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 Strategic Asset Allocation - Equal Weight Moderate | NA | 6.77% | 3.18% | 5.60% | 4.12% | 6.62% | 5.90% | 6.12% |
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 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 (%) | -0.61 | 6.77 | 3.18 | 5.60 | 4.12 | 6.62 | 5.90 | 6.12 | 1.04 | 14.87 | -8.72 | 5.82 | 18.57 | 16.87 | -8.09 | 9.15 | 3.83 | 1.29 | 1.39 | 10.33 | 13.38 | -0.57 | 10.26 | 24.94 | -16.99 | 10.58 | 12.40 | 6.27 | 10.40 | 22.51 | -1.06 | 0.62 |
| Sharpe Ratio | NA | 0.97 | 0.21 | 0.61 | 0.44 | NA | NA | 0.53 | 0.09 | 1.31 | -0.82 | 0.63 | 1.07 | 2.52 | -0.72 | 1.82 | 0.40 | 0.14 | 0.20 | 1.59 | 2.00 | -0.05 | 0.98 | 1.47 | -1.06 | 0.78 | 1.25 | 0.72 | 1.19 | 2.95 | -0.28 | -0.22 |
| Standard Deviation(%) | NA | 8.15 | 9.95 | 11.27 | 10.16 | NA | NA | 10.12 | 8.05 | 8.11 | 12.26 | 9.20 | 17.21 | 6.13 | 13.09 | 4.67 | 9.04 | 8.77 | 6.83 | 6.46 | 6.67 | 11.86 | 10.41 | 16.85 | 16.88 | 9.78 | 7.33 | 5.69 | 7.94 | 7.39 | 7.78 | 7.59 |
| Draw Down(%) | NA | 7.09 | 18.11 | 20.82 | 20.82 | NA | NA | 32.02 | 1.59 | 7.09 | 16.71 | 4.69 | 20.82 | 3.44 | 14.83 | 2.22 | 7.60 | 9.46 | 6.64 | 6.14 | 5.29 | 12.00 | 8.73 | 18.48 | 28.71 | 6.08 | 7.96 | 4.00 | 6.70 | 6.33 | 11.92 | 9.93 |
| Yield(%) | NA | 3.84 | 2.94 | 3.33 | 4.48 | NA | NA | 4.33 | 0.00 | 4.06 | 2.12 | 2.69 | 4.21 | 3.84 | 11.65 | 0.41 | 2.70 | 6.21 | 7.49 | 2.58 | 4.14 | 2.77 | 3.74 | 3.77 | 4.63 | 5.49 | 4.91 | 3.55 | 4.63 | 4.08 | 4.27 | 5.59 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.12%
Feb 2006 - Feb 2009 |
0.83%
Feb 2004 - Feb 2009 |
3.86%
Mar 2010 - Mar 2020 |
4.32%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMATION RETIREMENT INVESTMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.43%
Feb 2009 - Feb 2012 |
14.34%
Feb 2009 - Feb 2014 |
9.29%
Mar 2003 - Mar 2013 |
7.90%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart