Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| U.S. BANK 401(k) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 8.60% | 6.29% | 8.25% | 6.74% | 7.63% | NA | 7.23% |
Data as of 07/31/2017, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| U.S. BANK 401(k) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.66 | 8.60 | 6.29 | 8.25 | 6.74 | 7.63 | NA | 7.23 | -0.61 | 3.34 | 3.62 | 8.64 | 14.72 | 8.53 | 3.16 | 12.61 | 25.28 | -19.00 | 8.39 | 7.74 | 4.87 | 10.34 | 20.16 | -1.66 | 4.82 |
| Sharpe Ratio | NA | 0.08 | 0.25 | 0.68 | 0.50 | NA | NA | 0.60 | -0.10 | 0.34 | 0.38 | 1.18 | 2.26 | 1.44 | 0.31 | 1.59 | 1.56 | -1.28 | 0.88 | 0.65 | 0.48 | 1.40 | 3.04 | -0.38 | 0.28 |
| Standard Deviation(%) | NA | 10.93 | 9.92 | 8.80 | 10.45 | NA | NA | 9.17 | 11.53 | 9.29 | 9.54 | 7.30 | 6.49 | 5.87 | 9.95 | 7.86 | 16.15 | 15.54 | 6.10 | 6.82 | 5.66 | 6.69 | 6.41 | 7.21 | 8.88 |
| Draw Down(%) | NA | 8.82 | 11.21 | 11.21 | 31.14 | NA | NA | 31.14 | 8.82 | 10.13 | 6.96 | 5.60 | 5.70 | 5.38 | 7.89 | 6.49 | 15.29 | 28.69 | 4.24 | 6.92 | 3.72 | 6.13 | 3.61 | 10.54 | 10.67 |
| Yield(%) | NA | 0.67 | 3.78 | 4.27 | 4.14 | NA | NA | 4.55 | 0.24 | 1.66 | 8.93 | 2.13 | 6.75 | 3.75 | 2.43 | 4.20 | 2.67 | 4.76 | 7.26 | 4.66 | 5.39 | 3.18 | 3.57 | 4.44 | 6.71 |
Data as of 07/31/2017, 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 |
|---|---|---|---|---|
| U.S. BANK 401(k) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.17%
Feb 2006 - Feb 2009 |
-0.93%
Feb 2004 - Feb 2009 |
5.84%
Feb 2006 - Feb 2016 |
6.52%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| U.S. BANK 401(k) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
19.34%
Feb 2009 - Feb 2012 |
15.36%
Feb 2009 - Feb 2014 |
8.08%
Mar 2003 - Mar 2013 |
7.80%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart