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 Strategic Asset Allocation - Equal Weight Moderate | NA | 2.92% | -0.05% | 3.31% | 3.45% | 5.98% | 5.40% | 5.49% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Raymond James Financial Inc 401K Plan Strategic Asset Allocation - Equal Weight 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 (%) | -0.33 | 2.92 | -0.05 | 3.31 | 3.45 | 5.98 | 5.40 | 5.49 | -0.61 | 9.61 | -14.38 | 6.68 | 12.60 | 17.37 | -7.29 | 12.96 | 3.36 | 0.14 | 7.19 | 5.73 | 10.58 | 1.45 | 14.03 | 26.13 | -20.93 | 8.52 | 12.90 | 7.04 | 11.76 | 18.47 | -3.90 | 3.01 |
| Sharpe Ratio | NA | -0.02 | -0.22 | 0.29 | 0.37 | NA | NA | 0.49 | -0.11 | 0.62 | -1.28 | 0.78 | 0.74 | 2.86 | -1.05 | 2.62 | 0.38 | 0.01 | 1.05 | 0.85 | 1.93 | 0.15 | 1.58 | 1.57 | -1.14 | 0.65 | 1.52 | 0.99 | 2.17 | 3.32 | -0.77 | 0.12 |
| Standard Deviation(%) | NA | 8.50 | 9.95 | 11.08 | 9.43 | NA | NA | 9.42 | 8.13 | 8.61 | 12.34 | 8.58 | 16.78 | 5.58 | 8.19 | 4.71 | 8.22 | 8.37 | 6.86 | 6.68 | 5.47 | 9.69 | 8.81 | 16.54 | 19.13 | 8.53 | 6.32 | 4.92 | 4.99 | 5.36 | 6.50 | 5.84 |
| Draw Down(%) | NA | 8.24 | 20.37 | 23.58 | 23.58 | NA | NA | 32.69 | 2.26 | 8.24 | 19.76 | 5.61 | 23.58 | 2.85 | 12.87 | 2.20 | 6.67 | 7.92 | 5.29 | 8.37 | 5.00 | 10.53 | 6.25 | 14.82 | 31.78 | 5.41 | 7.02 | 3.25 | 6.04 | 6.24 | 13.08 | 8.37 |
| Yield(%) | NA | 4.02 | 3.47 | 3.67 | 3.39 | NA | NA | 3.87 | 0.06 | 4.22 | 1.94 | 4.37 | 5.24 | 2.92 | 3.33 | 0.45 | 2.37 | 5.58 | 3.78 | 4.29 | 2.45 | 3.42 | 3.04 | 4.33 | 4.69 | 9.41 | 5.60 | 3.67 | 3.94 | 3.05 | 2.93 | 3.97 |
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 |
|---|---|---|---|---|
| Raymond James Financial Inc 401K Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.15%
Feb 2006 - Feb 2009 |
0.44%
Feb 2004 - Feb 2009 |
3.45%
Oct 2013 - Oct 2023 |
3.94%
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 Strategic Asset Allocation - Equal Weight Moderate |
19.12%
Feb 2009 - Feb 2012 |
13.82%
Feb 2009 - Feb 2014 |
8.81%
Mar 2003 - Mar 2013 |
7.70%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart