Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| infoUSA 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | 24.27% | 1.69% | 4.06% | 4.21% | 6.16% | 6.62% | 8.21% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| infoUSA 401(k) Plan Strategic Asset Allocation - Optimal 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 (%) | -1.31 | 24.27 | 1.69 | 4.06 | 4.21 | 6.16 | 6.62 | 8.21 | NA | 7.40 | 9.52 | -15.56 | 9.55 | 4.88 | 16.71 | -7.16 | 10.81 | 6.91 | 0.08 | 7.60 | 11.93 | 12.46 | -2.80 | 15.85 | 26.84 | -21.43 | 9.87 | 17.46 | 13.01 | 17.37 | 34.01 | 3.76 | 11.81 |
| Sharpe Ratio | NA | 0.25 | -0.37 | 0.02 | 0.22 | NA | NA | 0.59 | 0.02 | 0.09 | 0.60 | -1.30 | 1.16 | 0.23 | 2.63 | -1.02 | 2.11 | 0.86 | 0.01 | 1.12 | 1.58 | 1.66 | -0.18 | 1.23 | 1.51 | -1.07 | 0.67 | 1.87 | 1.65 | 1.93 | 4.92 | 0.29 | 1.19 |
| Standard Deviation(%) | NA | 8.53 | 10.33 | 12.55 | 10.17 | NA | NA | 10.85 | 6.46 | 8.57 | 8.74 | 13.03 | 8.24 | 19.97 | 5.81 | 8.33 | 4.82 | 7.80 | 7.81 | 6.80 | 7.53 | 7.45 | 15.55 | 12.83 | 17.71 | 20.83 | 10.31 | 7.59 | 6.55 | 8.51 | 6.78 | 9.10 | 7.97 |
| Draw Down(%) | NA | 5.89 | 21.62 | 27.16 | 27.16 | NA | NA | 35.91 | 0.55 | 5.79 | 10.38 | 22.01 | 4.66 | 27.16 | 2.99 | 12.99 | 2.78 | 5.63 | 9.25 | 6.03 | 7.94 | 6.11 | 16.69 | 9.93 | 16.50 | 32.83 | 7.35 | 8.84 | 5.04 | 9.13 | 4.84 | 13.04 | 9.04 |
| Yield(%) | NA | 4.74 | 5.69 | 4.63 | 4.11 | NA | NA | 4.77 | NA | 0.93 | 4.46 | 5.14 | 6.16 | 2.77 | 3.16 | 4.33 | 0.36 | 3.38 | 5.51 | 5.09 | 4.04 | 4.70 | 4.75 | 3.18 | 3.11 | 5.50 | 8.24 | 8.12 | 5.91 | 5.98 | 5.24 | 4.19 | 5.45 |
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 |
|---|---|---|---|---|
| infoUSA 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-4.98%
Feb 2006 - Feb 2009 |
-0.20%
Sep 2017 - Sep 2022 |
2.91%
Oct 2013 - Oct 2023 |
3.70%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| infoUSA 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
23.67%
Mar 2003 - Mar 2006 |
19.87%
Oct 2002 - Oct 2007 |
12.27%
Apr 2001 - Apr 2011 |
10.21%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart