Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ingram Micro 401(k) Investment Savings Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 4.92% | 2.04% | 5.45% | 4.55% | 6.30% | 5.75% | 6.07% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ingram Micro 401(k) Investment Savings 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 (%) | -0.48 | 4.92 | 2.04 | 5.45 | 4.55 | 6.30 | 5.75 | 6.07 | 1.07 | 14.88 | -11.26 | 5.59 | 19.43 | 18.63 | -7.11 | 13.12 | 2.98 | 1.55 | 2.13 | 11.74 | 10.98 | -0.85 | 8.55 | 21.36 | -19.37 | 8.84 | 10.30 | 9.41 | 12.67 | 18.79 | -0.17 | 5.04 |
| Sharpe Ratio | NA | 0.89 | 0.10 | 0.59 | 0.49 | NA | NA | 0.55 | 0.10 | 1.33 | -0.99 | 0.62 | 1.08 | 2.74 | -0.93 | 2.95 | 0.32 | 0.18 | 0.32 | 2.02 | 1.90 | -0.09 | 0.88 | 1.41 | -1.10 | 0.68 | 1.11 | 1.36 | 1.75 | 3.07 | -0.15 | 0.39 |
| Standard Deviation(%) | NA | 7.94 | 10.05 | 11.50 | 9.76 | NA | NA | 9.63 | 7.72 | 7.97 | 12.73 | 8.97 | 17.81 | 6.30 | 9.09 | 4.23 | 8.55 | 8.53 | 6.54 | 5.80 | 5.74 | 10.27 | 9.66 | 15.10 | 18.43 | 8.55 | 6.31 | 5.31 | 6.70 | 5.89 | 8.59 | 7.05 |
| Draw Down(%) | NA | 7.67 | 20.20 | 21.24 | 21.24 | NA | NA | 33.33 | 1.68 | 7.67 | 17.98 | 6.36 | 21.24 | 2.87 | 13.25 | 2.10 | 7.85 | 8.62 | 5.53 | 5.81 | 4.62 | 11.95 | 8.52 | 17.48 | 31.61 | 5.66 | 7.40 | 3.70 | 5.80 | 5.33 | 13.21 | 8.01 |
| Yield(%) | NA | 4.40 | 4.48 | 4.03 | 3.58 | NA | NA | 4.02 | 0.00 | 4.68 | 3.67 | 5.08 | 3.43 | 3.48 | 3.66 | 0.52 | 2.29 | 5.09 | 4.01 | 3.31 | 4.18 | 3.35 | 4.05 | 3.93 | 5.19 | 5.52 | 5.66 | 3.81 | 4.30 | 3.34 | 4.40 | 5.56 |
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 |
|---|---|---|---|---|
| Ingram Micro 401(k) Investment Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.42%
Feb 2006 - Feb 2009 |
0.68%
Feb 2004 - Feb 2009 |
4.21%
Nov 2006 - Nov 2016 |
4.04%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ingram Micro 401(k) Investment Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
15.53%
Feb 2009 - Feb 2012 |
13.29%
Oct 2002 - Oct 2007 |
8.00%
Feb 2009 - Feb 2019 |
7.32%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart