Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OMNICOM GROUP RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 36.41% | 13.45% | 20.23% | 12.18% | 10.89% | 8.99% | 8.72% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMNICOM GROUP RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.52 | 36.41 | 13.45 | 20.23 | 12.18 | 10.89 | 8.99 | 8.72 | NA | 25.79 | 23.15 | -3.09 | 16.32 | 43.83 | 12.15 | -3.56 | 11.56 | 3.10 | 1.46 | -3.99 | 22.43 | 12.37 | -4.56 | 10.82 | 26.13 | -23.59 | 8.57 | 5.29 | 8.56 | 12.14 | 25.14 | -12.84 | 6.68 |
| Sharpe Ratio | NA | 2.54 | 1.19 | 1.41 | 0.98 | NA | NA | 0.59 | 0.17 | 2.34 | 2.62 | -0.37 | 1.68 | 2.07 | 1.09 | -0.43 | 2.11 | 0.34 | 0.16 | -0.53 | 3.19 | 1.50 | -0.32 | 0.93 | 1.44 | -1.06 | 0.56 | 0.22 | 0.76 | 1.19 | 2.15 | -0.93 | 0.28 |
| Standard Deviation(%) | NA | 8.16 | 9.44 | 12.72 | 10.99 | NA | NA | 12.14 | 6.87 | 8.21 | 7.21 | 12.13 | 9.70 | 21.10 | 9.89 | 11.24 | 5.17 | 8.53 | 8.71 | 7.54 | 7.02 | 8.19 | 14.54 | 11.56 | 18.07 | 23.12 | 10.04 | 9.04 | 8.43 | 9.39 | 11.39 | 14.94 | 15.83 |
| Draw Down(%) | NA | 4.59 | 12.50 | 19.06 | 20.71 | NA | NA | 34.65 | 0.37 | 4.59 | 4.11 | 13.16 | 5.34 | 19.06 | 8.52 | 13.21 | 2.60 | 8.37 | 8.20 | 9.82 | 3.49 | 6.84 | 16.19 | 10.26 | 14.88 | 31.86 | 7.07 | 11.79 | 5.41 | 8.40 | 8.48 | 20.41 | 20.82 |
| Yield(%) | NA | 18.62 | 11.47 | 8.70 | 6.18 | NA | NA | 4.56 | NA | 4.62 | 17.90 | 6.97 | 5.60 | 7.12 | 1.28 | 4.78 | 0.66 | 2.17 | 2.32 | 7.98 | 7.16 | 3.29 | 2.54 | 1.39 | 1.54 | 1.51 | 3.67 | 6.59 | 7.63 | 2.23 | 1.19 | 1.20 | 3.59 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMNICOM GROUP RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-8.53%
Feb 2006 - Feb 2009 |
-1.20%
Feb 2004 - Feb 2009 |
3.54%
Feb 2006 - Feb 2016 |
4.41%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMNICOM GROUP RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
24.12%
Mar 2020 - Mar 2023 |
20.62%
Sep 2019 - Sep 2024 |
12.45%
Nov 2014 - Nov 2024 |
11.68%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart