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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.38% | 2.53% | 5.07% | 4.48% | 5.57% | 5.43% | 5.88% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -1.11 | 18.38 | 2.53 | 5.07 | 4.48 | 5.57 | 5.43 | 5.88 | NA | 8.01 | 10.56 | -12.70 | 2.10 | 14.61 | 17.91 | -8.27 | 15.44 | 1.38 | -0.41 | -0.92 | 10.77 | 9.64 | -0.65 | 15.64 | 33.29 | -32.74 | 11.68 | 12.32 | 10.54 | 15.35 | 24.69 | -3.86 | -0.59 |
| Sharpe Ratio | NA | 0.38 | -0.20 | 0.14 | 0.30 | NA | NA | 0.43 | 0.08 | 0.19 | 0.93 | -1.07 | 0.24 | 0.87 | 2.61 | -0.99 | 3.43 | 0.14 | -0.05 | -0.15 | 1.81 | 1.72 | -0.07 | 1.84 | 2.11 | -1.52 | 0.76 | 1.06 | 1.45 | 2.24 | 4.50 | -0.72 | -0.38 |
| Standard Deviation(%) | NA | 7.35 | 9.53 | 11.11 | 9.52 | NA | NA | 9.87 | 6.09 | 7.38 | 6.77 | 13.10 | 8.58 | 16.44 | 6.33 | 9.68 | 4.32 | 8.48 | 8.08 | 6.23 | 5.92 | 5.59 | 9.82 | 8.44 | 15.72 | 22.15 | 11.43 | 8.50 | 5.77 | 6.43 | 5.33 | 6.91 | 7.71 |
| Draw Down(%) | NA | 5.41 | 19.75 | 22.49 | 22.49 | NA | NA | 45.65 | 0.49 | 5.41 | 6.14 | 20.47 | 6.36 | 21.30 | 3.23 | 14.79 | 1.43 | 7.70 | 9.00 | 5.79 | 6.37 | 4.90 | 9.81 | 6.12 | 15.44 | 38.16 | 9.30 | 11.59 | 4.77 | 6.49 | 5.82 | 14.74 | 11.93 |
| Yield(%) | NA | 2.84 | 4.19 | 3.80 | 3.65 | NA | NA | 3.44 | NA | 0.70 | 2.94 | 1.90 | 7.31 | 2.93 | 3.56 | 5.05 | 0.40 | 2.68 | 6.09 | 3.17 | 4.11 | 3.60 | 3.50 | 2.37 | 2.49 | 2.96 | 5.55 | 3.04 | 3.46 | 3.24 | 1.71 | 2.43 | 4.02 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-10.21%
Feb 2006 - Feb 2009 |
-1.47%
Feb 2004 - Feb 2009 |
2.79%
Sep 2012 - Sep 2022 |
2.28%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEDIMMUNE LLC 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
21.45%
Feb 2009 - Feb 2012 |
16.82%
Oct 2002 - Oct 2007 |
9.06%
Mar 2003 - Mar 2013 |
7.70%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart