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 Strategic Asset Allocation - Equal Weight Moderate | NA | 8.05% | 4.77% | 5.47% | 5.70% | 6.20% | NA | 7.87% |
Data as of 10/30/2020, 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 Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.55 | 8.05 | 4.77 | 5.47 | 5.70 | 6.20 | NA | 7.87 | 1.62 | 16.92 | 16.06 | -6.05 | 8.15 | 6.34 | 6.87 | 1.69 | 5.51 | 15.00 | -1.88 | 14.53 | 29.55 | -25.27 | 9.77 | 12.37 | 11.94 | 14.70 | 28.88 | 0.26 | 8.60 |
| Sharpe Ratio | NA | 1.21 | 0.68 | 1.01 | 0.80 | NA | NA | 0.83 | 0.17 | 1.14 | 3.28 | -1.07 | 2.03 | 0.94 | 0.59 | 0.35 | 1.11 | 2.91 | -0.20 | 2.01 | 2.16 | -1.52 | 0.81 | 1.42 | 1.97 | 2.29 | 5.50 | -0.12 | 0.88 |
| Standard Deviation(%) | NA | 14.78 | 9.78 | 8.20 | 8.02 | NA | NA | 8.60 | 9.29 | 14.62 | 4.47 | 6.90 | 3.70 | 6.52 | 11.68 | 4.83 | 4.92 | 5.15 | 9.46 | 7.19 | 13.64 | 17.26 | 8.35 | 6.43 | 4.96 | 6.02 | 5.12 | 6.94 | 7.15 |
| Draw Down(%) | NA | 19.92 | 19.92 | 19.92 | 19.92 | NA | NA | 36.72 | 1.47 | 19.92 | 2.11 | 11.41 | 2.03 | 5.85 | 4.93 | 4.38 | 7.07 | 4.48 | 13.26 | 6.35 | 13.58 | 36.12 | 8.27 | 8.10 | 4.57 | 8.09 | 3.93 | 13.45 | 7.27 |
| Yield(%) | NA | 2.77 | 3.51 | 3.08 | 4.29 | NA | NA | 5.36 | 0.00 | 2.78 | 3.79 | 4.27 | 2.13 | 2.70 | 3.20 | 6.26 | 4.45 | 6.07 | 7.66 | 5.52 | 5.95 | 5.23 | 9.59 | 6.71 | 7.33 | 5.00 | 6.94 | 4.28 | 7.31 |
Data as of 10/30/2020, 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 Strategic Asset Allocation - Equal Weight Moderate |
-6.36%
Feb 2006 - Feb 2009 |
0.82%
Feb 2004 - Feb 2009 |
4.69%
Mar 2010 - Mar 2020 |
5.27%
Mar 2005 - Mar 2020 |
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 Strategic Asset Allocation - Equal Weight Moderate |
19.31%
Jan 2003 - Jan 2006 |
16.62%
Oct 2002 - Oct 2007 |
10.12%
Sep 2002 - Sep 2012 |
8.70%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart