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 |
|---|---|---|---|---|---|---|---|---|
| IDEALAB 401K PLAN Tactical Asset Allocation Moderate | NA | 14.31% | -0.98% | 3.71% | 3.28% | 4.18% | 6.33% | 7.60% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDEALAB 401K PLAN Tactical Asset Allocation 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 (%) | -1.56 | 14.31 | -0.98 | 3.71 | 3.28 | 4.18 | 6.33 | 7.60 | NA | -0.89 | 4.81 | -11.43 | 11.35 | 11.58 | 3.94 | -5.24 | 9.13 | 8.96 | -3.84 | 0.96 | 14.31 | 5.75 | -2.90 | 9.75 | 18.91 | -3.70 | 19.17 | 14.30 | 13.41 | 13.50 | 26.47 | 7.73 | 11.09 |
| Sharpe Ratio | NA | -0.56 | -0.64 | 0.04 | 0.11 | NA | NA | 0.73 | 0.07 | -0.73 | 0.08 | -1.38 | 1.14 | 1.22 | 0.45 | -0.83 | 1.55 | 1.40 | -0.66 | 0.14 | 1.98 | 1.15 | -0.27 | 0.80 | 1.91 | -1.00 | 1.37 | 1.25 | 1.70 | 1.48 | 5.47 | 1.42 | 2.23 |
| Standard Deviation(%) | NA | 10.14 | 8.94 | 9.23 | 7.90 | NA | NA | 7.96 | 9.43 | 10.22 | 7.05 | 9.26 | 9.91 | 9.29 | 5.69 | 7.89 | 5.48 | 6.27 | 5.90 | 6.78 | 7.20 | 4.96 | 10.72 | 12.07 | 9.86 | 4.63 | 11.79 | 8.86 | 6.62 | 8.52 | 4.71 | 4.67 | 3.93 |
| Draw Down(%) | NA | 8.45 | 13.23 | 16.38 | 16.38 | NA | NA | 16.38 | 0.76 | 8.45 | 6.86 | 13.29 | 5.10 | 9.51 | 3.23 | 12.56 | 3.35 | 5.24 | 7.39 | 8.42 | 5.61 | 4.33 | 10.76 | 8.29 | 4.93 | 4.87 | 9.18 | 13.27 | 5.05 | 11.46 | 1.83 | 6.94 | 3.03 |
| Yield(%) | NA | 3.86 | 3.51 | 3.54 | 3.76 | NA | NA | 3.52 | NA | 0.08 | 4.05 | 2.16 | 4.36 | 4.80 | 2.29 | 3.81 | 0.00 | 5.15 | 4.26 | 6.93 | 3.36 | 1.10 | 0.63 | 0.84 | 1.60 | 0.90 | 10.97 | 8.35 | 5.73 | 2.57 | 3.10 | 1.15 | 2.69 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDEALAB 401K PLAN Tactical Asset Allocation Moderate |
-2.74%
Dec 2021 - Dec 2024 |
0.56%
Feb 2018 - Feb 2023 |
2.11%
Oct 2013 - Oct 2023 |
3.49%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDEALAB 401K PLAN Tactical Asset Allocation Moderate |
20.40%
Oct 2004 - Oct 2007 |
18.56%
Oct 2002 - Oct 2007 |
12.54%
Apr 2001 - Apr 2011 |
9.58%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart