Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PUBLICIS BENEFITS CONNECTION 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 22.83% | 2.51% | 7.23% | 6.77% | 7.38% | 6.60% | 7.36% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PUBLICIS BENEFITS CONNECTION 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 (%) | -1.36 | 22.83 | 2.51 | 7.23 | 6.77 | 7.38 | 6.60 | 7.36 | NA | 6.67 | 12.88 | -14.49 | 10.56 | 17.48 | 20.23 | -5.95 | 13.88 | 4.09 | 3.44 | 5.68 | 7.10 | 11.84 | 0.19 | 13.85 | 34.41 | -26.99 | 3.14 | 13.91 | 6.86 | 14.67 | 26.10 | 0.23 | 3.85 |
| Sharpe Ratio | NA | 0.10 | -0.24 | 0.29 | 0.47 | NA | NA | 0.57 | 0.01 | 0.01 | 1.05 | -1.16 | 1.18 | 0.96 | 2.96 | -0.81 | 2.99 | 0.48 | 0.40 | 0.97 | 1.11 | 2.11 | 0.02 | 1.50 | 1.93 | -1.34 | 0.02 | 1.81 | 0.84 | 2.19 | 4.46 | -0.11 | 0.21 |
| Standard Deviation(%) | NA | 8.20 | 10.36 | 12.09 | 10.03 | NA | NA | 9.97 | 7.63 | 8.24 | 8.24 | 13.68 | 8.94 | 18.05 | 6.36 | 8.98 | 4.43 | 8.03 | 8.45 | 5.86 | 6.39 | 5.58 | 10.37 | 9.20 | 17.78 | 20.86 | 8.56 | 5.89 | 5.56 | 6.27 | 5.70 | 7.65 | 7.41 |
| Draw Down(%) | NA | 6.16 | 19.31 | 20.76 | 20.76 | NA | NA | 40.44 | 0.66 | 6.07 | 7.15 | 20.12 | 5.73 | 20.76 | 2.93 | 11.38 | 2.02 | 7.42 | 7.89 | 4.14 | 7.45 | 4.57 | 11.06 | 6.56 | 17.45 | 38.77 | 6.65 | 5.57 | 4.07 | 7.63 | 3.88 | 12.66 | 9.01 |
| Yield(%) | NA | 4.47 | 4.58 | 4.31 | 3.68 | NA | NA | 4.32 | NA | 0.78 | 4.50 | 3.75 | 4.59 | 4.68 | 3.47 | 2.43 | 0.40 | 2.77 | 6.29 | 3.15 | 2.83 | 4.04 | 3.03 | 4.63 | 4.77 | 5.04 | 6.78 | 5.58 | 4.28 | 5.27 | 5.70 | 5.15 | 5.39 |
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 |
|---|---|---|---|---|
| PUBLICIS BENEFITS CONNECTION 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-9.98%
Feb 2006 - Feb 2009 |
-2.19%
Feb 2004 - Feb 2009 |
4.60%
Jan 2007 - Jan 2017 |
4.84%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PUBLICIS BENEFITS CONNECTION 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
22.46%
Feb 2009 - Feb 2012 |
16.21%
Feb 2009 - Feb 2014 |
10.54%
Feb 2009 - Feb 2019 |
9.60%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart