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 - Optimal Moderate | 8.01% | NA | 32.38% | 10.79% | 11.77% | 8.22% | 8.48% | 7.82% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC. 401K 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 (%) | -0.70 | 32.38 | 10.79 | 11.77 | 8.22 | 8.48 | 7.82 | 8.01 | NA | 16.93 | 24.04 | -8.43 | 7.26 | 16.98 | 17.33 | -5.59 | 10.96 | 5.77 | -0.21 | 5.91 | 10.51 | 12.22 | -1.57 | 13.27 | 29.20 | -26.99 | 11.04 | 13.50 | 10.01 | 16.04 | 24.32 | -4.25 | 1.17 |
| Sharpe Ratio | NA | 1.57 | 0.70 | 0.75 | 0.68 | NA | NA | 0.60 | 0.07 | 1.43 | 2.67 | -0.82 | 0.83 | 0.98 | 2.40 | -0.79 | 2.50 | 0.68 | -0.03 | 1.00 | 1.54 | 1.60 | -0.11 | 1.13 | 1.53 | -1.20 | 0.82 | 1.38 | 1.33 | 2.14 | 3.16 | -0.58 | -0.13 |
| Standard Deviation(%) | NA | 7.21 | 9.17 | 11.13 | 9.43 | NA | NA | 10.66 | 6.71 | 7.24 | 7.41 | 12.00 | 8.71 | 17.06 | 6.65 | 8.69 | 4.12 | 8.14 | 8.18 | 5.88 | 6.78 | 7.62 | 14.22 | 11.68 | 19.00 | 23.21 | 9.86 | 7.43 | 5.90 | 7.06 | 7.47 | 9.21 | 8.88 |
| Draw Down(%) | NA | 4.63 | 15.70 | 20.92 | 20.92 | NA | NA | 39.25 | 0.45 | 4.63 | 4.97 | 16.22 | 5.61 | 20.92 | 3.50 | 11.77 | 2.03 | 6.56 | 8.36 | 4.69 | 6.89 | 6.29 | 14.56 | 8.50 | 16.20 | 37.58 | 6.88 | 8.98 | 3.89 | 6.96 | 6.07 | 15.49 | 13.57 |
| Yield(%) | NA | 14.81 | 9.54 | 6.39 | 4.39 | NA | NA | 3.78 | NA | 4.51 | 13.92 | 6.77 | 2.97 | 1.12 | 2.32 | 2.97 | 0.58 | 3.44 | 2.84 | 2.40 | 2.99 | 3.04 | 2.70 | 1.98 | 2.34 | 3.19 | 6.98 | 5.70 | 4.51 | 3.81 | 2.12 | 1.34 | 2.36 |
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 - Optimal Moderate |
-7.40%
Feb 2006 - Feb 2009 |
0.13%
Feb 2004 - Feb 2009 |
4.64%
Oct 2007 - Oct 2017 |
4.33%
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 - Optimal Moderate |
20.05%
Feb 2009 - Feb 2012 |
15.94%
Oct 2002 - Oct 2007 |
9.69%
Feb 2009 - Feb 2019 |
9.84%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart