Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Martek Biosciences Corporation 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 22.62% | 0.58% | 4.81% | 3.28% | 4.07% | 6.81% | 7.67% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Martek Biosciences Corporation 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.95 | 22.62 | 0.58 | 4.81 | 3.28 | 4.07 | 6.81 | 7.67 | NA | 5.67 | 14.16 | -17.90 | 4.88 | 16.03 | 8.24 | -8.43 | 12.19 | 2.95 | -3.58 | 0.29 | 11.43 | 10.55 | -2.17 | 5.32 | 28.76 | -5.00 | 19.14 | 16.66 | 16.86 | 12.51 | 21.79 | 6.26 | 8.38 |
| Sharpe Ratio | NA | 0.03 | -0.34 | 0.12 | 0.15 | NA | NA | 0.72 | 0.01 | -0.10 | 1.10 | -1.31 | 0.50 | 1.77 | 1.39 | -1.27 | 2.13 | 0.45 | -0.73 | 0.04 | 1.67 | 1.83 | -0.26 | 0.46 | 2.72 | -0.88 | 1.35 | 1.50 | 2.24 | 1.26 | 3.76 | 1.00 | 1.12 |
| Standard Deviation(%) | NA | 8.91 | 11.23 | 10.51 | 8.53 | NA | NA | 8.26 | 6.85 | 8.97 | 9.00 | 14.70 | 9.66 | 8.94 | 4.93 | 7.66 | 5.43 | 6.14 | 4.95 | 6.27 | 6.81 | 5.73 | 8.47 | 11.30 | 10.54 | 6.75 | 11.92 | 8.94 | 6.57 | 9.16 | 5.61 | 5.13 | 5.40 |
| Draw Down(%) | NA | 7.02 | 22.70 | 24.48 | 24.48 | NA | NA | 24.48 | 0.62 | 6.87 | 9.45 | 23.39 | 4.21 | 10.34 | 3.51 | 14.67 | 2.20 | 5.82 | 8.08 | 5.96 | 4.71 | 4.88 | 8.57 | 9.03 | 4.85 | 8.63 | 9.84 | 12.16 | 5.24 | 10.25 | 3.41 | 6.23 | 4.13 |
| Yield(%) | NA | 2.95 | 3.63 | 3.97 | 3.29 | NA | NA | 4.43 | NA | 0.65 | 2.95 | 2.44 | 4.86 | 5.07 | 4.54 | 1.66 | 0.15 | 1.90 | 4.98 | 3.78 | 2.01 | 4.05 | 2.76 | 2.91 | 6.10 | 3.67 | 10.70 | 8.22 | 6.42 | 2.87 | 3.91 | 6.71 | 8.54 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Martek Biosciences Corporation 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate |
-1.65%
Sep 2019 - Sep 2022 |
-1.25%
Sep 2017 - Sep 2022 |
1.45%
Oct 2013 - Oct 2023 |
3.31%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Martek Biosciences Corporation 401(k) Retirement Savings Plan Tactical Asset Allocation Moderate |
21.34%
Oct 2004 - Oct 2007 |
18.37%
Oct 2002 - Oct 2007 |
13.16%
Apr 2001 - Apr 2011 |
9.72%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart