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 | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Lowe’s 401(k) Plan Tactical Asset Allocation Moderate | 7.29% | NA | 29.36% | 5.55% | 9.86% | 8.36% | 9.06% | 7.60% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lowe’s 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 (%) | -1.32 | 29.36 | 5.55 | 9.86 | 8.36 | 9.06 | 7.60 | 7.29 | NA | 11.73 | 10.53 | -9.95 | 22.13 | 7.53 | 25.31 | -10.96 | 11.89 | 15.08 | -0.08 | 7.51 | 26.95 | 8.10 | -5.08 | 14.34 | -8.03 | -9.65 | 11.16 | 12.75 | 10.87 | 13.77 | 17.89 | -8.91 | 2.34 |
| Sharpe Ratio | NA | 0.51 | 0.02 | 0.30 | 0.39 | NA | NA | 0.39 | 0.10 | 0.34 | 0.60 | -0.79 | 1.34 | 0.23 | 2.21 | -0.85 | 1.55 | 1.21 | -0.01 | 0.64 | 2.51 | 0.61 | -0.24 | 0.86 | -0.51 | -0.82 | 0.69 | 1.10 | 1.13 | 1.35 | 1.99 | -0.97 | 0.00 |
| Standard Deviation(%) | NA | 14.96 | 13.46 | 18.91 | 15.72 | NA | NA | 14.15 | 12.60 | 15.08 | 10.52 | 14.38 | 16.56 | 31.08 | 10.84 | 14.37 | 7.26 | 12.24 | 12.71 | 11.64 | 10.70 | 13.16 | 21.73 | 16.58 | 15.78 | 12.90 | 11.88 | 8.64 | 7.69 | 9.48 | 8.64 | 10.30 | 14.31 |
| Draw Down(%) | NA | 9.29 | 16.45 | 35.34 | 35.34 | NA | NA | 35.34 | 0.84 | 9.29 | 9.98 | 17.39 | 7.23 | 35.34 | 5.62 | 21.72 | 4.45 | 7.70 | 11.78 | 7.19 | 5.77 | 12.87 | 22.44 | 14.26 | 21.93 | 19.58 | 8.47 | 9.82 | 5.21 | 7.28 | 8.86 | 16.65 | 19.57 |
| Yield(%) | NA | 3.49 | 4.22 | 3.76 | 3.90 | NA | NA | 0.00 | NA | 0.41 | 4.04 | 3.55 | 5.21 | 2.10 | 4.32 | 5.27 | 4.74 | 1.84 | 4.38 | 4.48 | 19.49 | 6.64 | 3.60 | 2.91 | 1.09 | 2.20 | 4.86 | 4.65 | 3.43 | 1.76 | 1.26 | 2.25 | 3.06 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lowe’s 401(k) Plan Tactical Asset Allocation Moderate |
-5.95%
Jun 2007 - Jun 2010 |
-1.83%
May 2007 - May 2012 |
3.74%
May 2002 - May 2012 |
4.96%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lowe’s 401(k) Plan Tactical Asset Allocation Moderate |
18.78%
Apr 2003 - Apr 2006 |
13.78%
Apr 2003 - Apr 2008 |
10.77%
Dec 2011 - Dec 2021 |
9.26%
Jul 2009 - Jul 2024 |
Annualized Rolling Returns Comparison Chart