Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LEXICON INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | -0.72% | 3.28% | 3.72% | 8.01% | 6.25% | NA | 6.68% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LEXICON INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.67 | -0.72 | 3.28 | 3.72 | 8.01 | 6.25 | NA | 6.68 | -5.91 | 11.59 | 1.89 | -1.26 | 6.68 | 14.30 | 12.06 | 1.69 | 11.87 | 24.64 | -24.40 | 9.78 | 9.63 | 8.67 | 13.36 | 25.86 | -2.91 | 2.71 |
| Sharpe Ratio | NA | -0.24 | 0.08 | 0.13 | 0.52 | NA | NA | 0.40 | -0.24 | 2.32 | 0.22 | -0.14 | 1.01 | 1.96 | 1.64 | 0.12 | 1.01 | 1.35 | -1.16 | 0.72 | 0.80 | 0.97 | 1.58 | 3.02 | -0.38 | 0.04 |
| Standard Deviation(%) | NA | 30.79 | 18.48 | 15.19 | 13.82 | NA | NA | 12.74 | 30.79 | 4.72 | 7.51 | 9.27 | 6.63 | 7.27 | 7.33 | 13.57 | 11.70 | 18.12 | 21.91 | 9.41 | 7.92 | 6.67 | 7.87 | 8.32 | 10.50 | 9.48 |
| Draw Down(%) | NA | 20.48 | 20.48 | 20.48 | 20.48 | NA | NA | 39.74 | 20.48 | 2.07 | 6.79 | 9.52 | 4.92 | 6.62 | 5.21 | 10.77 | 9.11 | 18.05 | 34.79 | 5.85 | 8.05 | 4.09 | 7.31 | 5.39 | 15.81 | 11.63 |
| Yield(%) | NA | 2.61 | 1.85 | 2.58 | 2.73 | NA | NA | 3.11 | 2.60 | 0.14 | 2.76 | 5.15 | 2.25 | 3.66 | 3.19 | 2.65 | 2.53 | 2.19 | 2.45 | 4.98 | 4.63 | 3.92 | 3.50 | 2.30 | 2.64 | 4.40 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| LEXICON INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-8.14%
Feb 2006 - Feb 2009 |
-1.20%
Feb 2004 - Feb 2009 |
4.58%
Oct 2007 - Oct 2017 |
6.17%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEXICON INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
19.87%
Feb 2009 - Feb 2012 |
16.46%
Feb 2009 - Feb 2014 |
9.06%
Mar 2003 - Mar 2013 |
8.09%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart