Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IBM 401 K PLUS PLAN Tactical Asset Allocation Moderate | NA | 13.66% | 10.43% | 2.66% | 4.10% | 5.89% | 8.72% | 8.63% |
Data as of 01/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IBM 401 K PLUS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.16 | 13.66 | 10.43 | 2.66 | 4.10 | 5.89 | 8.72 | 8.63 | 5.78 | 16.07 | 8.93 | 8.08 | -22.21 | 8.23 | 9.84 | -6.01 | 3.38 | 11.32 | 14.37 | -3.25 | 15.21 | 28.33 | -10.08 | 18.77 | 18.12 | 7.12 | 20.85 | 31.43 | 12.29 | 5.69 |
| Sharpe Ratio | NA | 1.40 | 1.11 | 0.24 | 0.44 | NA | NA | 0.86 | 0.51 | 1.62 | 0.72 | 1.27 | -1.36 | 1.44 | 1.49 | -0.88 | 0.49 | 1.52 | 2.46 | -0.33 | 1.11 | 2.53 | -1.05 | 1.44 | 1.56 | 0.71 | 2.15 | 5.27 | 1.85 | 0.69 |
| Standard Deviation(%) | NA | 9.34 | 10.08 | 11.24 | 9.23 | NA | NA | 9.26 | 11.10 | 9.90 | 12.12 | 5.28 | 17.25 | 5.27 | 6.46 | 6.83 | 6.85 | 7.41 | 5.82 | 10.03 | 13.62 | 11.17 | 10.43 | 10.93 | 9.50 | 6.93 | 9.27 | 5.83 | 6.05 | 4.91 |
| Draw Down(%) | NA | 5.29 | 18.56 | 32.94 | 32.94 | NA | NA | 32.94 | 4.46 | 5.29 | 18.56 | 2.83 | 28.86 | 2.99 | 5.17 | 10.45 | 7.57 | 9.90 | 5.14 | 11.44 | 9.54 | 5.39 | 19.36 | 11.18 | 12.47 | 6.24 | 12.49 | 6.01 | 5.40 | 4.24 |
| Yield(%) | NA | 10.85 | 6.09 | 4.25 | 4.99 | NA | NA | 5.94 | 2.70 | 8.88 | 3.97 | 3.78 | 2.27 | 0.93 | 5.25 | 3.18 | 7.70 | 6.72 | 6.85 | 7.05 | 8.85 | 5.88 | 5.13 | 5.93 | 9.70 | 4.37 | 5.15 | 6.63 | 4.68 | 9.10 |
Data as of 01/31/2022, 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 |
|---|---|---|---|---|
| IBM 401 K PLUS PLAN Tactical Asset Allocation Moderate |
-7.31%
Oct 2017 - Oct 2020 |
-3.10%
Mar 2015 - Mar 2020 |
1.24%
Oct 2010 - Oct 2020 |
5.48%
Sep 2005 - Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IBM 401 K PLUS PLAN Tactical Asset Allocation Moderate |
21.27%
Dec 2001 - Dec 2004 |
20.39%
Oct 2002 - Oct 2007 |
14.81%
Apr 2001 - Apr 2011 |
11.12%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart