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 | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IBM 401 K PLUS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 21.66% | 3.79% | 9.24% | 6.96% | 7.77% | 7.25% | 8.18% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IBM 401 K PLUS 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 (%) | -0.78 | 21.66 | 3.79 | 9.24 | 6.96 | 7.77 | 7.25 | 8.18 | NA | 9.25 | 9.64 | -10.51 | 9.85 | 26.03 | 19.52 | -7.85 | 9.67 | 5.50 | 1.53 | 1.80 | 11.12 | 13.69 | -1.42 | 16.45 | 31.45 | -28.50 | 9.42 | 13.41 | 11.47 | 18.33 | 30.39 | -0.19 | 4.79 |
| Sharpe Ratio | NA | 0.41 | -0.16 | 0.53 | 0.56 | NA | NA | 0.64 | 0.01 | 0.35 | 0.67 | -1.02 | 1.02 | 1.74 | 2.96 | -1.08 | 1.95 | 0.78 | 0.17 | 0.32 | 1.84 | 2.17 | -0.13 | 1.61 | 1.66 | -1.32 | 0.68 | 1.39 | 1.75 | 2.52 | 4.90 | -0.16 | 0.31 |
| Standard Deviation(%) | NA | 7.63 | 9.30 | 10.70 | 9.11 | NA | NA | 10.03 | 7.81 | 7.64 | 8.06 | 11.64 | 9.61 | 14.80 | 6.13 | 8.52 | 4.63 | 6.76 | 9.08 | 5.56 | 6.04 | 6.28 | 11.48 | 10.14 | 18.92 | 22.22 | 9.45 | 7.29 | 5.31 | 6.91 | 6.06 | 8.05 | 7.96 |
| Draw Down(%) | NA | 5.15 | 15.83 | 19.54 | 19.54 | NA | NA | 42.24 | 0.75 | 5.03 | 7.45 | 15.83 | 7.65 | 19.54 | 2.51 | 14.34 | 2.60 | 5.49 | 6.84 | 4.65 | 7.79 | 4.93 | 13.10 | 8.42 | 18.28 | 39.29 | 7.90 | 9.79 | 4.24 | 8.22 | 3.53 | 14.31 | 10.09 |
| Yield(%) | NA | 5.17 | 7.42 | 6.17 | 5.01 | NA | NA | 5.04 | NA | 1.57 | 4.25 | 8.20 | 7.96 | 5.30 | 3.46 | 4.46 | 0.63 | 2.78 | 4.69 | 6.85 | 4.63 | 5.03 | 4.62 | 3.50 | 3.55 | 4.18 | 8.85 | 5.90 | 7.68 | 4.71 | 4.03 | 3.30 | 5.65 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IBM 401 K PLUS PLAN Strategic Asset Allocation - Optimal Moderate |
-9.07%
Feb 2006 - Feb 2009 |
-0.66%
Feb 2004 - Feb 2009 |
4.70%
May 2007 - May 2017 |
5.10%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IBM 401 K PLUS PLAN Strategic Asset Allocation - Optimal Moderate |
22.23%
Feb 2009 - Feb 2012 |
17.80%
Oct 2002 - Oct 2007 |
10.68%
Mar 2003 - Mar 2013 |
9.88%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart