Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| The Dun & Bradstreet Corporation 401(k) Plan Tactical Asset Allocation Moderate | NA | 24.05% | 5.36% | 9.01% | 7.25% | 8.25% | 9.03% | 9.68% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Dun & Bradstreet Corporation 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.09 | 24.05 | 5.36 | 9.01 | 7.25 | 8.25 | 9.03 | 9.68 | NA | 13.55 | 13.44 | -8.25 | 8.89 | 16.95 | 18.64 | -4.58 | 8.22 | 9.03 | 0.07 | 6.08 | 21.67 | 10.07 | 2.52 | 9.28 | 19.16 | 3.70 | 10.97 | 12.03 | 8.68 | 12.46 | 29.24 | 6.35 | 2.91 |
| Sharpe Ratio | NA | 0.83 | 0.20 | 0.48 | 0.53 | NA | NA | 0.84 | 0.07 | 0.65 | 1.09 | -0.75 | 0.71 | 0.97 | 2.33 | -0.57 | 1.20 | 1.01 | 0.01 | 0.74 | 2.87 | 1.13 | 0.16 | 0.86 | 2.07 | 0.42 | 0.83 | 1.11 | 0.99 | 1.36 | 3.89 | 0.98 | 0.10 |
| Standard Deviation(%) | NA | 10.65 | 10.83 | 12.69 | 10.77 | NA | NA | 9.66 | 8.58 | 10.77 | 8.44 | 12.85 | 12.55 | 17.16 | 7.41 | 10.36 | 6.32 | 8.71 | 8.88 | 8.17 | 7.53 | 8.90 | 15.78 | 10.67 | 9.21 | 6.67 | 9.56 | 7.87 | 6.55 | 8.46 | 7.34 | 5.37 | 6.09 |
| Draw Down(%) | NA | 6.88 | 14.48 | 21.13 | 21.13 | NA | NA | 21.13 | 0.58 | 6.88 | 6.56 | 15.55 | 8.69 | 21.13 | 4.51 | 13.56 | 2.83 | 7.29 | 7.98 | 5.71 | 3.66 | 8.13 | 14.24 | 9.66 | 4.31 | 7.07 | 6.78 | 9.07 | 4.50 | 8.15 | 3.14 | 3.85 | 6.95 |
| Yield(%) | NA | 4.21 | 4.66 | 5.25 | 4.61 | NA | NA | 0.00 | NA | 3.10 | 2.44 | 2.43 | 8.38 | 6.88 | 5.07 | 4.04 | 4.04 | 5.01 | 3.66 | 3.34 | 13.20 | 7.06 | 3.61 | 2.73 | 4.85 | 5.15 | 4.62 | 3.70 | 3.95 | 3.49 | 3.28 | 3.90 | 7.87 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Dun & Bradstreet Corporation 401(k) Plan Tactical Asset Allocation Moderate |
2.41%
Mar 2017 - Mar 2020 |
3.06%
Mar 2015 - Mar 2020 |
5.83%
Oct 2013 - Oct 2023 |
7.32%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Dun & Bradstreet Corporation 401(k) Plan Tactical Asset Allocation Moderate |
18.13%
Apr 2003 - Apr 2006 |
15.32%
Oct 2002 - Oct 2007 |
12.73%
Apr 2001 - Apr 2011 |
10.90%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart