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) Strategic Asset Allocation - Equal Weight Moderate | NA | 4.97% | 2.57% | 4.38% | 3.98% | 5.50% | 5.04% | 5.61% |
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) Strategic Asset Allocation - Equal Weight 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 (%) | -0.43 | 4.97 | 2.57 | 4.38 | 3.98 | 5.50 | 5.04 | 5.61 | 0.86 | 12.70 | -10.47 | 5.44 | 14.97 | 14.81 | -6.22 | 11.44 | 5.55 | -0.18 | 3.04 | 13.57 | 3.38 | 2.99 | 5.71 | 14.23 | -14.56 | 8.41 | 10.19 | 7.64 | 9.92 | 23.95 | 6.00 | -0.89 |
| Sharpe Ratio | NA | 0.58 | 0.05 | 0.41 | 0.42 | NA | NA | 0.54 | 0.08 | 1.06 | -0.90 | 0.58 | 0.82 | 2.04 | -0.88 | 2.66 | 0.65 | -0.03 | 0.45 | 2.25 | 0.48 | 0.37 | 0.58 | 1.09 | -1.67 | 0.61 | 1.02 | 0.87 | 1.13 | 2.74 | 1.30 | -0.69 |
| Standard Deviation(%) | NA | 7.84 | 10.36 | 11.78 | 9.82 | NA | NA | 8.83 | 6.99 | 7.99 | 13.24 | 9.40 | 18.06 | 6.56 | 8.57 | 4.05 | 8.25 | 8.07 | 6.70 | 6.01 | 6.88 | 7.93 | 9.68 | 12.97 | 9.25 | 8.81 | 6.81 | 6.27 | 7.92 | 8.50 | 3.78 | 4.62 |
| Draw Down(%) | NA | 6.66 | 17.22 | 23.46 | 23.46 | NA | NA | 23.46 | 1.54 | 6.66 | 16.68 | 5.38 | 23.46 | 3.88 | 12.32 | 1.71 | 7.41 | 8.25 | 5.80 | 4.14 | 7.04 | 7.48 | 8.33 | 8.63 | 19.62 | 6.37 | 7.73 | 4.22 | 6.86 | 4.65 | 2.40 | 6.64 |
| Yield(%) | NA | 3.96 | 3.52 | 2.86 | 2.77 | NA | NA | 3.23 | 0.00 | 4.23 | 3.27 | 3.13 | 1.41 | 2.47 | 3.02 | 0.11 | 3.57 | 4.58 | 1.98 | 2.97 | 2.42 | 2.22 | 2.60 | 3.37 | 2.80 | 5.43 | 3.08 | 4.46 | 5.98 | 4.11 | 3.82 | 3.24 |
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) Strategic Asset Allocation - Equal Weight Moderate |
-1.28%
Jun 2006 - Jun 2009 |
0.70%
Mar 2015 - Mar 2020 |
3.12%
Mar 2010 - Mar 2020 |
3.37%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Paychex, Inc. 401(k) Strategic Asset Allocation - Equal Weight Moderate |
14.86%
Apr 2003 - Apr 2006 |
13.00%
Oct 2002 - Oct 2007 |
7.76%
Apr 2001 - Apr 2011 |
6.93%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart