Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OCTAPHARMA USA INC. RETIREMENT 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 25.24% | 1.55% | 7.59% | 5.89% | 7.49% | 6.65% | 7.02% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OCTAPHARMA USA INC. RETIREMENT 401K PLAN Strategic Asset Allocation - Optimal 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 (%) | 0.28 | 25.24 | 1.55 | 7.59 | 5.89 | 7.49 | 6.65 | 7.02 | NA | 9.22 | 12.34 | -16.34 | 6.29 | 24.14 | 15.91 | -5.80 | 9.50 | 3.83 | 1.41 | 5.01 | 15.08 | 13.75 | 1.07 | 13.82 | 31.50 | -29.42 | 7.44 | 11.80 | 10.67 | 12.94 | 24.28 | -1.99 | 0.86 |
| Sharpe Ratio | NA | 0.26 | -0.22 | 0.29 | 0.37 | NA | NA | 0.47 | -0.10 | 0.30 | 0.96 | -1.35 | 0.68 | 1.28 | 2.37 | -0.78 | 1.81 | 0.56 | 0.17 | 0.81 | 2.23 | 1.84 | 0.07 | 1.07 | 1.51 | -1.24 | 0.45 | 1.13 | 1.36 | 1.65 | 3.03 | -0.33 | -0.18 |
| Standard Deviation(%) | NA | 8.64 | 10.30 | 12.32 | 10.05 | NA | NA | 11.23 | 9.31 | 8.68 | 8.43 | 13.16 | 9.24 | 18.73 | 6.13 | 9.14 | 4.90 | 6.46 | 8.14 | 6.14 | 6.75 | 7.45 | 14.72 | 12.83 | 20.83 | 24.55 | 9.89 | 7.53 | 6.23 | 7.27 | 7.80 | 9.27 | 7.86 |
| Draw Down(%) | NA | 7.64 | 20.07 | 24.56 | 24.56 | NA | NA | 43.71 | 1.02 | 6.74 | 8.52 | 22.81 | 6.23 | 21.62 | 3.02 | 12.75 | 2.36 | 4.91 | 6.68 | 4.56 | 5.77 | 6.04 | 12.38 | 9.82 | 18.88 | 39.92 | 6.86 | 8.06 | 3.94 | 6.61 | 6.20 | 13.12 | 9.88 |
| Yield(%) | NA | 2.84 | 3.30 | 3.62 | 3.33 | NA | NA | 3.54 | NA | 0.25 | 2.99 | 2.64 | 4.01 | 5.75 | 2.58 | 2.73 | 0.38 | 2.98 | 3.83 | 5.54 | 2.87 | 2.07 | 2.61 | 2.13 | 2.92 | 2.48 | 7.48 | 6.96 | 4.70 | 4.09 | 3.18 | 2.34 | 3.86 |
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 |
|---|---|---|---|---|
| OCTAPHARMA USA INC. RETIREMENT 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-10.20%
Feb 2006 - Feb 2009 |
-2.04%
Feb 2004 - Feb 2009 |
4.18%
Oct 2013 - Oct 2023 |
4.32%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCTAPHARMA USA INC. RETIREMENT 401K PLAN Strategic Asset Allocation - Optimal Moderate |
22.58%
Feb 2009 - Feb 2012 |
17.98%
Feb 2009 - Feb 2014 |
10.37%
Feb 2009 - Feb 2019 |
9.43%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart