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 | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | 8.37% | NA | 31.79% | 11.94% | 12.08% | 8.30% | 8.37% | 8.17% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC. 401K PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -0.76 | 31.79 | 11.94 | 12.08 | 8.30 | 8.37 | 8.17 | 8.37 | NA | 17.35 | 23.26 | -5.11 | 10.20 | 14.44 | 14.25 | -4.95 | 10.74 | 4.60 | 0.92 | 6.48 | 9.10 | 11.30 | -3.16 | 13.78 | 29.41 | -24.67 | 10.25 | 17.35 | 12.78 | 16.56 | 24.78 | -5.24 | 2.49 |
| Sharpe Ratio | NA | 1.77 | 0.92 | 0.87 | 0.73 | NA | NA | 0.63 | 0.06 | 1.67 | 2.67 | -0.60 | 1.25 | 0.85 | 2.13 | -0.77 | 2.48 | 0.55 | 0.11 | 1.13 | 1.39 | 1.51 | -0.22 | 1.14 | 1.49 | -1.05 | 0.68 | 1.88 | 1.75 | 2.19 | 3.48 | -0.76 | 0.02 |
| Standard Deviation(%) | NA | 6.42 | 8.34 | 10.53 | 8.95 | NA | NA | 10.62 | 5.48 | 6.46 | 7.13 | 10.76 | 8.13 | 16.69 | 6.04 | 8.11 | 4.08 | 8.00 | 8.03 | 5.70 | 6.51 | 7.46 | 14.68 | 12.05 | 19.64 | 24.30 | 10.70 | 7.47 | 6.05 | 7.14 | 6.92 | 8.38 | 7.71 |
| Draw Down(%) | NA | 3.38 | 12.73 | 22.02 | 22.02 | NA | NA | 39.06 | 0.31 | 3.38 | 4.78 | 13.52 | 4.57 | 22.02 | 3.19 | 10.29 | 1.92 | 6.72 | 8.08 | 4.35 | 6.43 | 6.29 | 14.92 | 8.44 | 17.47 | 36.48 | 7.22 | 8.87 | 3.90 | 8.00 | 6.26 | 15.55 | 10.65 |
| Yield(%) | NA | 15.07 | 9.89 | 6.81 | 4.86 | NA | NA | 4.14 | NA | 4.60 | 14.36 | 7.61 | 2.45 | 1.80 | 2.65 | 2.95 | 0.83 | 4.23 | 4.20 | 2.77 | 2.96 | 3.97 | 2.64 | 1.99 | 2.32 | 2.73 | 7.69 | 5.98 | 5.39 | 4.06 | 2.25 | 1.71 | 3.16 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.49%
Feb 2006 - Feb 2009 |
1.59%
Mar 2015 - Mar 2020 |
4.37%
Mar 2010 - Mar 2020 |
4.44%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC. 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
21.28%
Mar 2003 - Mar 2006 |
17.48%
Oct 2002 - Oct 2007 |
10.44%
Mar 2003 - Mar 2013 |
9.80%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart