Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ADIDAS AMERICA INC. EMPLOYEE 401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 24.19% | 1.53% | 3.38% | 2.59% | 3.34% | 5.42% | 6.28% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADIDAS AMERICA INC. EMPLOYEE 401K SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
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 | 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 (%) | -1.08 | 24.19 | 1.53 | 3.38 | 2.59 | 3.34 | 5.42 | 6.28 | NA | 7.13 | 16.71 | -18.21 | 3.95 | 12.55 | -2.50 | -4.55 | 12.98 | 3.81 | -4.56 | 0.76 | 14.79 | 7.68 | -5.28 | 4.35 | 24.30 | -4.12 | 17.27 | 17.31 | 4.88 | 12.20 | 16.93 | 6.83 | 6.81 |
| Sharpe Ratio | NA | 0.21 | -0.23 | 0.12 | 0.07 | NA | NA | 0.61 | 0.05 | 0.06 | 1.43 | -1.31 | 0.49 | 1.42 | -0.60 | -0.95 | 2.97 | 0.75 | -0.87 | 0.12 | 2.13 | 1.38 | -0.52 | 0.39 | 2.66 | -1.13 | 1.37 | 1.98 | 0.49 | 1.59 | 3.10 | 1.86 | 1.16 |
| Standard Deviation(%) | NA | 9.28 | 11.34 | 10.27 | 8.22 | NA | NA | 7.66 | 8.12 | 9.33 | 8.68 | 14.92 | 8.10 | 8.67 | 6.53 | 6.19 | 4.15 | 4.79 | 5.25 | 6.07 | 6.93 | 5.51 | 10.19 | 10.99 | 9.09 | 4.46 | 10.41 | 7.07 | 5.49 | 7.06 | 5.23 | 3.08 | 3.87 |
| Draw Down(%) | NA | 6.33 | 23.27 | 25.79 | 25.79 | NA | NA | 25.79 | 0.65 | 6.27 | 8.63 | 23.93 | 5.37 | 10.25 | 6.45 | 10.72 | 1.53 | 4.20 | 6.73 | 5.49 | 5.10 | 4.40 | 12.33 | 10.53 | 4.58 | 5.54 | 8.64 | 8.22 | 3.84 | 5.87 | 2.76 | 1.64 | 2.77 |
| Yield(%) | NA | 4.37 | 4.88 | 4.39 | 3.89 | NA | NA | 3.90 | NA | 0.90 | 4.29 | 3.85 | 5.46 | 4.15 | 3.81 | 2.34 | 0.27 | 2.92 | 5.54 | 5.42 | 1.55 | 4.43 | 1.31 | 4.15 | 4.56 | 2.34 | 4.03 | 4.12 | 3.28 | 4.93 | 3.62 | 5.62 | 6.73 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADIDAS AMERICA INC. EMPLOYEE 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
-4.61%
Sep 2019 - Sep 2022 |
-3.20%
Sep 2017 - Sep 2022 |
0.66%
Oct 2013 - Oct 2023 |
2.16%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADIDAS AMERICA INC. EMPLOYEE 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
15.99%
Oct 2004 - Oct 2007 |
14.48%
Oct 2002 - Oct 2007 |
10.83%
Apr 2001 - Apr 2011 |
8.11%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart