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 Strategic Asset Allocation - Equal Weight Moderate | NA | 25.37% | 4.82% | 8.23% | 6.49% | 7.04% | 6.98% | 7.39% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.97 | 25.37 | 4.82 | 8.23 | 6.49 | 7.04 | 6.98 | 7.39 | NA | 8.14 | 12.54 | -9.11 | 6.93 | 18.30 | 18.23 | -8.05 | 8.40 | 4.27 | 2.23 | 3.20 | 12.78 | 12.48 | -1.88 | 13.54 | 25.92 | -20.77 | 12.57 | 12.66 | 8.69 | 11.37 | 21.99 | -2.24 | 6.26 |
| Sharpe Ratio | NA | 0.37 | -0.01 | 0.22 | 0.28 | NA | NA | 0.47 | 0.11 | 0.19 | 1.09 | -0.29 | 0.35 | 1.04 | 2.76 | -1.06 | 1.28 | 0.48 | 0.26 | 0.42 | 1.93 | 1.90 | -0.15 | 1.46 | 1.97 | -1.28 | 1.28 | 1.66 | 1.33 | 1.70 | 3.18 | -0.41 | 0.52 |
| Standard Deviation(%) | NA | 8.26 | 21.69 | 20.44 | 15.43 | NA | NA | 12.17 | 6.47 | 8.28 | 7.64 | 35.87 | 19.47 | 17.39 | 6.10 | 8.86 | 6.06 | 8.45 | 8.49 | 7.54 | 6.60 | 6.54 | 12.80 | 9.23 | 13.08 | 16.91 | 7.47 | 5.64 | 4.91 | 6.12 | 6.69 | 8.18 | 7.62 |
| Draw Down(%) | NA | 6.49 | 31.07 | 31.07 | 31.07 | NA | NA | 31.07 | 0.34 | 6.49 | 7.16 | 31.07 | 14.75 | 21.53 | 3.43 | 14.15 | 4.72 | 8.88 | 8.63 | 5.53 | 6.26 | 5.75 | 14.26 | 6.71 | 13.68 | 29.01 | 4.69 | 6.25 | 3.56 | 6.00 | 6.64 | 14.30 | 8.86 |
| Yield(%) | NA | 3.75 | 5.33 | 5.25 | 5.46 | NA | NA | 4.86 | NA | 0.65 | 3.78 | 2.71 | 9.18 | 6.41 | 3.97 | 5.04 | 0.40 | 4.87 | 10.26 | 7.79 | 3.12 | 4.12 | 2.65 | 3.82 | 3.96 | 4.79 | 8.57 | 5.20 | 4.34 | 4.63 | 3.47 | 3.49 | 4.66 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-3.42%
Feb 2006 - Feb 2009 |
1.24%
Mar 2015 - Mar 2020 |
4.44%
Oct 2013 - Oct 2023 |
4.58%
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 Strategic Asset Allocation - Equal Weight Moderate |
18.30%
Mar 2019 - Mar 2022 |
14.19%
Oct 2002 - Oct 2007 |
9.62%
Mar 2003 - Mar 2013 |
8.43%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart