Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Rydex Investments 401(k) and Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 22.39% | 2.41% | 15.13% | 9.28% | 9.11% | 7.21% | 6.55% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Rydex Investments 401(k) and Profit Sharing 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 (%) | -1.09 | 22.39 | 2.41 | 15.13 | 9.28 | 9.11 | 7.21 | 6.55 | NA | 3.68 | 11.69 | -11.51 | 9.26 | 71.53 | 18.33 | -8.14 | 6.41 | 0.11 | 1.56 | 7.57 | 7.71 | 13.01 | 0.72 | 13.64 | 20.63 | -25.22 | 4.16 | 10.97 | 4.79 | 9.21 | 19.83 | -13.31 | -2.22 |
| Sharpe Ratio | NA | -0.29 | -0.28 | 0.51 | 0.41 | NA | NA | 0.34 | 0.04 | -0.38 | 0.89 | -1.06 | 1.10 | 1.54 | 2.74 | -1.15 | 1.07 | -0.01 | 0.18 | 1.25 | 1.19 | 2.41 | 0.06 | 1.31 | 1.20 | -1.11 | 0.13 | 1.20 | 0.48 | 1.19 | 1.82 | -0.97 | -0.34 |
| Standard Deviation(%) | NA | 7.61 | 9.59 | 22.36 | 16.66 | NA | NA | 14.01 | 5.72 | 7.65 | 8.33 | 12.19 | 8.38 | 46.25 | 6.17 | 8.21 | 5.41 | 8.56 | 8.48 | 6.04 | 6.46 | 5.38 | 12.50 | 10.38 | 17.09 | 23.48 | 9.32 | 6.43 | 5.47 | 6.93 | 10.52 | 14.92 | 13.32 |
| Draw Down(%) | NA | 8.08 | 16.84 | 23.00 | 23.00 | NA | NA | 41.25 | 0.34 | 8.08 | 7.93 | 17.88 | 6.11 | 23.00 | 2.28 | 12.58 | 4.61 | 7.97 | 7.29 | 4.29 | 7.51 | 3.44 | 12.58 | 7.13 | 17.45 | 36.73 | 8.37 | 5.64 | 4.00 | 6.70 | 8.74 | 21.50 | 17.24 |
| Yield(%) | NA | 4.62 | 5.80 | 5.70 | 5.19 | NA | NA | 4.06 | NA | 0.61 | 4.85 | 4.88 | 7.22 | 9.06 | 4.85 | 3.37 | 0.29 | 3.00 | 10.00 | 6.75 | 3.82 | 4.61 | 2.42 | 3.95 | 3.89 | 3.83 | 4.31 | 2.48 | 2.78 | 2.86 | 1.45 | 0.76 | 1.31 |
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 |
|---|---|---|---|---|
| Rydex Investments 401(k) and Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate |
-9.83%
Feb 2006 - Feb 2009 |
-3.32%
Feb 2004 - Feb 2009 |
3.51%
Oct 2007 - Oct 2017 |
3.66%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rydex Investments 401(k) and Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate |
30.41%
Dec 2018 - Dec 2021 |
16.99%
Dec 2018 - Dec 2023 |
11.43%
Sep 2011 - Sep 2021 |
10.66%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart