Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Paychex, Inc. 401(k) Tactical Asset Allocation Moderate | NA | -0.69% | 1.76% | 3.03% | 2.84% | 4.68% | 5.16% | 5.87% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Paychex, Inc. 401(k) 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 (%) | -0.41 | -0.69 | 1.76 | 3.03 | 2.84 | 4.68 | 5.16 | 5.87 | 0.55 | 11.34 | -14.38 | 9.48 | 9.23 | 16.68 | -6.04 | 9.83 | 6.01 | -2.28 | 0.20 | 12.73 | 3.58 | 4.89 | 6.35 | 12.73 | -2.27 | 8.36 | 10.79 | 6.50 | 8.89 | 17.66 | 6.70 | 7.21 |
| Sharpe Ratio | NA | 0.40 | -0.04 | 0.40 | 0.38 | NA | NA | 0.69 | 0.04 | 0.91 | -1.62 | 1.01 | 0.83 | 2.29 | -0.94 | 2.04 | 1.27 | -0.45 | 0.03 | 1.86 | 0.65 | 0.68 | 0.58 | 1.61 | -0.75 | 0.56 | 0.95 | 0.70 | 0.98 | 2.88 | 1.86 | 1.28 |
| Standard Deviation(%) | NA | 7.70 | 8.90 | 8.96 | 7.54 | NA | NA | 7.24 | 7.24 | 7.80 | 9.74 | 9.32 | 10.86 | 6.68 | 7.84 | 4.52 | 4.57 | 5.19 | 5.86 | 6.83 | 5.40 | 7.13 | 10.71 | 7.84 | 4.25 | 9.60 | 7.89 | 6.16 | 8.08 | 5.89 | 3.00 | 3.84 |
| Draw Down(%) | NA | 6.52 | 15.41 | 15.41 | 15.41 | NA | NA | 15.41 | 1.93 | 6.52 | 15.41 | 4.94 | 15.18 | 3.87 | 12.09 | 1.60 | 3.81 | 5.45 | 5.03 | 5.18 | 5.42 | 4.42 | 9.71 | 4.06 | 7.06 | 6.78 | 9.46 | 4.38 | 6.93 | 3.21 | 1.87 | 2.81 |
| Yield(%) | NA | 5.64 | 5.28 | 4.07 | 3.06 | NA | NA | 3.46 | 0.00 | 5.97 | 3.30 | 6.72 | 2.13 | 2.53 | 3.27 | 0.17 | 3.48 | 1.57 | 1.82 | 1.57 | 1.99 | 2.20 | 3.04 | 3.64 | 3.03 | 6.02 | 4.56 | 4.53 | 4.42 | 3.82 | 4.01 | 5.72 |
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 |
|---|---|---|---|---|
| Paychex, Inc. 401(k) Tactical Asset Allocation Moderate |
0.79%
Dec 2019 - Dec 2022 |
1.38%
Dec 2013 - Dec 2018 |
2.84%
Oct 2013 - Oct 2023 |
4.09%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Paychex, Inc. 401(k) Tactical Asset Allocation Moderate |
12.71%
Apr 2003 - Apr 2006 |
11.49%
Oct 2002 - Oct 2007 |
8.66%
Apr 2001 - Apr 2011 |
7.03%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart