Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Raymond James Financial Inc 401K Plan Strategic Asset Allocation - Optimal Moderate | NA | 10.00% | -0.75% | 5.22% | 3.68% | 6.70% | 5.57% | 6.50% |
Data as of 12/29/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Raymond James Financial Inc 401K Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 03/08/2024 |
| 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 (%) | 0.91 | 10.00 | -0.75 | 5.22 | 3.68 | 6.70 | 5.57 | 6.50 | 3.04 | 10.16 | -12.96 | 1.32 | 12.54 | 17.98 | -9.26 | 12.91 | 4.11 | -2.23 | 6.53 | 10.14 | 12.49 | -0.02 | 15.63 | 25.88 | -27.09 | 8.05 | 13.29 | 10.69 | 15.33 | 31.29 | -2.64 | 6.22 |
| Sharpe Ratio | NA | 0.67 | -0.17 | 0.27 | 0.27 | NA | NA | 0.46 | 0.28 | 0.59 | -1.06 | 0.13 | 0.70 | 2.79 | -1.14 | 2.23 | 0.46 | -0.27 | 1.04 | 1.35 | 1.56 | 0.00 | 1.34 | 1.35 | -1.22 | 0.50 | 1.20 | 1.21 | 1.57 | 3.55 | -0.30 | 0.43 |
| Standard Deviation(%) | NA | 9.52 | 11.02 | 12.10 | 10.13 | NA | NA | 11.37 | 8.32 | 10.00 | 13.55 | 9.93 | 17.61 | 5.93 | 9.25 | 5.50 | 8.45 | 8.35 | 6.24 | 7.46 | 7.96 | 13.83 | 11.56 | 19.07 | 22.95 | 10.07 | 8.34 | 7.06 | 9.15 | 8.62 | 12.51 | 9.17 |
| Draw Down(%) | NA | 9.32 | 24.53 | 24.53 | 24.53 | NA | NA | 40.53 | 2.25 | 9.32 | 21.21 | 7.11 | 23.95 | 3.08 | 16.20 | 3.73 | 7.27 | 9.16 | 5.21 | 8.67 | 6.61 | 14.09 | 8.13 | 16.99 | 38.56 | 6.96 | 9.93 | 5.00 | 8.49 | 7.97 | 16.06 | 10.42 |
| Yield(%) | NA | 4.60 | 4.14 | 4.52 | 4.09 | NA | NA | 3.95 | 0.31 | 4.60 | 1.97 | 5.65 | 6.37 | 3.53 | 4.76 | 3.02 | 2.54 | 4.76 | 3.35 | 3.74 | 3.04 | 3.45 | 2.07 | 2.87 | 3.24 | 8.84 | 4.96 | 5.35 | 1.88 | 2.19 | 3.14 | 5.17 |
Data as of 12/29/2023, 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 |
|---|---|---|---|---|
| Raymond James Financial Inc 401K Plan Strategic Asset Allocation - Optimal Moderate |
-8.62%
Feb 2006 - Feb 2009 |
-0.56%
Feb 2004 - Feb 2009 |
2.64%
Oct 2013 - Oct 2023 |
3.00%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Raymond James Financial Inc 401K Plan Strategic Asset Allocation - Optimal Moderate |
21.98%
Mar 2003 - Mar 2006 |
17.35%
Oct 2002 - Oct 2007 |
10.07%
Mar 2003 - Mar 2013 |
8.66%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart