Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Robert Half International 401K Plan Strategic Asset Allocation - Optimal Moderate | NA | 1.05% | 4.42% | 4.63% | 8.25% | 6.84% | NA | 7.25% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Robert Half International 401K Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.14 | 1.05 | 4.42 | 4.63 | 8.25 | 6.84 | NA | 7.25 | -2.73 | 8.93 | 4.29 | 2.14 | 4.99 | 15.26 | 10.44 | 0.06 | 12.56 | 24.87 | -23.24 | 10.79 | 8.63 | 10.78 | 13.95 | 22.79 | -0.36 | 4.17 |
| Sharpe Ratio | NA | -0.37 | 0.32 | 0.37 | 0.73 | NA | NA | 0.54 | -0.37 | 1.78 | 0.50 | 0.25 | 0.72 | 2.14 | 1.33 | 0.00 | 1.06 | 1.49 | -1.11 | 0.85 | 0.67 | 1.40 | 1.87 | 3.24 | -0.16 | 0.23 |
| Standard Deviation(%) | NA | 10.90 | 8.31 | 8.08 | 10.34 | NA | NA | 10.49 | 10.90 | 4.67 | 8.15 | 8.45 | 6.95 | 7.10 | 7.83 | 14.71 | 11.73 | 16.68 | 21.74 | 9.18 | 7.91 | 6.15 | 6.96 | 6.83 | 9.37 | 8.15 |
| Draw Down(%) | NA | 13.59 | 13.59 | 13.59 | 16.58 | NA | NA | 36.57 | 13.59 | 2.41 | 7.59 | 7.25 | 4.77 | 5.62 | 6.63 | 14.63 | 9.26 | 16.58 | 35.06 | 5.91 | 9.04 | 4.04 | 6.01 | 5.29 | 13.09 | 10.42 |
| Yield(%) | NA | 5.29 | 3.74 | 4.96 | 4.33 | NA | NA | 4.11 | 5.26 | 0.38 | 5.55 | 2.65 | 11.11 | 3.29 | 3.42 | 4.15 | 3.86 | 3.26 | 4.48 | 4.74 | 4.18 | 3.62 | 3.10 | 2.72 | 3.39 | 4.77 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| Robert Half International 401K Plan Strategic Asset Allocation - Optimal Moderate |
-7.02%
Feb 2006 - Feb 2009 |
0.05%
Feb 2004 - Feb 2009 |
5.10%
Jan 2006 - Jan 2016 |
6.81%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Robert Half International 401K Plan Strategic Asset Allocation - Optimal Moderate |
18.31%
Feb 2009 - Feb 2012 |
14.99%
Feb 2009 - Feb 2014 |
9.01%
Mar 2003 - Mar 2013 |
8.25%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart