Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMAZON 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 24.07% | 1.98% | 7.37% | 6.77% | 8.00% | 7.22% | 7.05% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMAZON 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 (%) | -1.07 | 24.07 | 1.98 | 7.37 | 6.77 | 8.00 | 7.22 | 7.05 | NA | 9.59 | 11.59 | -15.20 | 10.04 | 19.02 | 21.21 | -4.24 | 12.19 | 5.02 | 1.48 | 6.99 | 15.48 | 11.66 | -0.89 | 14.97 | 27.50 | -24.76 | 9.02 | 11.86 | 7.89 | 14.34 | 26.25 | -9.95 | -2.50 |
| Sharpe Ratio | NA | 0.47 | -0.22 | 0.30 | 0.47 | NA | NA | 0.48 | 0.01 | 0.35 | 0.82 | -1.14 | 1.15 | 1.01 | 2.78 | -0.52 | 2.38 | 0.58 | 0.17 | 1.04 | 2.20 | 1.52 | -0.06 | 1.25 | 1.64 | -1.16 | 0.63 | 1.15 | 0.92 | 1.70 | 2.41 | -0.76 | -0.39 |
| Standard Deviation(%) | NA | 8.36 | 11.00 | 12.55 | 10.55 | NA | NA | 11.43 | 8.32 | 8.44 | 8.99 | 14.50 | 8.73 | 18.64 | 7.13 | 10.60 | 4.86 | 8.26 | 8.57 | 6.71 | 7.03 | 7.62 | 14.88 | 11.94 | 16.69 | 22.16 | 9.61 | 7.48 | 6.19 | 7.86 | 10.61 | 14.58 | 12.46 |
| Draw Down(%) | NA | 5.27 | 20.81 | 21.50 | 21.50 | NA | NA | 37.42 | 0.75 | 5.18 | 9.37 | 21.18 | 4.95 | 21.50 | 3.30 | 12.28 | 2.40 | 7.43 | 7.26 | 4.48 | 6.04 | 6.71 | 15.07 | 8.94 | 16.92 | 35.39 | 6.21 | 8.01 | 4.43 | 6.78 | 7.20 | 19.03 | 16.40 |
| Yield(%) | NA | 3.00 | 4.54 | 4.55 | 3.83 | NA | NA | 3.86 | NA | 0.84 | 2.66 | 4.28 | 5.75 | 5.90 | 3.33 | 5.30 | 0.57 | 3.10 | 3.80 | 3.02 | 4.51 | 3.72 | 2.42 | 3.77 | 3.41 | 3.12 | 7.00 | 3.90 | 5.00 | 3.70 | 2.43 | 3.12 | 4.23 |
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 |
|---|---|---|---|---|
| AMAZON 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.05%
Feb 2006 - Feb 2009 |
-0.31%
Feb 2004 - Feb 2009 |
5.37%
Oct 2013 - Oct 2023 |
5.26%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMAZON 401K PLAN Strategic Asset Allocation - Optimal Moderate |
19.38%
Feb 2009 - Feb 2012 |
16.17%
Feb 2009 - Feb 2014 |
10.68%
Feb 2009 - Feb 2019 |
9.58%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart