Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kellogg 401k Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 19.68% | 3.73% | 7.43% | 6.28% | 7.14% | 6.77% | 7.45% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kellogg 401k Plan Strategic Asset Allocation - Equal Weight 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 (%) | -1.11 | 19.68 | 3.73 | 7.43 | 6.28 | 7.14 | 6.77 | 7.45 | NA | 4.58 | 12.23 | -10.69 | 7.36 | 19.25 | 19.19 | -6.30 | 12.97 | 2.95 | 1.51 | 1.31 | 15.33 | 14.39 | -2.78 | 12.83 | 28.89 | -25.33 | 11.36 | 10.78 | 8.91 | 13.67 | 25.67 | -4.69 | 10.38 |
| Sharpe Ratio | NA | -0.08 | -0.14 | 0.27 | 0.39 | NA | NA | 0.51 | 0.07 | -0.23 | 1.01 | -0.66 | 0.73 | 1.07 | 2.53 | -0.77 | 2.66 | 0.31 | 0.16 | 0.18 | 2.06 | 1.83 | -0.19 | 1.02 | 1.69 | -1.25 | 0.86 | 1.00 | 1.03 | 1.51 | 2.84 | -0.51 | 0.76 |
| Standard Deviation(%) | NA | 8.53 | 12.44 | 13.29 | 11.02 | NA | NA | 11.33 | 7.42 | 8.57 | 7.87 | 18.16 | 10.05 | 17.81 | 7.02 | 9.91 | 4.64 | 8.90 | 9.24 | 7.10 | 7.42 | 7.84 | 14.89 | 12.53 | 17.05 | 21.01 | 9.77 | 7.49 | 6.52 | 8.42 | 8.80 | 11.41 | 10.57 |
| Draw Down(%) | NA | 7.01 | 19.85 | 21.73 | 21.73 | NA | NA | 38.06 | 0.54 | 6.98 | 6.84 | 20.69 | 5.60 | 21.73 | 3.53 | 13.03 | 3.24 | 8.58 | 9.05 | 5.37 | 6.40 | 6.47 | 15.84 | 10.21 | 17.02 | 35.68 | 6.58 | 9.34 | 4.55 | 7.22 | 7.98 | 18.64 | 11.12 |
| Yield(%) | NA | 5.44 | 5.75 | 4.86 | 4.27 | NA | NA | 4.54 | NA | 0.79 | 5.57 | 2.66 | 8.44 | 4.19 | 3.01 | 4.67 | 0.52 | 2.90 | 6.05 | 3.93 | 2.68 | 4.34 | 2.46 | 3.66 | 3.66 | 5.11 | 8.01 | 5.21 | 4.36 | 4.28 | 3.82 | 4.66 | 9.49 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-7.20%
Feb 2006 - Feb 2009 |
-0.29%
Feb 2004 - Feb 2009 |
4.83%
Oct 2013 - Oct 2023 |
4.68%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kellogg 401k Plan Strategic Asset Allocation - Equal Weight Moderate |
19.08%
Feb 2009 - Feb 2012 |
16.00%
Feb 2009 - Feb 2014 |
9.64%
Feb 2009 - Feb 2019 |
9.13%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart