Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| COSTCO 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 38.34% | 14.95% | 15.03% | 10.85% | 11.45% | 11.24% | 10.63% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COSTCO 401(k) RETIREMENT 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 | Inception | YTD | 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 (%) | -0.80 | 38.34 | 14.95 | 15.03 | 10.85 | 11.45 | 11.24 | 10.63 | NA | 3.04 | 29.00 | -5.00 | 13.50 | 11.56 | 18.58 | -2.19 | 12.68 | 8.94 | 1.02 | 7.12 | 19.61 | 12.80 | 0.93 | 20.16 | 16.64 | 2.43 | 10.65 | 13.92 | 7.62 | 12.68 | 23.35 | 1.29 | -7.60 |
| Sharpe Ratio | NA | 0.52 | 0.55 | 0.61 | 0.64 | NA | NA | 0.78 | 0.16 | -0.15 | 3.12 | -0.45 | 1.33 | 0.54 | 2.17 | -0.35 | 2.46 | 0.98 | 0.11 | 0.87 | 2.41 | 1.37 | 0.05 | 1.59 | 1.65 | 11.74 | 0.78 | 1.44 | 0.81 | 1.48 | 3.19 | 0.05 | -1.72 |
| Standard Deviation(%) | NA | 27.69 | 18.57 | 17.78 | 13.86 | NA | NA | 11.25 | 104.99 | 23.32 | 7.93 | 14.25 | 10.16 | 21.09 | 7.91 | 9.88 | 4.90 | 8.93 | 8.91 | 8.21 | 8.14 | 9.28 | 16.68 | 12.66 | 10.05 | 0.13 | 9.81 | 7.39 | 6.71 | 7.93 | 7.11 | 3.39 | 5.78 |
| Draw Down(%) | NA | 21.38 | 21.38 | 25.59 | 25.59 | NA | NA | 25.59 | 0.75 | 21.38 | 4.12 | 13.42 | 4.55 | 25.59 | 3.56 | 12.32 | 1.83 | 7.32 | 7.11 | 5.20 | 4.94 | 6.65 | 15.59 | 8.78 | 5.44 | 0.12 | 7.16 | 8.18 | 5.51 | 6.50 | 3.27 | 2.29 | 9.99 |
| Yield(%) | NA | 16.95 | 12.39 | 10.95 | 7.62 | NA | NA | 0.00 | NA | 9.82 | 15.37 | 7.67 | 7.10 | 4.43 | 10.55 | 4.54 | 5.34 | 4.37 | 3.26 | 8.94 | 5.60 | 2.91 | 4.29 | 4.55 | 3.56 | 2.55 | 8.08 | 5.77 | 5.47 | 3.94 | 2.91 | 3.01 | 2.84 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COSTCO 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
2.88%
Mar 2017 - Mar 2020 |
3.95%
Mar 2015 - Mar 2020 |
7.57%
Mar 2010 - Mar 2020 |
8.50%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COSTCO 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
17.15%
Nov 2021 - Nov 2024 |
15.61%
Nov 2019 - Nov 2024 |
12.50%
Apr 2003 - Apr 2013 |
11.85%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart