Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Discover Financial Services 401(k) Plan Tactical Asset Allocation Moderate | NA | 10.66% | 9.40% | 6.78% | 3.65% | 5.65% | 6.24% | 6.04% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Discover Financial Services 401(k) 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 | 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 (%) | -0.34 | 10.66 | 9.40 | 6.78 | 3.65 | 5.65 | 6.24 | 6.04 | 2.15 | 21.78 | -5.26 | 11.55 | 12.13 | 8.18 | -2.97 | 7.06 | -1.40 | -4.48 | -0.68 | 18.19 | 8.68 | 0.65 | 8.33 | 16.13 | -3.79 | 9.35 | 12.27 | 7.30 | 12.21 | 17.19 | -5.25 | 2.31 |
| Sharpe Ratio | NA | 2.05 | 0.87 | 0.95 | 0.48 | NA | NA | 0.73 | 0.35 | 2.39 | -0.65 | 1.30 | 1.32 | 1.28 | -0.55 | 0.97 | -0.32 | -0.79 | -0.10 | 2.70 | 1.60 | 0.09 | 0.73 | 1.94 | -1.01 | 0.66 | 1.23 | 0.91 | 1.73 | 3.36 | -0.94 | 0.01 |
| Standard Deviation(%) | NA | 7.17 | 8.73 | 8.30 | 7.42 | NA | NA | 7.19 | 5.32 | 7.34 | 10.14 | 8.89 | 8.99 | 5.27 | 7.85 | 6.64 | 5.02 | 5.67 | 6.82 | 6.72 | 5.39 | 7.30 | 11.31 | 8.26 | 4.66 | 9.58 | 7.33 | 5.63 | 6.50 | 4.91 | 6.75 | 0.05 |
| Draw Down(%) | NA | 4.60 | 13.63 | 13.63 | 13.63 | NA | NA | 13.63 | 0.86 | 4.60 | 12.29 | 4.97 | 10.40 | 3.68 | 9.01 | 7.33 | 4.46 | 8.04 | 5.69 | 4.69 | 4.31 | 5.66 | 9.28 | 4.54 | 8.21 | 6.48 | 8.07 | 4.18 | 5.69 | 2.94 | 11.00 | 0.00 |
| Yield(%) | NA | 13.75 | 8.27 | 6.58 | 4.43 | NA | NA | 3.60 | 0.89 | 14.08 | 7.32 | 2.76 | 4.96 | 3.22 | 2.14 | 0.64 | 2.35 | 2.22 | 4.12 | 2.35 | 3.97 | 1.46 | 3.60 | 3.77 | 2.52 | 5.71 | 4.35 | 2.52 | 3.19 | 1.49 | 0.79 | 2.31 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Discover Financial Services 401(k) Plan Tactical Asset Allocation Moderate |
-2.20%
Dec 2013 - Dec 2016 |
-0.57%
Dec 2013 - Dec 2018 |
3.25%
Mar 2010 - Mar 2020 |
4.41%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Discover Financial Services 401(k) Plan Tactical Asset Allocation Moderate |
14.62%
Apr 2003 - Apr 2006 |
12.13%
Oct 2002 - Oct 2007 |
9.40%
Jul 2003 - Jul 2013 |
7.38%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart