feb 2009 – Feb 2019 |
9.05%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart