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 |
|---|---|---|---|---|---|---|---|---|
| CBRE 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | 31.36% | 11.46% | 11.35% | 7.98% | 8.39% | 12.04% | 11.64% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBRE 401(k) Plan Strategic Asset Allocation - Optimal 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 (%) | -0.78 | 31.36 | 11.46 | 11.35 | 7.98 | 8.39 | 12.04 | 11.64 | NA | 19.66 | 21.50 | -5.67 | 6.59 | 17.04 | 13.48 | -5.31 | 11.57 | 6.91 | -1.53 | 1.65 | 18.22 | 10.58 | 0.55 | 10.90 | 182.42 | -22.71 | 8.54 | 12.02 | 9.33 | 10.34 | 23.34 | -5.47 | 5.85 |
| Sharpe Ratio | NA | 1.86 | 0.77 | 0.76 | 0.64 | NA | NA | 0.51 | 0.09 | 1.70 | 2.29 | -0.56 | 0.69 | 0.94 | 1.51 | -0.65 | 2.38 | 0.78 | -0.18 | 0.24 | 2.83 | 1.37 | 0.03 | 1.05 | 2.24 | -1.10 | 0.64 | 1.43 | 1.29 | 1.52 | 2.48 | -0.51 | 0.37 |
| Standard Deviation(%) | NA | 7.67 | 9.62 | 11.75 | 10.12 | NA | NA | 19.53 | 6.66 | 7.71 | 7.52 | 12.69 | 9.46 | 17.96 | 8.00 | 10.11 | 4.60 | 8.59 | 8.71 | 6.97 | 6.43 | 7.66 | 14.99 | 10.28 | 81.51 | 21.50 | 8.68 | 6.12 | 5.54 | 6.17 | 9.12 | 12.79 | 9.53 |
| Draw Down(%) | NA | 4.38 | 15.07 | 20.90 | 21.04 | NA | NA | 35.02 | 0.45 | 4.38 | 4.85 | 15.24 | 5.69 | 20.90 | 4.09 | 12.75 | 1.66 | 8.12 | 9.97 | 5.23 | 3.77 | 6.56 | 13.78 | 8.27 | 15.87 | 32.39 | 5.48 | 6.48 | 3.89 | 4.10 | 8.44 | 19.27 | 13.59 |
| Yield(%) | NA | 15.23 | 10.99 | 7.92 | 5.77 | NA | NA | 4.19 | NA | 4.49 | 14.64 | 7.21 | 6.15 | 4.56 | 1.98 | 6.80 | 0.69 | 2.42 | 4.75 | 3.57 | 6.02 | 1.98 | 1.35 | 1.65 | 2.70 | 3.32 | 6.15 | 4.54 | 3.11 | 2.17 | 1.57 | 1.81 | 2.75 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBRE 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-6.07%
Feb 2006 - Feb 2009 |
0.02%
Feb 2004 - Feb 2009 |
4.47%
Mar 2010 - Mar 2020 |
8.06%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBRE 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
54.65%
Feb 2009 - Feb 2012 |
35.60%
Feb 2009 - Feb 2014 |
18.74%
Feb 2009 - Feb 2019 |
15.54%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart