Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RENISHAW, INC. EMPLOYEE SALARY SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 14.57% | 2.31% | 7.42% | 6.44% | 8.00% | 9.03% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RENISHAW, INC. EMPLOYEE SALARY 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 (%) | -1.57 | 14.57 | 2.31 | 7.42 | 6.44 | 8.00 | 9.03 | … | … | 0.73 | 0.29 | 13.21 | -11.41 | 13.34 | 16.63 | 19.54 | -6.77 | 8.25 | 9.12 | 0.02 | 0.92 | 16.05 | 11.19 | 4.31 | 21.47 | 14.25 | -2.24 | 18.57 | 15.20 | 12.57 | 14.58 | 29.98 | -9.37 | -6.69 |
| Sharpe Ratio | NA | -0.43 | -0.28 | 0.28 | 0.38 | NA | NA | … | … | 0.06 | -0.69 | 1.25 | -0.99 | 1.21 | 0.87 | 2.78 | -0.83 | 1.31 | 1.06 | 0.00 | 0.08 | 1.98 | 1.41 | 0.27 | 1.64 | 1.30 | -0.52 | 1.27 | 1.27 | 1.46 | 1.56 | 4.68 | -1.19 | -1.44 |
| Standard Deviation(%) | NA | 9.11 | 10.05 | 12.50 | 10.57 | NA | NA | … | … | 11.23 | 9.20 | 7.16 | 12.92 | 10.98 | 18.85 | 6.53 | 9.77 | 5.83 | 8.40 | 9.69 | 11.92 | 8.08 | 7.90 | 16.07 | 13.07 | 10.88 | 6.10 | 12.24 | 9.38 | 7.14 | 8.75 | 6.26 | 8.84 | 6.26 |
| Draw Down(%) | NA | 7.32 | 15.27 | 22.57 | 22.57 | NA | NA | … | … | 0.95 | 7.32 | 6.43 | 17.12 | 6.61 | 22.57 | 4.09 | 14.38 | 3.13 | 6.35 | 9.16 | 10.61 | 7.13 | 5.54 | 13.94 | 8.95 | 8.22 | 7.33 | 9.55 | 12.89 | 4.95 | 12.42 | 2.18 | 16.23 | 12.70 |
| Yield(%) | NA | 3.21 | 4.07 | 4.73 | 6.20 | NA | NA | … | … | NA | 0.91 | 3.17 | 2.89 | 6.11 | 5.98 | 6.89 | 7.04 | 10.35 | 6.21 | 6.14 | 9.15 | 6.43 | 3.12 | 2.38 | 2.77 | 3.30 | 5.04 | 5.68 | 5.81 | 3.64 | 5.59 | 2.42 | 1.07 | 1.72 |
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 |
|---|---|---|---|---|
| RENISHAW, INC. EMPLOYEE SALARY SAVINGS PLAN Tactical Asset Allocation Moderate |
0.13%
Mar 2022 – Mar 2025 |
1.91%
Mar 2015 – Mar 2020 |
4.91%
Mar 2015 – Mar 2025 |
6.43%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RENISHAW, INC. EMPLOYEE SALARY SAVINGS PLAN Tactical Asset Allocation Moderate |
21.29%
Apr 2003 – Apr 2006 |
18.60%
Oct 2002 – Oct 2007 |
14.04%
Apr 2003 – Apr 2013 |
11.53%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart