Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Robert Half International 401K Plan Tactical Asset Allocation Moderate | NA | 3.24% | 2.38% | 4.87% | 5.10% | 7.78% | 8.56% | 8.77% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Robert Half International 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -1.12 | 3.24 | 2.38 | 4.87 | 5.10 | 7.78 | 8.56 | 8.77 | 2.69 | 14.73 | -8.28 | 2.43 | 14.57 | 18.97 | -6.75 | 13.84 | 6.89 | 1.22 | 4.54 | 19.17 | 11.69 | 2.17 | 15.89 | 19.95 | 1.71 | 12.25 | 12.28 | 12.73 | 13.90 | 24.51 | 1.59 | 1.70 |
| Sharpe Ratio | NA | 0.92 | 0.09 | 0.49 | 0.49 | NA | NA | 0.83 | 0.27 | 1.20 | -0.76 | 0.20 | 0.76 | 2.43 | -0.83 | 2.52 | 0.80 | 0.13 | 0.53 | 2.42 | 1.50 | 0.15 | 1.52 | 2.07 | 0.13 | 0.95 | 1.10 | 1.63 | 1.68 | 3.45 | 0.08 | -0.10 |
| Standard Deviation(%) | NA | 8.76 | 11.20 | 12.57 | 10.66 | NA | NA | 9.50 | 8.81 | 8.76 | 12.70 | 12.00 | 18.85 | 7.23 | 9.67 | 5.24 | 8.36 | 9.19 | 8.48 | 7.91 | 7.76 | 14.05 | 10.42 | 9.57 | 5.93 | 9.79 | 8.16 | 6.49 | 7.70 | 6.91 | 5.68 | 6.26 |
| Draw Down(%) | NA | 6.52 | 17.53 | 20.68 | 20.68 | NA | NA | 20.68 | 1.79 | 6.52 | 13.68 | 9.09 | 20.68 | 4.19 | 15.05 | 2.03 | 6.46 | 7.52 | 7.19 | 5.23 | 6.13 | 13.00 | 7.33 | 4.95 | 4.96 | 5.96 | 9.61 | 4.33 | 6.93 | 3.37 | 6.66 | 6.48 |
| Yield(%) | NA | 13.36 | 8.91 | 8.73 | 6.52 | NA | NA | 0.00 | 0.00 | 14.11 | 5.65 | 7.67 | 6.21 | 11.14 | 5.07 | 9.35 | 2.47 | 2.45 | 2.39 | 8.16 | 4.10 | 2.75 | 4.08 | 4.84 | 3.95 | 4.99 | 4.61 | 2.56 | 2.73 | 3.61 | 4.46 | 7.93 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Robert Half International 401K Plan Tactical Asset Allocation Moderate |
2.11%
Nov 2020 - Nov 2023 |
3.06%
Sep 2017 - Sep 2022 |
5.10%
Oct 2013 - Oct 2023 |
7.19%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Robert Half International 401K Plan Tactical Asset Allocation Moderate |
18.44%
Apr 2003 - Apr 2006 |
16.26%
Oct 2002 - Oct 2007 |
13.04%
Mar 2003 - Mar 2013 |
11.55%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart