Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ceridian Corporation Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 4.21% | 2.47% | 6.27% | 5.39% | 7.09% | 6.23% | 6.81% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ceridian Corporation Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.34 | 4.21 | 2.47 | 6.27 | 5.39 | 7.09 | 6.23 | 6.81 | 0.62 | 12.73 | -11.22 | 8.08 | 24.39 | 16.56 | -6.22 | 13.96 | 4.75 | 2.37 | 1.97 | 10.98 | 2.25 | -0.67 | 15.19 | 30.44 | -23.10 | 10.13 | 10.76 | 9.44 | 12.21 | 26.32 | -0.13 | 5.03 |
| Sharpe Ratio | NA | 0.58 | 0.09 | 0.61 | 0.57 | NA | NA | 0.60 | 0.05 | 1.07 | -0.91 | 0.93 | 1.35 | 2.43 | -0.89 | 3.28 | 0.61 | 0.29 | 0.32 | 1.65 | 0.15 | -0.06 | 1.62 | 2.29 | -1.33 | 0.90 | 1.13 | 1.45 | 1.89 | 3.72 | -0.14 | 0.44 |
| Standard Deviation(%) | NA | 7.87 | 10.43 | 11.70 | 9.66 | NA | NA | 9.90 | 7.27 | 7.95 | 13.80 | 8.64 | 17.87 | 6.25 | 8.50 | 4.06 | 7.44 | 7.98 | 6.07 | 6.64 | 14.52 | 12.19 | 9.32 | 13.26 | 18.03 | 7.92 | 6.63 | 5.01 | 5.96 | 6.90 | 8.82 | 6.25 |
| Draw Down(%) | NA | 7.56 | 18.63 | 22.01 | 22.01 | NA | NA | 33.29 | 1.66 | 7.56 | 17.57 | 6.02 | 22.01 | 3.11 | 12.42 | 1.47 | 7.73 | 7.43 | 4.89 | 6.65 | 16.08 | 13.27 | 7.66 | 14.79 | 32.42 | 5.44 | 8.32 | 3.44 | 5.81 | 6.62 | 13.50 | 7.10 |
| Yield(%) | NA | 2.91 | 5.17 | 4.88 | 4.19 | NA | NA | 4.69 | 0.00 | 3.12 | 5.44 | 6.79 | 6.70 | 2.34 | 3.61 | 0.50 | 3.63 | 6.90 | 2.74 | 2.68 | 4.71 | 3.37 | 4.26 | 3.73 | 5.65 | 10.27 | 5.89 | 3.51 | 4.14 | 3.33 | 5.31 | 9.18 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ceridian Corporation Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.99%
Feb 2006 - Feb 2009 |
0.40%
Feb 2004 - Feb 2009 |
4.03%
Mar 2010 - Mar 2020 |
4.80%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ceridian Corporation Savings and Investment Plan Strategic Asset Allocation - Equal Weight Moderate |
20.51%
Feb 2009 - Feb 2012 |
14.26%
Sep 2002 - Sep 2007 |
9.10%
Apr 2001 - Apr 2011 |
8.10%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart