Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kellogg 401k Plan Tactical Asset Allocation Moderate | NA | 21.54% | 6.69% | 13.23% | 9.83% | 10.56% | 10.85% | 11.60% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kellogg 401k Plan Tactical Asset Allocation 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 (%) | -1.20 | 21.54 | 6.69 | 13.23 | 9.83 | 10.56 | 10.85 | 11.60 | NA | 9.56 | 15.50 | -6.46 | 16.07 | 20.22 | 28.02 | -4.23 | 11.64 | 8.37 | 1.83 | 4.07 | 20.50 | 13.01 | 0.83 | 19.80 | 20.24 | 3.26 | 11.24 | 12.95 | 8.64 | 14.04 | 28.19 | 7.07 | 8.65 |
| Sharpe Ratio | NA | 0.44 | 0.16 | 0.60 | 0.70 | NA | NA | 0.96 | 0.02 | 0.29 | 1.36 | -0.57 | 1.39 | 1.02 | 2.60 | -0.55 | 2.26 | 0.87 | 0.18 | 0.50 | 2.49 | 1.53 | 0.05 | 1.51 | 2.06 | 0.39 | 0.82 | 1.18 | 0.92 | 1.43 | 3.40 | 1.13 | 1.17 |
| Standard Deviation(%) | NA | 10.09 | 11.00 | 13.27 | 11.37 | NA | NA | 10.16 | 9.25 | 10.17 | 8.28 | 13.85 | 11.54 | 19.56 | 10.23 | 10.00 | 4.86 | 9.33 | 9.92 | 8.04 | 8.23 | 8.46 | 16.00 | 13.02 | 9.78 | 5.96 | 10.02 | 8.22 | 7.06 | 9.15 | 8.08 | 5.29 | 5.43 |
| Draw Down(%) | NA | 6.25 | 14.11 | 20.59 | 20.59 | NA | NA | 20.59 | 0.80 | 6.18 | 6.66 | 14.12 | 4.92 | 20.59 | 3.60 | 14.10 | 2.58 | 8.42 | 8.26 | 5.06 | 4.57 | 5.54 | 15.55 | 9.54 | 4.89 | 5.01 | 6.62 | 10.24 | 5.76 | 7.96 | 3.75 | 2.57 | 4.10 |
| Yield(%) | NA | 6.43 | 5.92 | 7.83 | 6.73 | NA | NA | 0.00 | NA | 1.36 | 6.83 | 2.97 | 8.06 | 7.77 | 16.67 | 5.92 | 5.77 | 4.21 | 5.75 | 6.01 | 2.83 | 5.50 | 2.35 | 3.69 | 5.64 | 9.12 | 8.20 | 5.84 | 6.47 | 3.96 | 4.77 | 6.37 | 8.82 |
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 |
|---|---|---|---|---|
| Kellogg 401k Plan Tactical Asset Allocation Moderate |
4.05%
Oct 2013 - Oct 2016 |
4.19%
Dec 2013 - Dec 2018 |
8.35%
Oct 2013 - Oct 2023 |
9.51%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kellogg 401k Plan Tactical Asset Allocation Moderate |
21.34%
Dec 2018 - Dec 2021 |
15.37%
Oct 2002 - Oct 2007 |
13.96%
Apr 2001 - Apr 2011 |
11.80%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart