Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CITIGROUP 401(k) PLAN Strategic Asset Allocation - Optimal Moderate | NA | 9.60% | 4.62% | 4.76% | 6.77% | 6.42% | NA | 6.55% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CITIGROUP 401(k) PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.43 | 9.60 | 4.62 | 4.76 | 6.77 | 6.42 | NA | 6.55 | 14.43 | -9.54 | 10.93 | 5.36 | 0.49 | 9.42 | 12.34 | 13.08 | -2.03 | 11.96 | 26.26 | -25.15 | 7.90 | 15.46 | 10.03 | 14.49 | 24.06 | -7.67 | 0.63 |
| Sharpe Ratio | NA | 2.24 | 0.56 | 0.44 | 0.62 | NA | NA | 0.46 | 2.24 | -1.33 | 2.25 | 0.60 | 0.05 | 0.80 | 1.53 | 1.71 | -0.14 | 0.89 | 1.32 | -1.03 | 0.49 | 1.54 | 1.24 | 1.76 | 2.96 | -0.79 | -0.14 |
| Standard Deviation(%) | NA | 5.80 | 6.39 | 7.45 | 9.72 | NA | NA | 11.63 | 5.80 | 8.18 | 4.57 | 8.54 | 9.07 | 11.81 | 8.03 | 7.64 | 15.13 | 13.36 | 19.87 | 25.28 | 9.95 | 7.88 | 6.36 | 7.71 | 7.89 | 11.04 | 11.80 |
| Draw Down(%) | NA | 3.11 | 15.16 | 15.16 | 15.84 | NA | NA | 41.07 | 3.11 | 15.16 | 2.18 | 8.23 | 9.83 | 6.81 | 8.54 | 6.32 | 15.84 | 11.71 | 19.70 | 38.13 | 6.77 | 9.13 | 4.69 | 7.64 | 7.39 | 19.38 | 15.62 |
| Yield(%) | NA | 2.35 | 2.56 | 3.71 | 3.70 | NA | NA | 3.42 | 2.36 | 4.95 | 0.33 | 3.34 | 7.59 | 6.15 | 3.34 | 3.96 | 2.74 | 2.10 | 3.74 | 3.98 | 5.39 | 4.20 | 3.94 | 2.15 | 1.77 | 1.20 | 1.77 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| CITIGROUP 401(k) PLAN Strategic Asset Allocation - Optimal Moderate |
-8.42%
Feb 2006 - Feb 2009 |
-0.53%
Feb 2004 - Feb 2009 |
5.00%
Oct 2007 - Oct 2017 |
6.02%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CITIGROUP 401(k) PLAN Strategic Asset Allocation - Optimal Moderate |
19.79%
Feb 2009 - Feb 2012 |
15.74%
Feb 2009 - Feb 2014 |
9.80%
Feb 2009 - Feb 2019 |
8.60%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart