Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMAZON.COM 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 25.55% | 3.08% | 7.52% | 6.57% | 7.53% | 6.79% | 6.89% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMAZON.COM 401K 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 | 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 (%) | -1.09 | 25.55 | 3.08 | 7.52 | 6.57 | 7.53 | 6.79 | 6.89 | NA | 8.89 | 13.54 | -13.81 | 9.13 | 17.84 | 21.17 | -4.93 | 10.61 | 6.40 | -0.75 | 4.61 | 15.22 | 12.32 | -2.82 | 14.79 | 24.13 | -24.59 | 8.98 | 12.42 | 7.35 | 14.03 | 24.68 | -6.30 | -0.44 |
| Sharpe Ratio | NA | 0.37 | -0.13 | 0.31 | 0.45 | NA | NA | 0.48 | 0.03 | 0.25 | 1.02 | -1.02 | 1.05 | 0.94 | 2.78 | -0.64 | 2.00 | 0.76 | -0.09 | 0.71 | 2.11 | 1.65 | -0.19 | 1.22 | 1.43 | -1.21 | 0.66 | 1.21 | 0.85 | 1.78 | 2.66 | -0.65 | -0.28 |
| Standard Deviation(%) | NA | 9.09 | 11.41 | 12.78 | 10.63 | NA | NA | 11.02 | 8.80 | 9.12 | 9.14 | 14.94 | 8.72 | 18.70 | 7.11 | 9.69 | 5.00 | 8.17 | 8.89 | 6.47 | 7.20 | 7.44 | 14.71 | 12.10 | 16.77 | 21.15 | 9.05 | 7.57 | 6.13 | 7.37 | 9.01 | 11.39 | 9.73 |
| Draw Down(%) | NA | 5.56 | 20.54 | 21.29 | 21.29 | NA | NA | 38.04 | 0.72 | 5.41 | 9.15 | 20.89 | 5.34 | 21.29 | 3.16 | 12.52 | 2.79 | 6.83 | 9.47 | 5.05 | 6.44 | 6.15 | 15.68 | 9.74 | 17.55 | 34.94 | 5.98 | 8.73 | 4.20 | 7.00 | 7.30 | 17.38 | 13.71 |
| Yield(%) | NA | 4.54 | 4.17 | 3.51 | 3.12 | NA | NA | 3.79 | NA | 0.86 | 4.19 | 3.64 | 3.82 | 3.06 | 2.12 | 3.13 | 0.55 | 3.02 | 4.45 | 2.60 | 4.70 | 4.03 | 2.32 | 3.66 | 3.71 | 4.28 | 8.95 | 4.69 | 5.25 | 4.24 | 2.81 | 3.98 | 3.18 |
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 |
|---|---|---|---|---|
| AMAZON.COM 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.63%
Feb 2006 - Feb 2009 |
-0.76%
Feb 2004 - Feb 2009 |
4.79%
Feb 2006 - Feb 2016 |
4.53%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMAZON.COM 401K PLAN Strategic Asset Allocation - Optimal Moderate |
18.53%
Feb 2009 - Feb 2012 |
15.53%
Feb 2009 - Feb 2014 |
9.85%
Feb 2009 - Feb 2019 |
9.10%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart