Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PAYFLEX SYSTEMS USA INC. 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 25.49% | 5.38% | 8.53% | 6.14% | 7.38% | 12.81% | 12.19% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PAYFLEX SYSTEMS USA INC. 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 (%) | -1.02 | 25.49 | 5.38 | 8.53 | 6.14 | 7.38 | 12.81 | 12.19 | NA | 7.34 | 12.86 | -8.12 | 5.47 | 20.46 | 17.28 | -5.95 | 9.60 | 4.12 | -1.50 | 3.16 | 15.05 | 13.46 | -3.54 | 16.95 | 284.01 | -28.76 | 11.59 | 15.13 | 8.93 | 10.58 | 21.29 | -2.77 | 2.31 |
| Sharpe Ratio | NA | 0.23 | 0.02 | 0.39 | 0.42 | NA | NA | 0.45 | 0.08 | 0.08 | 1.03 | -0.79 | 0.56 | 1.10 | 2.35 | -0.79 | 1.77 | 0.48 | -0.18 | 0.43 | 2.12 | 1.79 | -0.23 | 1.39 | 2.82 | -1.32 | 0.88 | 1.47 | 1.17 | 1.35 | 2.73 | -0.42 | 0.01 |
| Standard Deviation(%) | NA | 9.69 | 10.16 | 12.17 | 10.15 | NA | NA | 22.97 | 7.33 | 9.73 | 8.32 | 12.07 | 9.70 | 18.34 | 6.75 | 9.21 | 5.06 | 8.10 | 8.38 | 7.24 | 7.09 | 7.49 | 15.75 | 12.09 | 100.71 | 22.49 | 9.80 | 8.06 | 5.79 | 7.14 | 7.54 | 9.19 | 0.05 |
| Draw Down(%) | NA | 7.05 | 14.15 | 21.80 | 21.80 | NA | NA | 40.02 | 0.54 | 7.05 | 6.75 | 14.68 | 6.17 | 21.80 | 3.14 | 12.77 | 3.66 | 7.71 | 9.11 | 5.58 | 6.38 | 5.93 | 16.49 | 8.34 | 14.79 | 40.02 | 6.30 | 10.50 | 3.74 | 6.19 | 7.72 | 11.17 | 0.00 |
| Yield(%) | NA | 4.67 | 4.89 | 4.64 | 4.38 | NA | NA | 4.26 | NA | 0.65 | 4.75 | 2.49 | 6.81 | 5.09 | 3.66 | 5.06 | 0.39 | 3.14 | 6.00 | 6.19 | 4.62 | 4.70 | 2.73 | 3.85 | 6.40 | 7.46 | 7.41 | 3.34 | 4.18 | 3.68 | 2.18 | 0.89 | 2.31 |
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 |
|---|---|---|---|---|
| PAYFLEX SYSTEMS USA INC. 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.78%
Feb 2006 - Feb 2009 |
0.01%
Feb 2004 - Feb 2009 |
4.42%
Oct 2013 - Oct 2023 |
6.75%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PAYFLEX SYSTEMS USA INC. 401(k) PLAN Strategic Asset Allocation - Equal Weight Moderate |
70.23%
Feb 2009 - Feb 2012 |
43.62%
Feb 2009 - Feb 2014 |
21.64%
Mar 2003 - Mar 2013 |
17.04%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart