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 - Equal Weight Moderate | NA | 4.70% | 2.95% | 6.08% | 5.14% | 7.14% | 6.02% | 6.16% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OCTAPHARMA USA INC. RETIREMENT 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| 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 (%) | -0.19 | 4.70 | 2.95 | 6.08 | 5.14 | 7.14 | 6.02 | 6.16 | 0.62 | 12.61 | -12.56 | 12.09 | 17.43 | 18.78 | -5.15 | 7.43 | 4.01 | 3.51 | 6.90 | 9.36 | 12.30 | 2.33 | 14.04 | 22.88 | -23.98 | 3.50 | 12.66 | 8.79 | 11.23 | 18.71 | -0.66 | 2.23 |
| Sharpe Ratio | NA | 0.58 | 0.18 | 0.55 | 0.48 | NA | NA | 0.49 | 0.05 | 1.06 | -1.09 | 1.44 | 0.88 | 2.78 | -0.39 | 1.53 | 0.47 | 0.42 | 1.18 | 1.43 | 2.11 | 0.20 | 1.29 | 1.12 | -1.14 | 0.05 | 1.41 | 1.13 | 1.48 | 3.18 | -0.27 | -0.01 |
| Standard Deviation(%) | NA | 7.70 | 9.90 | 11.97 | 10.89 | NA | NA | 10.91 | 7.34 | 7.89 | 12.82 | 8.38 | 19.52 | 6.25 | 16.76 | 4.45 | 8.05 | 8.27 | 5.85 | 6.53 | 5.80 | 11.53 | 10.83 | 20.28 | 21.86 | 9.97 | 6.66 | 5.89 | 6.96 | 5.67 | 6.46 | 6.23 |
| Draw Down(%) | NA | 6.86 | 18.80 | 22.93 | 22.93 | NA | NA | 40.05 | 1.46 | 6.86 | 18.80 | 5.50 | 22.93 | 2.76 | 11.19 | 2.34 | 7.40 | 6.55 | 4.15 | 6.52 | 4.49 | 9.83 | 7.45 | 18.75 | 35.22 | 7.17 | 6.19 | 3.92 | 7.40 | 4.09 | 9.56 | 7.40 |
| Yield(%) | NA | 3.62 | 3.72 | 3.87 | 3.33 | NA | NA | 3.61 | 0.01 | 3.85 | 2.93 | 4.35 | 4.78 | 3.73 | 2.61 | 0.42 | 3.57 | 4.22 | 3.00 | 1.94 | 2.48 | 2.82 | 2.39 | 2.36 | 2.67 | 6.75 | 7.12 | 4.62 | 4.16 | 3.87 | 3.61 | 4.69 |
Data as of 10/31/2023, 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 - Equal Weight Moderate |
-9.18%
Feb 2006 - Feb 2009 |
-1.92%
Feb 2004 - Feb 2009 |
4.66%
Nov 2006 - Nov 2016 |
4.63%
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 - Equal Weight Moderate |
20.19%
Feb 2009 - Feb 2012 |
15.60%
Feb 2009 - Feb 2014 |
9.76%
Feb 2009 - Feb 2019 |
8.13%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart