Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds Plan Strategic Asset Allocation – Optimal Moderate | NA | 21.43% | 4.47% | 9.27% | 7.23% | 8.08% | 7.62% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds 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 | Common | Inception | 2025 | 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 (%) | -0.79 | 21.43 | 4.47 | 9.27 | 7.23 | 8.08 | 7.62 | … | … | 0.18 | 8.83 | 9.48 | -8.31 | 10.18 | 24.67 | 18.29 | -7.65 | 9.37 | 6.15 | 3.51 | 2.10 | 11.51 | 13.70 | -0.01 | 16.16 | 31.56 | -24.69 | 10.81 | 10.10 | 10.73 | 17.87 | 29.91 | -0.73 | 2.25 |
| Sharpe Ratio | NA | 0.38 | -0.09 | 0.54 | 0.58 | NA | NA | … | … | 0.02 | 0.30 | 0.67 | -0.88 | 1.04 | 1.44 | 2.94 | -1.11 | 2.01 | 0.83 | 0.41 | 0.39 | 1.94 | 2.19 | 0.00 | 1.64 | 1.66 | -1.22 | 0.86 | 0.96 | 1.69 | 2.47 | 5.16 | -0.24 | -0.01 |
| Standard Deviation(%) | NA | 7.36 | 8.92 | 11.17 | 9.29 | NA | NA | … | … | 6.84 | 7.38 | 7.81 | 11.08 | 9.74 | 17.01 | 5.75 | 8.09 | 4.34 | 7.15 | 8.54 | 5.33 | 5.92 | 6.23 | 11.44 | 9.81 | 18.92 | 20.97 | 9.09 | 7.10 | 5.05 | 6.85 | 5.66 | 7.76 | 7.70 |
| Draw Down(%) | NA | 5.08 | 14.20 | 21.54 | 21.54 | NA | NA | … | … | 0.65 | 5.05 | 7.51 | 14.20 | 7.76 | 21.54 | 2.31 | 13.82 | 1.96 | 6.65 | 5.43 | 4.92 | 7.50 | 4.51 | 12.37 | 8.35 | 18.18 | 36.99 | 7.40 | 9.83 | 4.02 | 8.23 | 2.98 | 12.99 | 9.85 |
| Yield(%) | NA | 5.11 | 7.32 | 6.27 | 5.30 | NA | NA | … | … | NA | 1.52 | 4.22 | 8.25 | 7.82 | 5.63 | 3.79 | 4.91 | 1.50 | 3.76 | 4.36 | 7.41 | 4.85 | 5.26 | 4.99 | 4.39 | 3.55 | 4.77 | 7.10 | 6.36 | 6.87 | 4.38 | 3.92 | 3.34 | 5.03 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds Plan Strategic Asset Al |
-7.76%
Feb 2006 – Feb 2009 |
-0.02%
Feb 2004 – Feb 2009 |
5.21%
Mar 2010 – Mar 2020 |
5.67%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds Plan Strategic Asset Al |
22.47%
Feb 2009 – Feb 2012 |
17.61%
Feb 2009 – Feb 2014 |
10.94%
Mar 2003 – Mar 2013 |
10.19%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart