Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
DANAHER 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 20.42% | 4.62% | 7.81% | 6.14% | 7.02% | 6.53% | 6.94% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
DANAHER 401K PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -1.03 | 20.42 | 4.62 | 7.81 | 6.14 | 7.02 | 6.53 | 6.94 | NA | 6.14 | 11.37 | -5.08 | 5.37 | 16.22 | 18.36 | -6.55 | 11.07 | 6.42 | -1.14 | 3.84 | 11.73 | 12.05 | 0.46 | 12.79 | 25.57 | -23.26 | 8.46 | 11.93 | 7.08 | 13.02 | 24.74 | -2.29 | 1.57 |
Sharpe Ratio | NA | 0.08 | 0.00 | 0.35 | 0.44 | NA | NA | 0.57 | 0.05 | -0.06 | 0.87 | -0.53 | 0.60 | 0.89 | 2.61 | -0.88 | 1.98 | 0.72 | -0.14 | 0.57 | 1.81 | 1.88 | 0.04 | 1.37 | 1.87 | -1.53 | 0.66 | 1.23 | 0.96 | 1.73 | 4.11 | -0.43 | -0.10 |
Standard Deviation(%) | NA | 7.57 | 9.56 | 11.63 | 9.83 | NA | NA | 9.34 | 6.96 | 7.62 | 8.15 | 12.25 | 8.89 | 17.96 | 6.50 | 8.91 | 5.29 | 8.65 | 8.23 | 6.75 | 6.45 | 6.39 | 11.02 | 9.25 | 13.61 | 15.81 | 8.29 | 7.07 | 5.14 | 6.99 | 5.84 | 7.93 | 7.63 |
Draw Down(%) | NA | 4.87 | 13.91 | 21.39 | 21.39 | NA | NA | 35.03 | 0.53 | 4.80 | 6.67 | 13.91 | 4.78 | 21.39 | 3.20 | 13.02 | 2.28 | 7.24 | 8.41 | 5.24 | 6.48 | 5.08 | 10.54 | 7.47 | 15.66 | 31.87 | 5.64 | 7.21 | 4.10 | 6.11 | 4.41 | 13.49 | 9.94 |
Yield(%) | NA | 5.50 | 4.24 | 3.56 | 3.15 | NA | NA | 3.71 | NA | 0.85 | 5.35 | 2.15 | 4.67 | 2.26 | 3.02 | 2.50 | 0.50 | 4.17 | 3.61 | 2.89 | 2.92 | 4.60 | 3.76 | 5.56 | 4.22 | 5.43 | 5.96 | 3.77 | 3.40 | 4.22 | 2.41 | 3.59 | 3.49 |
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 |
---|---|---|---|---|
DANAHER 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.69%
Feb 2006 - Feb 2009 |
-0.50%
Feb 2004 - Feb 2009 |
4.75%
Feb 2006 - Feb 2016 |
4.61%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DANAHER 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.87%
Feb 2009 - Feb 2012 |
15.06%
Feb 2009 - Feb 2014 |
9.17%
Feb 2009 - Feb 2019 |
8.87%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart