Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IMS Health 401K Strategic Asset Allocation - Optimal Moderate | NA | 34.64% | 13.22% | 15.21% | 10.68% | 10.37% | 8.86% | 9.37% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IMS Health 401K 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 (%) | -0.69 | 34.64 | 13.22 | 15.21 | 10.68 | 10.37 | 8.86 | 9.37 | NA | 22.99 | 20.52 | -1.20 | 6.37 | 29.16 | 18.23 | -0.51 | 9.68 | 5.98 | 0.91 | 3.62 | 19.55 | 11.35 | -1.26 | 13.10 | 22.30 | -23.17 | 7.60 | 11.62 | 9.84 | 11.85 | 22.07 | -2.59 | 12.73 |
| Sharpe Ratio | NA | 2.09 | 0.96 | 1.04 | 0.87 | NA | NA | 0.69 | 0.11 | 1.97 | 1.97 | -0.20 | 0.69 | 1.52 | 1.82 | -0.16 | 1.88 | 0.67 | 0.10 | 0.50 | 2.75 | 1.31 | -0.08 | 1.09 | 1.26 | -1.06 | 0.51 | 1.20 | 1.32 | 1.53 | 2.49 | -0.32 | 1.04 |
| Standard Deviation(%) | NA | 8.30 | 10.01 | 12.26 | 10.64 | NA | NA | 11.26 | 7.44 | 8.32 | 8.25 | 12.77 | 9.19 | 19.10 | 9.26 | 11.28 | 4.83 | 8.67 | 8.57 | 7.20 | 7.09 | 8.59 | 15.38 | 11.93 | 17.59 | 22.81 | 9.04 | 6.96 | 5.80 | 7.12 | 8.60 | 11.64 | 9.97 |
| Draw Down(%) | NA | 4.86 | 12.26 | 20.45 | 20.90 | NA | NA | 36.77 | 0.46 | 4.86 | 6.40 | 12.26 | 5.41 | 20.45 | 6.26 | 13.40 | 1.90 | 9.14 | 7.73 | 5.39 | 4.07 | 6.98 | 14.60 | 9.34 | 17.52 | 33.85 | 5.66 | 8.63 | 4.02 | 4.89 | 8.39 | 16.55 | 10.72 |
| Yield(%) | NA | 16.05 | 10.00 | 7.54 | 5.85 | NA | NA | 4.10 | NA | 4.59 | 14.91 | 8.07 | 1.45 | 5.79 | 2.10 | 7.93 | 1.08 | 5.46 | 4.75 | 1.99 | 3.02 | 1.80 | 3.72 | 2.04 | 1.87 | 2.95 | 5.36 | 3.68 | 2.73 | 2.20 | 1.74 | 1.74 | 3.46 |
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 |
|---|---|---|---|---|
| IMS Health 401K Strategic Asset Allocation - Optimal Moderate |
-7.06%
Feb 2006 - Feb 2009 |
-0.44%
Feb 2004 - Feb 2009 |
4.86%
Feb 2006 - Feb 2016 |
5.66%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IMS Health 401K Strategic Asset Allocation - Optimal Moderate |
17.72%
Feb 2009 - Feb 2012 |
15.66%
Feb 2009 - Feb 2014 |
10.91%
Nov 2014 - Nov 2024 |
11.40%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart