Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Aar 401k Plan Strategic Asset Allocation - Optimal Moderate | NA | 24.61% | 0.88% | 6.82% | 6.67% | 8.26% | 7.49% | 7.34% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Aar 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 (%) | -0.95 | 24.61 | 0.88 | 6.82 | 6.67 | 8.26 | 7.49 | 7.34 | NA | 8.44 | 15.06 | -18.43 | 8.05 | 18.96 | 19.60 | -5.06 | 15.12 | 6.49 | 1.76 | 8.54 | 17.37 | 12.64 | 1.27 | 14.56 | 23.75 | -21.61 | 8.36 | 11.91 | 8.05 | 12.77 | 20.37 | -7.27 | 1.51 |
| Sharpe Ratio | NA | 0.31 | -0.21 | 0.22 | 0.43 | NA | NA | 0.49 | 0.05 | 0.20 | 1.11 | -1.18 | 0.80 | 0.99 | 2.43 | -0.59 | 3.15 | 0.73 | 0.19 | 1.25 | 2.33 | 1.53 | 0.09 | 1.20 | 1.34 | -1.01 | 0.56 | 1.12 | 0.87 | 1.59 | 2.35 | -0.69 | -0.07 |
| Standard Deviation(%) | NA | 9.35 | 12.46 | 13.62 | 11.27 | NA | NA | 11.55 | 7.86 | 9.41 | 9.73 | 16.80 | 10.03 | 18.96 | 7.48 | 10.72 | 4.60 | 8.55 | 8.90 | 6.84 | 7.45 | 8.22 | 14.52 | 12.03 | 17.61 | 22.21 | 9.65 | 7.71 | 6.75 | 7.46 | 8.36 | 12.06 | 11.57 |
| Draw Down(%) | NA | 5.72 | 23.39 | 25.62 | 25.62 | NA | NA | 34.53 | 0.62 | 5.65 | 9.64 | 24.26 | 4.96 | 21.48 | 4.30 | 12.75 | 1.54 | 7.26 | 8.79 | 4.86 | 6.06 | 6.75 | 13.37 | 8.53 | 16.73 | 33.04 | 6.43 | 7.93 | 4.48 | 6.99 | 8.04 | 18.53 | 14.92 |
| Yield(%) | NA | 3.91 | 3.88 | 3.57 | 3.21 | NA | NA | 3.39 | NA | 0.71 | 3.75 | 3.63 | 3.29 | 4.10 | 2.38 | 3.40 | 0.35 | 2.33 | 4.66 | 3.57 | 3.08 | 3.15 | 3.33 | 3.10 | 3.04 | 4.09 | 5.98 | 5.78 | 3.58 | 2.69 | 2.58 | 2.42 | 2.90 |
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 |
|---|---|---|---|---|
| Aar 401k Plan Strategic Asset Allocation - Optimal Moderate |
-6.35%
Feb 2006 - Feb 2009 |
-0.02%
Feb 2004 - Feb 2009 |
5.35%
Oct 2013 - Oct 2023 |
5.56%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Aar 401k Plan Strategic Asset Allocation - Optimal Moderate |
19.79%
Feb 2009 - Feb 2012 |
16.89%
Feb 2009 - Feb 2014 |
11.38%
Feb 2009 - Feb 2019 |
9.75%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart