Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Genzyme Corporation 401(k) Plan Tactical Asset Allocation Moderate | NA | 26.20% | 7.64% | 10.71% | 7.59% | 8.52% | 9.57% | 9.58% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Genzyme Corporation 401(k) 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 (%) | -1.22 | 26.20 | 7.64 | 10.71 | 7.59 | 8.52 | 9.57 | 9.58 | NA | 10.45 | 14.14 | -4.34 | 11.51 | 15.69 | 14.85 | -8.52 | 10.00 | 11.54 | -0.72 | 5.73 | 19.59 | 9.87 | -0.48 | 14.69 | 20.58 | 1.78 | 15.57 | 14.18 | 10.29 | 14.65 | 13.23 | 0.21 | 8.54 |
| Sharpe Ratio | NA | 0.49 | 0.24 | 0.53 | 0.52 | NA | NA | 0.83 | 0.08 | 0.35 | 1.28 | -0.46 | 1.06 | 0.79 | 1.77 | -1.00 | 1.92 | 1.21 | -0.08 | 0.78 | 2.56 | 1.24 | -0.03 | 1.51 | 2.25 | 0.14 | 1.54 | 1.58 | 1.43 | 1.83 | 1.87 | -0.16 | 0.93 |
| Standard Deviation(%) | NA | 10.84 | 10.56 | 12.91 | 10.86 | NA | NA | 9.39 | 8.90 | 10.88 | 7.71 | 12.52 | 10.88 | 19.48 | 7.58 | 9.85 | 4.87 | 9.35 | 9.20 | 7.36 | 7.64 | 7.93 | 14.92 | 9.65 | 9.12 | 5.94 | 8.17 | 6.91 | 5.67 | 7.49 | 6.69 | 5.62 | 6.72 |
| Draw Down(%) | NA | 8.10 | 13.06 | 23.20 | 23.20 | NA | NA | 23.20 | 0.66 | 8.10 | 6.25 | 13.21 | 5.83 | 23.20 | 4.55 | 15.63 | 2.48 | 7.70 | 8.75 | 5.30 | 4.07 | 6.07 | 15.53 | 8.25 | 4.63 | 5.01 | 5.71 | 8.37 | 4.29 | 7.39 | 5.72 | 5.96 | 5.86 |
| Yield(%) | NA | 4.12 | 5.94 | 6.15 | 6.68 | NA | NA | 0.00 | NA | 1.07 | 4.32 | 3.54 | 9.54 | 8.75 | 4.92 | 3.90 | 14.32 | 7.39 | 5.53 | 5.19 | 3.36 | 3.09 | 2.53 | 3.97 | 5.10 | 8.96 | 9.19 | 3.71 | 5.16 | 4.94 | 3.00 | 4.98 | 7.86 |
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 |
|---|---|---|---|---|
| Genzyme Corporation 401(k) Plan Tactical Asset Allocation Moderate |
-1.41%
Mar 2017 - Mar 2020 |
1.73%
Mar 2015 - Mar 2020 |
5.44%
Mar 2010 - Mar 2020 |
7.20%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Genzyme Corporation 401(k) Plan Tactical Asset Allocation Moderate |
16.71%
Oct 2004 - Oct 2007 |
14.54%
Feb 2003 - Feb 2008 |
12.51%
Jul 2003 - Jul 2013 |
10.90%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart