Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RED VENTURES L.L.C. 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 19.14% | -1.80% | 3.27% | 3.74% | 5.19% | 4.90% | 5.28% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RED VENTURES L.L.C. 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 (%) | -0.26 | 19.14 | -1.80 | 3.27 | 3.74 | 5.19 | 4.90 | 5.28 | NA | 8.25 | 10.85 | -18.33 | 2.33 | 14.90 | 19.89 | -8.60 | 10.99 | 3.98 | 0.27 | 1.10 | 15.36 | 5.94 | 1.75 | 13.15 | 23.64 | -21.78 | 5.65 | 9.07 | 7.90 | 11.59 | 24.67 | -5.19 | 0.90 |
| Sharpe Ratio | NA | 0.42 | -0.29 | 0.04 | 0.20 | NA | NA | 0.36 | 0.17 | 0.14 | 0.67 | -1.27 | 0.14 | 0.70 | 2.08 | -0.94 | 2.07 | 0.51 | 0.03 | 0.17 | 2.45 | 0.89 | 0.19 | 1.37 | 1.49 | -1.19 | 0.32 | 0.92 | 1.15 | 1.58 | 2.50 | -0.57 | -0.13 |
| Standard Deviation(%) | NA | 11.64 | 12.60 | 15.37 | 12.29 | NA | NA | 11.05 | 11.23 | 11.65 | 9.80 | 15.57 | 16.30 | 20.92 | 8.87 | 10.55 | 5.00 | 7.39 | 7.84 | 6.46 | 6.27 | 6.60 | 8.92 | 9.55 | 15.76 | 19.09 | 8.26 | 6.33 | 4.98 | 6.75 | 9.60 | 11.12 | 10.59 |
| Draw Down(%) | NA | 6.37 | 23.07 | 30.90 | 30.90 | NA | NA | 34.10 | 0.80 | 6.37 | 9.61 | 23.91 | 13.30 | 30.90 | 4.42 | 16.50 | 2.97 | 5.77 | 7.56 | 5.25 | 4.42 | 5.11 | 7.82 | 6.60 | 15.24 | 31.16 | 5.86 | 7.06 | 3.17 | 6.13 | 6.96 | 15.06 | 13.82 |
| Yield(%) | NA | 4.85 | 4.79 | 5.21 | 4.16 | NA | NA | 3.58 | NA | 0.82 | 4.52 | 3.42 | 5.60 | 5.58 | 5.94 | 6.83 | 0.20 | 2.05 | 4.61 | 1.74 | 2.62 | 1.49 | 1.36 | 1.47 | 2.54 | 4.07 | 7.77 | 6.09 | 5.20 | 2.38 | 1.68 | 1.83 | 2.65 |
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 |
|---|---|---|---|---|
| RED VENTURES L.L.C. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.47%
Feb 2006 - Feb 2009 |
-1.24%
Feb 2004 - Feb 2009 |
2.29%
Oct 2013 - Oct 2023 |
3.06%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RED VENTURES L.L.C. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
17.43%
Feb 2009 - Feb 2012 |
14.31%
Feb 2009 - Feb 2014 |
8.42%
Feb 2009 - Feb 2019 |
7.37%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart