Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NISSAN EMPLOYEE 401K PLAN Tactical Asset Allocation Moderate | NA | 33.19% | 7.63% | 8.33% | 4.99% | 5.07% | 6.06% | 7.01% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NISSAN EMPLOYEE 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 (%) | -0.64 | 33.19 | 7.63 | 8.33 | 4.99 | 5.07 | 6.06 | 7.01 | NA | 17.30 | 19.70 | -8.31 | 1.87 | 11.49 | 4.40 | -4.35 | 10.11 | 3.28 | -3.49 | -1.08 | 13.59 | 6.62 | -0.87 | 4.61 | 12.46 | 0.58 | 11.00 | 14.25 | 4.27 | 14.13 | 19.09 | 7.98 | 6.98 |
| Sharpe Ratio | NA | 1.34 | 0.56 | 0.61 | 0.44 | NA | NA | 0.75 | 0.07 | 1.21 | 2.09 | -0.96 | 0.19 | 1.21 | 0.62 | -0.73 | 1.73 | 0.70 | -0.65 | -0.16 | 1.88 | 1.22 | -0.11 | 0.42 | 1.54 | -0.09 | 0.89 | 1.37 | 0.37 | 1.95 | 3.28 | 2.22 | 1.21 |
| Standard Deviation(%) | NA | 8.90 | 8.90 | 9.16 | 7.62 | NA | NA | 7.23 | 11.08 | 8.87 | 7.40 | 10.11 | 9.75 | 9.29 | 4.83 | 7.77 | 5.47 | 4.42 | 5.41 | 6.74 | 7.20 | 5.38 | 8.56 | 10.77 | 8.01 | 3.89 | 8.99 | 8.00 | 5.76 | 6.78 | 5.61 | 3.10 | 3.87 |
| Draw Down(%) | NA | 7.42 | 13.53 | 17.35 | 17.35 | NA | NA | 17.35 | 0.76 | 7.42 | 4.58 | 13.53 | 7.52 | 10.71 | 3.93 | 10.36 | 4.11 | 2.68 | 5.89 | 5.93 | 5.60 | 4.72 | 9.53 | 10.62 | 5.16 | 3.30 | 6.74 | 9.95 | 4.46 | 6.37 | 2.68 | 1.59 | 2.69 |
| Yield(%) | NA | 15.42 | 10.90 | 9.11 | 6.53 | NA | NA | 5.59 | NA | 4.51 | 14.27 | 8.31 | 4.52 | 7.79 | 5.65 | 3.38 | 0.27 | 3.93 | 6.56 | 5.03 | 6.60 | 3.90 | 1.53 | 4.52 | 5.75 | 3.31 | 5.24 | 6.98 | 3.92 | 5.17 | 4.19 | 6.28 | 6.90 |
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 |
|---|---|---|---|---|
| NISSAN EMPLOYEE 401K PLAN Tactical Asset Allocation Moderate |
-1.38%
Oct 2017 - Oct 2020 |
0.30%
Jan 2018 - Jan 2023 |
2.11%
Mar 2013 - Mar 2023 |
3.05%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NISSAN EMPLOYEE 401K PLAN Tactical Asset Allocation Moderate |
15.12%
Apr 2003 - Apr 2006 |
13.24%
Oct 2002 - Oct 2007 |
9.98%
Apr 2001 - Apr 2011 |
7.36%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart