Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PHILIPS ELECTRONICS NORTH AMERICA CORP EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -6.09% | -4.53% | 3.83% | 4.29% | 6.68% | 8.65% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PHILIPS ELECTRONICS NORTH AMERICA CORP EMPLOYEE SAVINGS PLAN Tactical Asset Allocation 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 (%) | -22.89 | -6.09 | -4.53 | 3.83 | 4.29 | 6.68 | 8.65 | … | … | 0.77 | 9.83 | 14.90 | -11.97 | 12.26 | 18.29 | 16.89 | -5.80 | 11.52 | 5.88 | 0.30 | 8.82 | 13.82 | 12.45 | 5.25 | 14.46 | 17.06 | 3.12 | 20.37 | 17.59 | 13.88 | 15.27 | 26.19 | 8.85 | 8.81 |
| Sharpe Ratio | NA | 0.09 | 0.00 | 0.21 | 0.27 | NA | NA | … | … | 0.07 | 0.06 | 1.30 | -0.99 | 1.15 | 0.94 | 1.85 | -0.70 | 2.04 | 0.59 | 0.03 | 1.09 | 1.86 | 1.59 | 0.35 | 1.17 | 1.66 | 0.30 | 1.44 | 1.51 | 1.76 | 1.88 | 3.20 | 1.28 | 0.79 |
| Standard Deviation(%) | NA | 51.97 | 31.39 | 26.19 | 19.52 | NA | NA | … | … | 10.12 | 51.99 | 8.19 | 13.51 | 10.62 | 19.13 | 8.38 | 10.16 | 5.33 | 9.66 | 9.52 | 8.10 | 7.40 | 7.78 | 14.84 | 12.24 | 10.20 | 7.20 | 12.06 | 9.49 | 6.67 | 7.61 | 7.97 | 6.06 | 8.19 |
| Draw Down(%) | NA | 25.39 | 25.39 | 25.39 | 25.39 | NA | NA | … | … | 0.73 | 25.39 | 6.05 | 18.86 | 4.86 | 23.57 | 4.26 | 14.67 | 2.56 | 9.20 | 9.92 | 5.25 | 5.16 | 5.50 | 11.93 | 9.54 | 5.62 | 5.45 | 9.22 | 13.18 | 4.65 | 7.25 | 4.49 | 6.20 | 6.41 |
| Yield(%) | NA | 4.85 | 5.12 | 5.14 | 4.41 | NA | NA | … | … | NA | 0.74 | 5.36 | 2.65 | 8.26 | 2.57 | 7.77 | 5.39 | 3.69 | 2.09 | 3.24 | 5.65 | 2.27 | 2.48 | 2.57 | 1.87 | 4.48 | 5.29 | 3.60 | 2.19 | 3.14 | 3.39 | 2.62 | 1.56 | 2.87 |
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 |
|---|---|---|---|---|
| PHILIPS ELECTRONICS NORTH AMERICA CORP EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
-4.34%
Oct 2021 – Oct 2024 |
2.22%
Mar 2015 – Mar 2020 |
4.29%
Oct 2014 – Oct 2024 |
6.70%
Oct 2009 – Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PHILIPS ELECTRONICS NORTH AMERICA CORP EMPLOYEE SAVINGS PLAN Tactical Asset Allocation Moderate |
21.46%
Oct 2004 – Oct 2007 |
19.04%
Oct 2002 – Oct 2007 |
14.93%
Mar 2001 – Mar 2011 |
12.40%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart