Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IDEO 401K Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 21.16% | 4.39% | 9.63% | 7.94% | 8.64% | 7.56% | 7.61% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDEO 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 (%) | -1.07 | 21.16 | 4.39 | 9.63 | 7.94 | 8.64 | 7.56 | 7.61 | NA | 9.32 | 16.40 | -12.39 | 8.27 | 24.11 | 20.33 | -3.17 | 12.24 | 2.45 | 4.63 | 5.83 | 15.74 | 12.24 | 1.84 | 11.56 | 20.73 | -22.15 | 7.08 | 13.45 | 7.53 | 10.61 | 22.60 | -4.96 | 2.67 |
| Sharpe Ratio | NA | 0.44 | 0.03 | 0.48 | 0.59 | NA | NA | 0.61 | 0.06 | 0.31 | 1.59 | -0.99 | 0.81 | 1.33 | 2.65 | -0.44 | 2.43 | 0.28 | 0.52 | 0.88 | 2.46 | 1.86 | 0.14 | 1.17 | 1.64 | -1.27 | 0.48 | 1.65 | 1.00 | 1.48 | 3.37 | -0.69 | 0.05 |
| Standard Deviation(%) | NA | 8.82 | 10.53 | 12.33 | 10.38 | NA | NA | 9.83 | 8.58 | 8.84 | 7.63 | 13.97 | 10.12 | 17.99 | 7.14 | 10.17 | 4.79 | 8.01 | 8.86 | 6.63 | 6.40 | 6.55 | 12.90 | 9.77 | 12.59 | 18.10 | 8.47 | 6.17 | 5.36 | 6.51 | 6.50 | 8.77 | 7.81 |
| Draw Down(%) | NA | 5.28 | 16.87 | 20.23 | 20.23 | NA | NA | 33.01 | 0.67 | 5.23 | 6.25 | 17.77 | 6.77 | 20.23 | 3.38 | 12.52 | 3.16 | 7.82 | 7.14 | 4.55 | 5.51 | 5.04 | 11.50 | 7.76 | 12.58 | 29.66 | 6.07 | 7.15 | 3.97 | 5.98 | 5.98 | 16.28 | 10.96 |
| Yield(%) | NA | 4.43 | 3.88 | 4.36 | 3.98 | NA | NA | 4.05 | NA | 0.61 | 4.76 | 1.79 | 4.61 | 6.30 | 4.22 | 5.11 | 0.27 | 1.25 | 6.85 | 4.80 | 5.17 | 2.67 | 2.81 | 3.24 | 2.43 | 2.87 | 7.52 | 6.05 | 4.82 | 3.27 | 2.77 | 4.00 | 5.02 |
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 |
|---|---|---|---|---|
| IDEO 401K Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.50%
Feb 2006 - Feb 2009 |
0.10%
Feb 2004 - Feb 2009 |
5.36%
Dec 2006 - Dec 2016 |
5.59%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDEO 401K Plan Strategic Asset Allocation - Equal Weight Moderate |
17.37%
Dec 2018 - Dec 2021 |
14.38%
Feb 2009 - Feb 2014 |
10.05%
Sep 2011 - Sep 2021 |
9.84%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart