Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MEDIMMUNE LLC 401K PLAN Tactical Asset Allocation Moderate | NA | 16.50% | -1.16% | 2.54% | 2.33% | 3.33% | 5.28% | 6.19% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MEDIMMUNE LLC 401K PLAN Tactical Asset Allocation 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 (%) | -1.46 | 16.50 | -1.16 | 2.54 | 2.33 | 3.33 | 5.28 | 6.19 | NA | 11.26 | 9.81 | -15.41 | -0.97 | 15.68 | 2.35 | -4.48 | 10.26 | 8.34 | -5.10 | -0.20 | 14.60 | 4.56 | -0.63 | 5.85 | 20.98 | -1.67 | 12.58 | 15.13 | 8.20 | 15.63 | 15.58 | 6.76 | 6.21 |
| Sharpe Ratio | NA | 0.68 | -0.25 | 0.10 | 0.15 | NA | NA | 0.65 | 0.04 | 0.47 | 0.80 | -1.91 | -0.10 | 1.62 | 0.19 | -0.84 | 1.83 | 1.56 | -0.97 | -0.04 | 2.31 | 1.03 | -0.07 | 0.55 | 2.41 | -0.52 | 0.75 | 1.19 | 1.11 | 2.09 | 3.33 | 1.88 | 1.08 |
| Standard Deviation(%) | NA | 9.88 | 8.69 | 9.08 | 7.53 | NA | NA | 7.47 | 10.75 | 9.91 | 6.98 | 8.80 | 9.73 | 9.53 | 4.97 | 6.86 | 5.27 | 5.22 | 5.27 | 6.02 | 6.30 | 4.38 | 9.39 | 10.41 | 8.65 | 4.97 | 12.72 | 9.94 | 5.43 | 7.05 | 4.48 | 3.02 | 3.60 |
| Draw Down(%) | NA | 7.12 | 16.41 | 22.91 | 22.91 | NA | NA | 22.91 | 0.90 | 7.12 | 6.45 | 16.04 | 9.89 | 8.57 | 4.65 | 10.59 | 3.69 | 3.56 | 6.72 | 5.19 | 4.62 | 3.26 | 9.84 | 8.56 | 4.20 | 5.52 | 11.56 | 13.75 | 4.22 | 6.73 | 2.18 | 1.67 | 2.24 |
| Yield(%) | NA | 3.28 | 4.38 | 3.49 | 2.80 | NA | NA | 3.11 | NA | 0.67 | 3.38 | 2.00 | 7.22 | 2.52 | 2.39 | 1.85 | 0.11 | 3.38 | 2.69 | 2.59 | 3.88 | 2.64 | 2.25 | 1.90 | 3.36 | 2.52 | 3.71 | 3.91 | 2.65 | 4.29 | 2.49 | 3.85 | 5.29 |
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 |
|---|---|---|---|---|
| MEDIMMUNE LLC 401K PLAN Tactical Asset Allocation Moderate |
-3.98%
Apr 2021 - Apr 2024 |
-1.74%
Jan 2018 - Jan 2023 |
0.93%
Oct 2013 - Oct 2023 |
2.68%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEDIMMUNE LLC 401K PLAN Tactical Asset Allocation Moderate |
17.90%
Oct 2004 - Oct 2007 |
15.76%
Oct 2002 - Oct 2007 |
10.55%
Apr 2001 - Apr 2011 |
8.32%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart