Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Principal Financial Group for Employees Strategic Asset Allocation - Optimal Moderate | NA | 33.71% | 11.33% | 12.43% | 8.26% | 8.27% | 7.12% | 6.86% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Principal Financial Group for Employees 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 (%) | -0.70 | 33.71 | 11.33 | 12.43 | 8.26 | 8.27 | 7.12 | 6.86 | NA | 21.68 | 20.85 | -6.17 | 5.66 | 19.96 | 18.56 | -5.79 | 10.18 | 4.04 | -0.51 | 1.34 | 12.37 | 12.30 | -1.28 | 13.00 | 24.55 | -31.27 | 11.38 | 11.80 | 10.46 | 10.93 | 23.27 | -6.44 | -3.46 |
| Sharpe Ratio | NA | 2.36 | 0.89 | 0.85 | 0.72 | NA | NA | 0.51 | 0.08 | 2.17 | 2.29 | -0.66 | 0.60 | 1.17 | 2.47 | -0.78 | 2.17 | 0.45 | -0.06 | 0.20 | 1.81 | 1.59 | -0.10 | 1.10 | 1.42 | -1.41 | 0.84 | 1.11 | 1.46 | 1.43 | 3.01 | -0.70 | -0.66 |
| Standard Deviation(%) | NA | 6.91 | 8.78 | 10.99 | 9.49 | NA | NA | 10.56 | 7.39 | 6.95 | 7.24 | 11.38 | 9.46 | 16.82 | 6.95 | 9.15 | 4.41 | 8.56 | 8.57 | 6.54 | 6.83 | 7.70 | 13.29 | 11.70 | 17.23 | 22.79 | 10.03 | 7.71 | 5.69 | 6.99 | 7.51 | 10.72 | 8.69 |
| Draw Down(%) | NA | 3.75 | 14.59 | 21.21 | 21.21 | NA | NA | 43.36 | 0.52 | 3.75 | 4.41 | 14.89 | 6.85 | 21.21 | 3.78 | 12.38 | 1.79 | 8.07 | 8.89 | 5.38 | 6.40 | 6.36 | 14.99 | 8.32 | 16.62 | 39.63 | 5.87 | 9.92 | 4.00 | 6.94 | 7.81 | 17.11 | 14.90 |
| Yield(%) | NA | 14.48 | 9.62 | 6.65 | 4.55 | NA | NA | 3.51 | NA | 4.54 | 13.26 | 6.17 | 4.13 | 2.45 | 2.06 | 2.92 | 0.57 | 2.89 | 4.01 | 2.00 | 2.57 | 2.04 | 2.50 | 1.42 | 1.62 | 2.35 | 5.21 | 4.51 | 2.71 | 2.93 | 2.30 | 2.13 | 3.32 |
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 |
|---|---|---|---|---|
| Principal Financial Group for Employees Strategic Asset Allocation - Optimal Moderate |
-9.95%
Feb 2006 - Feb 2009 |
-1.99%
Feb 2004 - Feb 2009 |
3.00%
Oct 2007 - Oct 2017 |
3.54%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Principal Financial Group for Employees Strategic Asset Allocation - Optimal Moderate |
18.67%
Feb 2009 - Feb 2012 |
14.71%
Sep 2002 - Sep 2007 |
8.73%
Feb 2009 - Feb 2019 |
9.44%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart