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 Strategic Asset Allocation - Equal Weight Moderate | NA | 22.50% | 11.29% | 11.71% | 6.70% | 7.34% | 6.79% | 6.80% |
Data as of 07/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NISSAN EMPLOYEE 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 10/24/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 1.38 | 22.50 | 11.29 | 11.71 | 6.70 | 7.34 | 6.79 | 6.80 | 20.02 | 23.58 | -6.21 | 8.65 | 17.30 | 13.21 | -7.23 | 8.12 | 1.68 | -1.64 | 2.17 | 15.25 | 9.83 | -1.02 | 10.14 | 21.28 | -20.81 | 9.42 | 11.83 | 6.23 | 15.92 | 23.56 | -6.36 | 0.80 |
| Sharpe Ratio | NA | 3.44 | 0.87 | 0.85 | 0.56 | NA | NA | 0.57 | 1.75 | 2.54 | -0.58 | 0.85 | 0.91 | 1.58 | -0.95 | 1.39 | 0.15 | -0.18 | 0.27 | 2.29 | 1.36 | -0.10 | 1.15 | 1.53 | -1.33 | 0.84 | 1.26 | 0.84 | 2.19 | 2.96 | -0.79 | -0.18 |
| Standard Deviation(%) | NA | 8.03 | 10.07 | 12.19 | 10.45 | NA | NA | 9.80 | 8.16 | 7.61 | 13.14 | 10.14 | 18.67 | 7.49 | 8.96 | 5.38 | 9.62 | 9.16 | 8.02 | 6.63 | 7.19 | 10.69 | 8.74 | 13.83 | 16.36 | 7.65 | 6.77 | 4.85 | 6.84 | 7.73 | 9.46 | 8.24 |
| Draw Down(%) | NA | 5.39 | 15.76 | 22.99 | 22.99 | NA | NA | 30.68 | 5.39 | 5.03 | 15.76 | 8.27 | 22.99 | 5.18 | 13.52 | 4.15 | 10.97 | 9.28 | 5.70 | 4.43 | 6.74 | 10.28 | 6.81 | 13.17 | 28.61 | 5.30 | 7.58 | 3.62 | 5.59 | 7.19 | 16.91 | 11.77 |
| Yield(%) | NA | 14.78 | 11.31 | 8.63 | 5.74 | NA | NA | 4.19 | 4.19 | 14.69 | 7.12 | 7.13 | 4.90 | 4.39 | 4.10 | 0.64 | 1.60 | 4.43 | 3.66 | 3.75 | 1.80 | 1.95 | 2.06 | 1.87 | 3.37 | 6.30 | 5.22 | 2.95 | 2.53 | 2.39 | 2.62 | 2.71 |
Data as of 07/31/2024, 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 Strategic Asset Allocation - Equal Weight Moderate |
-4.65%
Feb 2006 - Feb 2009 |
-0.86%
Mar 2015 - Mar 2020 |
2.97%
Mar 2010 - Mar 2020 |
3.52%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NISSAN EMPLOYEE 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.69%
Mar 2003 - Mar 2006 |
13.75%
Oct 2002 - Oct 2007 |
8.58%
Mar 2003 - Mar 2013 |
8.21%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart