Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMATION RETIREMENT INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 2.40% | 4.16% | 3.88% | 3.29% | 4.63% | 5.41% | 6.00% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMATION RETIREMENT INVESTMENT PLAN Tactical Asset Allocation 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 (%) | -0.56 | 2.40 | 4.16 | 3.88 | 3.29 | 4.63 | 5.41 | 6.00 | 1.31 | 12.97 | -10.36 | 9.33 | 12.15 | 9.00 | -1.83 | 10.01 | 3.29 | -1.79 | -0.77 | 13.54 | 7.72 | -6.65 | 8.25 | 18.17 | -3.57 | 12.96 | 14.52 | 5.43 | 5.83 | 19.54 | 3.03 | 6.77 |
| Sharpe Ratio | NA | 0.86 | 0.23 | 0.59 | 0.47 | NA | NA | 0.68 | 0.13 | 1.16 | -1.31 | 1.01 | 1.50 | 1.62 | -0.40 | 1.91 | 0.74 | -0.34 | -0.13 | 1.91 | 1.54 | -0.64 | 0.67 | 1.96 | -1.06 | 0.90 | 1.27 | 0.49 | 0.59 | 2.89 | 0.45 | 1.10 |
| Standard Deviation(%) | NA | 7.58 | 8.52 | 7.88 | 6.91 | NA | NA | 7.53 | 7.95 | 7.53 | 8.96 | 9.18 | 7.93 | 4.67 | 7.94 | 4.92 | 4.15 | 5.38 | 6.20 | 7.07 | 4.97 | 10.38 | 12.15 | 9.23 | 4.24 | 11.08 | 8.83 | 6.60 | 8.32 | 6.53 | 4.25 | 4.07 |
| Draw Down(%) | NA | 6.49 | 13.97 | 13.97 | 13.97 | NA | NA | 13.97 | 1.47 | 6.49 | 12.28 | 4.50 | 10.88 | 3.23 | 8.31 | 2.10 | 3.66 | 5.70 | 5.69 | 4.82 | 4.58 | 13.15 | 9.98 | 4.81 | 6.98 | 7.52 | 10.89 | 5.26 | 6.87 | 3.53 | 4.97 | 2.78 |
| Yield(%) | NA | 3.94 | 3.11 | 3.57 | 3.23 | NA | NA | 3.67 | 0.01 | 4.16 | 2.27 | 2.99 | 4.67 | 3.94 | 1.72 | 0.27 | 1.91 | 5.07 | 5.57 | 2.92 | 4.51 | 1.46 | 3.70 | 4.19 | 2.54 | 4.64 | 4.87 | 2.74 | 4.15 | 4.33 | 5.07 | 6.72 |
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 |
|---|---|---|---|---|
| IMATION RETIREMENT INVESTMENT PLAN Tactical Asset Allocation Moderate |
0.22%
Dec 2013 - Dec 2016 |
1.24%
Apr 2011 - Apr 2016 |
3.06%
Mar 2010 - Mar 2020 |
4.02%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMATION RETIREMENT INVESTMENT PLAN Tactical Asset Allocation Moderate |
13.30%
Oct 2004 - Oct 2007 |
12.48%
Oct 2002 - Oct 2007 |
9.34%
Apr 2001 - Apr 2011 |
7.09%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart