Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds Plan Tactical Asset Allocation Moderate | NA | 10.45% | 19.00% | 15.66% | 9.24% | 9.34% | 11.03% | 11.75% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds Plan Tactical Asset Allocation 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 (%) | -1.42 | 10.45 | 19.00 | 15.66 | 9.24 | 9.34 | 11.03 | 11.75 | NA | 7.13 | 67.32 | -8.12 | 14.99 | 7.65 | 7.86 | -8.41 | 10.95 | 9.38 | -4.26 | 3.87 | 11.87 | 14.57 | 3.63 | 14.40 | 36.80 | -11.28 | 24.84 | 21.93 | 6.02 | 14.44 | 27.50 | 12.35 | 7.13 |
| Sharpe Ratio | NA | 0.22 | 0.47 | 0.51 | 0.39 | NA | NA | 0.73 | 0.03 | 0.06 | 1.21 | -0.73 | 1.56 | 0.61 | 1.26 | -1.16 | 1.96 | 1.45 | -0.63 | 0.59 | 1.68 | 2.72 | 0.41 | 1.26 | 3.18 | -1.28 | 2.03 | 2.03 | 0.59 | 1.00 | 4.76 | 1.94 | 1.00 |
| Standard Deviation(%) | NA | 8.61 | 31.45 | 25.30 | 18.46 | NA | NA | 13.66 | 6.23 | 8.60 | 52.28 | 13.10 | 9.62 | 12.17 | 5.12 | 8.40 | 5.25 | 6.34 | 6.76 | 6.54 | 7.03 | 5.34 | 8.88 | 11.32 | 11.54 | 9.55 | 10.77 | 9.18 | 6.58 | 13.46 | 5.64 | 5.78 | 4.80 |
| Draw Down(%) | NA | 5.69 | 17.46 | 18.84 | 22.62 | NA | NA | 22.62 | 0.39 | 5.69 | 6.79 | 17.46 | 4.99 | 18.84 | 2.75 | 15.96 | 2.68 | 5.93 | 9.60 | 7.30 | 9.37 | 4.39 | 9.51 | 8.74 | 4.46 | 19.41 | 9.23 | 12.78 | 5.90 | 17.27 | 4.19 | 5.60 | 3.87 |
| Yield(%) | NA | 6.44 | 11.14 | 8.15 | 6.19 | NA | NA | 6.62 | NA | 4.16 | 5.46 | 16.62 | 10.05 | 3.98 | 3.52 | 3.13 | 1.43 | 4.74 | 3.70 | 8.41 | 7.75 | 6.75 | 7.47 | 7.65 | 5.86 | 3.67 | 6.48 | 7.55 | 4.40 | 9.48 | 6.32 | 5.22 | 8.40 |
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 |
|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds Plan Tactical Asset Allocation Moderate |
-2.80%
Oct 2017 - Oct 2020 |
0.22%
Mar 2015 - Mar 2020 |
4.05%
Feb 2013 - Feb 2023 |
5.71%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds Plan Tactical Asset Allocation Moderate |
28.55%
Mar 2020 - Mar 2023 |
20.17%
Oct 2002 - Oct 2007 |
15.43%
Apr 2001 - Apr 2011 |
12.21%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart