Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OFFICEMAX SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | 23.49% | 4.46% | 8.18% | 6.90% | 8.19% | 6.65% | 6.48% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OFFICEMAX SAVINGS 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 (%) | -0.82 | 23.49 | 4.46 | 8.18 | 6.90 | 8.19 | 6.65 | 6.48 | NA | 12.43 | 14.74 | -11.15 | 14.63 | 10.32 | 17.44 | -3.49 | 9.33 | 8.98 | -0.75 | 7.72 | 17.53 | 10.22 | 1.08 | 13.56 | 19.75 | -22.14 | 1.63 | 12.30 | 5.06 | 10.68 | 21.54 | -10.33 | 2.30 |
| Sharpe Ratio | NA | 0.88 | 0.11 | 0.39 | 0.48 | NA | NA | 0.41 | 0.02 | 0.71 | 1.15 | -0.85 | 1.70 | 0.47 | 2.15 | -0.51 | 1.79 | 1.02 | -0.09 | 1.09 | 2.38 | 1.23 | 0.06 | 1.05 | 0.93 | -0.89 | -0.13 | 1.26 | 0.40 | 1.28 | 2.20 | -0.85 | 0.00 |
| Standard Deviation(%) | NA | 8.10 | 11.05 | 13.40 | 11.03 | NA | NA | 12.26 | 7.92 | 8.19 | 9.12 | 14.73 | 8.59 | 21.34 | 7.47 | 9.34 | 4.86 | 8.60 | 9.00 | 7.09 | 7.34 | 8.28 | 16.19 | 12.87 | 21.12 | 25.80 | 10.63 | 7.20 | 7.22 | 7.64 | 9.47 | 13.43 | 11.55 |
| Draw Down(%) | NA | 4.42 | 14.17 | 24.04 | 24.04 | NA | NA | 39.54 | 0.56 | 4.42 | 7.67 | 15.37 | 4.07 | 24.04 | 3.88 | 12.30 | 2.03 | 7.30 | 7.69 | 4.84 | 4.37 | 6.07 | 14.43 | 10.64 | 19.53 | 33.20 | 7.47 | 5.34 | 4.41 | 5.33 | 7.20 | 19.69 | 13.85 |
| Yield(%) | NA | 2.95 | 2.07 | 1.78 | 1.55 | NA | NA | 1.64 | NA | 0.83 | 3.09 | 1.39 | 0.95 | 1.14 | 1.89 | 1.50 | 0.51 | 1.77 | 1.38 | 1.19 | 1.26 | 1.41 | 1.11 | 1.16 | 1.50 | 1.75 | 2.37 | 2.54 | 2.15 | 1.65 | 1.54 | 1.52 | 2.08 |
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 |
|---|---|---|---|---|
| OFFICEMAX SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-9.40%
Feb 2006 - Feb 2009 |
-2.69%
Feb 2004 - Feb 2009 |
4.47%
Dec 2001 - Dec 2011 |
4.99%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OFFICEMAX SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
18.68%
Feb 2009 - Feb 2012 |
15.84%
Feb 2009 - Feb 2014 |
10.57%
Feb 2009 - Feb 2019 |
9.50%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart