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 Strategic Asset Allocation - Equal Weight Moderate | 6.12% | NA | 20.05% | 3.80% | 6.93% | 5.54% | 5.80% | 5.61% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lowe’s 401(k) Plan Strategic Asset Allocation - Equal Weight 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 (%) | -0.95 | 20.05 | 3.80 | 6.93 | 5.54 | 5.80 | 5.61 | 6.12 | NA | 7.97 | 9.37 | -8.67 | 4.22 | 17.11 | 16.54 | -5.55 | 10.67 | 3.92 | -0.06 | 3.01 | 12.00 | 9.02 | -2.32 | 7.30 | 18.24 | -19.21 | 8.91 | 10.72 | 9.14 | 11.39 | 21.55 | -8.29 | 11.28 |
| Sharpe Ratio | NA | 0.36 | -0.10 | 0.29 | 0.38 | NA | NA | 0.47 | 0.10 | 0.18 | 0.74 | -0.81 | 0.43 | 0.96 | 2.22 | -0.76 | 2.03 | 0.42 | -0.01 | 0.45 | 2.01 | 1.49 | -0.19 | 0.80 | 1.46 | -1.30 | 0.74 | 1.21 | 1.41 | 1.29 | 2.44 | -0.91 | 1.00 |
| Standard Deviation(%) | NA | 7.72 | 9.32 | 11.54 | 9.86 | NA | NA | 9.50 | 7.03 | 7.76 | 6.89 | 12.36 | 9.83 | 17.53 | 6.82 | 9.01 | 4.95 | 8.89 | 8.92 | 6.70 | 5.94 | 6.04 | 12.09 | 8.97 | 12.46 | 15.48 | 7.95 | 6.18 | 4.95 | 8.09 | 8.53 | 10.33 | 9.00 |
| Draw Down(%) | NA | 5.59 | 15.56 | 20.16 | 20.16 | NA | NA | 29.57 | 0.46 | 5.59 | 6.61 | 16.12 | 6.33 | 20.16 | 3.80 | 12.73 | 3.90 | 8.81 | 8.75 | 5.89 | 4.62 | 5.19 | 12.36 | 7.30 | 11.93 | 26.67 | 5.44 | 7.27 | 3.45 | 7.09 | 8.87 | 17.44 | 9.82 |
| Yield(%) | NA | 4.14 | 4.18 | 3.26 | 2.88 | NA | NA | 2.67 | NA | 0.69 | 4.41 | 3.50 | 3.69 | 1.94 | 2.16 | 4.01 | 0.46 | 1.84 | 4.44 | 1.83 | 0.13 | 1.46 | 1.28 | 1.55 | 1.19 | 2.56 | 5.86 | 4.93 | 3.52 | 3.18 | 0.88 | 1.25 | 4.68 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lowe’s 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
-4.29%
Feb 2006 - Feb 2009 |
0.94%
Oct 2007 - Oct 2012 |
3.41%
Feb 2006 - Feb 2016 |
3.35%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lowe’s 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
17.10%
Mar 2003 - Mar 2006 |
13.06%
Oct 2002 - Oct 2007 |
7.74%
Mar 2003 - Mar 2013 |
6.99%
Mar 2003 - Mar 2018 |
Annualized Rolling Returns Comparison Chart