Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Raymond James Financial Inc 401K Plan Tactical Asset Allocation Moderate | NA | 4.33% | 2.22% | 5.77% | 3.56% | 6.76% | 7.35% | 7.72% |
Data as of 11/30/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Raymond James Financial Inc 401K Plan Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2024 |
| 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 (%) | 0.19 | 4.33 | 2.22 | 5.77 | 3.56 | 6.76 | 7.35 | 7.72 | -0.29 | 9.63 | -15.42 | 13.00 | 19.63 | 12.57 | -6.45 | 12.78 | -1.31 | -5.74 | 4.79 | 9.43 | 10.21 | 4.25 | 14.85 | 30.72 | -2.77 | 18.33 | 15.35 | 3.38 | 11.02 | 19.51 | 1.15 | 5.50 |
| Sharpe Ratio | NA | 0.41 | -0.19 | 0.52 | 0.32 | NA | NA | 0.78 | -0.10 | 0.64 | -1.69 | 1.31 | 2.05 | 2.26 | -0.93 | 2.03 | -0.26 | -0.76 | 0.74 | 1.28 | 2.20 | 0.48 | 1.06 | 3.01 | -0.63 | 1.19 | 1.12 | 0.16 | 1.29 | 3.47 | 0.01 | 1.36 |
| Standard Deviation(%) | NA | 8.21 | 9.14 | 8.87 | 7.91 | NA | NA | 8.24 | 8.97 | 8.42 | 9.93 | 9.91 | 9.46 | 4.94 | 8.31 | 5.98 | 5.88 | 7.58 | 6.48 | 7.33 | 4.61 | 8.86 | 13.99 | 10.17 | 5.85 | 12.87 | 10.81 | 7.45 | 7.81 | 5.42 | 3.89 | 2.34 |
| Draw Down(%) | NA | 8.18 | 16.24 | 16.24 | 16.24 | NA | NA | 16.24 | 1.80 | 8.18 | 16.22 | 5.77 | 10.92 | 2.89 | 13.19 | 2.68 | 6.56 | 11.48 | 6.75 | 6.73 | 3.57 | 8.73 | 9.75 | 4.97 | 6.54 | 9.94 | 12.35 | 5.40 | 10.21 | 2.31 | 5.71 | 1.52 |
| Yield(%) | NA | 3.47 | 3.42 | 4.55 | 3.72 | NA | NA | 4.05 | 0.26 | 3.45 | 2.25 | 4.47 | 7.37 | 5.04 | 3.78 | 0.32 | 3.18 | 4.62 | 2.55 | 3.18 | 3.07 | 2.60 | 2.40 | 3.75 | 2.88 | 11.16 | 7.36 | 3.72 | 4.75 | 3.01 | 2.87 | 5.19 |
Data as of 11/30/2023, 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 |
|---|---|---|---|---|
| Raymond James Financial Inc 401K Plan Tactical Asset Allocation Moderate |
-0.92%
Jun 2014 - Jun 2017 |
0.37%
Mar 2015 - Mar 2020 |
3.22%
Oct 2013 - Oct 2023 |
5.81%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Raymond James Financial Inc 401K Plan Tactical Asset Allocation Moderate |
18.09%
Apr 2009 - Apr 2012 |
15.87%
May 2006 - May 2011 |
12.38%
Jan 2003 - Jan 2013 |
9.62%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart