Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Metastorm 401K Principal Strategic Asset Allocation - Equal Weight Moderate | NA | 19.53% | -0.88% | 4.41% | 4.27% | 5.69% | 5.41% | 5.35% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Metastorm 401K Principal 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 (%) | -1.23 | 19.53 | -0.88 | 4.41 | 4.27 | 5.69 | 5.41 | 5.35 | NA | 10.89 | 13.00 | -16.17 | -0.84 | 17.53 | 16.49 | -6.35 | 8.85 | 5.77 | -1.31 | 4.24 | 11.82 | 10.49 | 1.39 | 11.65 | 23.15 | -21.81 | 7.78 | 8.99 | 9.14 | 11.87 | 15.93 | -4.12 | -1.75 |
| Sharpe Ratio | NA | 0.67 | -0.15 | 0.15 | 0.27 | NA | NA | 0.41 | 0.05 | 0.52 | 1.18 | -1.30 | -0.08 | 1.03 | 2.30 | -0.81 | 1.76 | 0.68 | -0.16 | 0.59 | 1.98 | 2.04 | 0.14 | 1.31 | 1.61 | -1.33 | 0.57 | 0.80 | 1.26 | 1.71 | 2.26 | -0.66 | -0.50 |
| Standard Deviation(%) | NA | 8.20 | 10.09 | 11.91 | 10.01 | NA | NA | 9.47 | 8.59 | 8.26 | 7.41 | 13.49 | 10.87 | 16.85 | 6.56 | 9.47 | 4.68 | 8.17 | 8.54 | 7.12 | 5.95 | 5.12 | 9.67 | 8.85 | 14.32 | 17.06 | 8.41 | 7.15 | 5.55 | 6.39 | 6.75 | 7.92 | 8.05 |
| Draw Down(%) | NA | 4.95 | 20.20 | 27.65 | 27.65 | NA | NA | 33.35 | 0.70 | 4.95 | 5.49 | 21.43 | 10.18 | 22.18 | 3.40 | 12.75 | 3.60 | 8.15 | 7.87 | 5.38 | 5.43 | 4.60 | 9.38 | 7.20 | 14.61 | 29.56 | 6.46 | 8.65 | 3.86 | 5.71 | 6.12 | 11.13 | 11.63 |
| Yield(%) | NA | 2.95 | 2.92 | 4.97 | 3.84 | NA | NA | 3.41 | NA | 0.68 | 3.21 | 2.70 | 7.84 | 6.02 | 2.67 | 6.10 | 0.38 | 2.27 | 2.71 | 2.19 | 3.30 | 3.57 | 3.22 | 2.64 | 2.01 | 3.14 | 6.41 | 4.89 | 3.96 | 3.39 | 1.02 | 1.54 | 2.60 |
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 |
|---|---|---|---|---|
| Metastorm 401K Principal Strategic Asset Allocation - Equal Weight Moderate |
-6.81%
Feb 2006 - Feb 2009 |
-0.18%
Feb 2004 - Feb 2009 |
3.02%
Sep 2012 - Sep 2022 |
3.21%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Metastorm 401K Principal Strategic Asset Allocation - Equal Weight Moderate |
17.24%
Feb 2009 - Feb 2012 |
14.09%
Feb 2009 - Feb 2014 |
8.38%
Feb 2009 - Feb 2019 |
7.12%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart