Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SANOFI PASTEUR 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 33.73% | 12.98% | 12.88% | 8.53% | 8.47% | 7.20% | 7.08% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SANOFI PASTEUR 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -0.72 | 33.73 | 12.98 | 12.88 | 8.53 | 8.47 | 7.20 | 7.08 | NA | 21.30 | 21.43 | -4.69 | 6.26 | 20.44 | 14.43 | -6.77 | 14.33 | 0.70 | 2.17 | 2.98 | 14.73 | 10.95 | -0.09 | 10.75 | 21.01 | -22.29 | 6.76 | 10.26 | 5.95 | 9.48 | 18.09 | -2.39 | -0.53 |
| Sharpe Ratio | NA | 1.87 | 0.87 | 0.85 | 0.70 | NA | NA | 0.60 | 0.13 | 1.71 | 2.35 | -0.48 | 0.69 | 1.11 | 1.81 | -0.88 | 3.27 | 0.06 | 0.25 | 0.45 | 2.61 | 2.04 | -0.01 | 1.28 | 1.64 | -1.29 | 0.55 | 1.35 | 0.80 | 1.36 | 2.99 | -0.47 | -0.37 |
| Standard Deviation(%) | NA | 8.59 | 9.79 | 11.84 | 10.01 | NA | NA | 9.23 | 6.94 | 8.62 | 7.32 | 12.62 | 9.05 | 18.18 | 7.17 | 9.14 | 4.19 | 8.72 | 8.62 | 6.52 | 5.63 | 5.35 | 9.89 | 8.32 | 12.76 | 17.94 | 6.86 | 5.17 | 4.71 | 6.28 | 5.83 | 7.46 | 7.61 |
| Draw Down(%) | NA | 5.05 | 14.30 | 21.76 | 21.76 | NA | NA | 32.92 | 0.42 | 5.05 | 4.66 | 14.52 | 5.45 | 21.76 | 3.75 | 13.22 | 1.27 | 7.95 | 7.73 | 5.60 | 3.72 | 4.07 | 9.66 | 6.92 | 13.69 | 31.97 | 5.02 | 5.41 | 3.02 | 5.96 | 4.81 | 11.35 | 10.63 |
| Yield(%) | NA | 18.30 | 13.49 | 9.05 | 5.56 | NA | NA | 4.23 | NA | 4.60 | 17.58 | 9.82 | 7.68 | 2.95 | 1.54 | 2.35 | 0.76 | 1.08 | 3.25 | 4.06 | 3.81 | 2.41 | 3.04 | 2.30 | 2.85 | 2.77 | 4.67 | 3.37 | 2.94 | 3.13 | 3.42 | 3.01 | 3.85 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| SANOFI PASTEUR 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.44%
Feb 2006 - Feb 2009 |
-1.25%
Feb 2004 - Feb 2009 |
4.13%
Dec 2006 - Dec 2016 |
4.31%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SANOFI PASTEUR 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.61%
Feb 2009 - Feb 2012 |
13.60%
Feb 2009 - Feb 2014 |
8.70%
Nov 2014 - Nov 2024 |
9.31%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart