Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PERKINELMER INC. SAVINGS PLAN Tactical Asset Allocation Moderate | NA | -1.21% | -0.39% | 2.84% | 3.44% | 5.71% | 5.89% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PERKINELMER INC. 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 (%) | -0.74 | -1.21 | -0.39 | 2.84 | 3.44 | 5.71 | 5.89 | … | … | 1.31 | 11.49 | -14.91 | 2.90 | 17.34 | 12.93 | -1.76 | 12.66 | 3.74 | -0.37 | 1.38 | 17.81 | 6.82 | 3.87 | 8.76 | 18.92 | -8.66 | 12.46 | 10.89 | 4.13 | 10.76 | 21.73 | 6.68 | 8.33 |
| Sharpe Ratio | NA | 0.60 | -0.23 | 0.40 | 0.46 | NA | NA | … | … | 0.12 | 0.87 | -1.67 | 0.27 | 1.83 | 2.60 | -0.39 | 2.26 | 0.71 | -0.08 | 0.21 | 2.50 | 1.13 | 0.45 | 0.91 | 2.39 | -1.65 | 1.05 | 1.04 | 0.33 | 1.24 | 3.24 | 0.99 | 0.99 |
| Standard Deviation(%) | NA | 8.37 | 9.61 | 8.86 | 7.57 | NA | NA | … | … | 8.75 | 8.28 | 9.76 | 10.77 | 9.34 | 4.43 | 7.91 | 5.33 | 4.98 | 5.25 | 6.49 | 7.11 | 5.96 | 8.51 | 9.49 | 7.87 | 5.83 | 9.00 | 7.30 | 6.00 | 7.91 | 6.49 | 5.65 | 6.08 |
| Draw Down(%) | NA | 8.21 | 21.86 | 21.86 | 21.86 | NA | NA | … | … | 1.95 | 8.21 | 16.33 | 9.33 | 12.34 | 3.20 | 8.16 | 3.43 | 4.09 | 4.44 | 5.70 | 5.78 | 6.13 | 6.92 | 7.92 | 4.13 | 9.74 | 7.95 | 8.40 | 4.31 | 6.85 | 2.63 | 4.21 | 4.36 |
| Yield(%) | NA | 3.01 | 2.86 | 3.90 | 3.17 | NA | NA | … | … | 0.00 | 3.21 | 3.06 | 2.27 | 7.81 | 3.24 | 1.84 | 0.18 | 5.24 | 2.07 | 3.07 | 3.51 | 4.46 | 4.32 | 4.19 | 3.11 | 4.63 | 5.80 | 3.89 | 4.03 | 2.71 | 4.37 | 5.11 | 6.88 |
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 |
|---|---|---|---|---|
| PERKINELMER INC. SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.01%
Nov 2020 – Nov 2023 |
2.35%
Sep 2018 – Sep 2023 |
3.44%
Oct 2013 – Oct 2023 |
4.99%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PERKINELMER INC. SAVINGS PLAN Tactical Asset Allocation Moderate |
13.45%
Jan 2003 – Jan 2006 |
12.87%
Oct 2002 – Oct 2007 |
9.72%
Apr 2001 – Apr 2011 |
8.43%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart