Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Accenture 401K Tactical Asset Allocation Moderate | NA | 24.35% | 4.47% | 10.90% | 8.17% | 9.12% | 9.46% | 9.68% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Accenture 401K 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 (%) | -1.39 | 24.35 | 4.47 | 10.90 | 8.17 | 9.12 | 9.46 | 9.68 | NA | 9.72 | 17.69 | -16.09 | 18.43 | 23.52 | 21.62 | -8.04 | 10.51 | 2.80 | 3.67 | 6.02 | 16.57 | 11.83 | 3.33 | 13.46 | 20.20 | -10.00 | 19.12 | 15.00 | 11.48 | 13.80 | 21.58 | 4.21 | 1.11 |
| Sharpe Ratio | NA | 0.42 | 0.00 | 0.52 | 0.52 | NA | NA | 0.75 | 0.05 | 0.29 | 1.49 | -1.26 | 1.82 | 1.13 | 3.45 | -0.88 | 1.61 | 0.28 | 0.39 | 0.70 | 2.23 | 1.49 | 0.22 | 1.00 | 1.75 | -1.36 | 1.11 | 1.06 | 1.13 | 1.55 | 3.96 | 0.56 | -0.21 |
| Standard Deviation(%) | NA | 10.76 | 11.39 | 13.57 | 11.31 | NA | NA | 10.47 | 10.57 | 10.84 | 9.01 | 13.86 | 10.11 | 20.60 | 5.85 | 10.62 | 6.12 | 9.26 | 9.36 | 8.65 | 7.41 | 7.90 | 15.08 | 13.31 | 11.49 | 8.02 | 14.50 | 11.02 | 8.23 | 8.28 | 5.28 | 5.54 | 5.80 |
| Draw Down(%) | NA | 6.81 | 19.73 | 22.19 | 22.19 | NA | NA | 22.19 | 0.82 | 6.81 | 6.38 | 22.04 | 4.29 | 20.58 | 2.26 | 16.33 | 2.72 | 7.65 | 8.58 | 5.35 | 7.75 | 6.02 | 11.40 | 9.31 | 5.55 | 16.25 | 9.59 | 11.88 | 5.40 | 11.07 | 2.45 | 4.20 | 5.56 |
| Yield(%) | NA | 2.74 | 4.22 | 3.77 | 4.09 | NA | NA | 0.00 | NA | 1.19 | 2.81 | 4.32 | 4.64 | 2.99 | 5.74 | 4.35 | 1.84 | 5.86 | 3.65 | 7.19 | 4.81 | 8.19 | 2.75 | 3.23 | 3.77 | 4.69 | 4.49 | 3.05 | 4.24 | 2.85 | 5.59 | 2.50 | 7.91 |
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 |
|---|---|---|---|---|
| Accenture 401K Tactical Asset Allocation Moderate |
1.47%
Dec 2015 - Dec 2018 |
2.80%
Dec 2013 - Dec 2018 |
6.47%
Oct 2013 - Oct 2023 |
6.80%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Accenture 401K Tactical Asset Allocation Moderate |
21.17%
Dec 2018 - Dec 2021 |
17.39%
Oct 2002 - Oct 2007 |
12.38%
Apr 2003 - Apr 2013 |
10.68%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart