Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LEND LEASE 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 3.98% | 11.71% | 10.32% | 9.06% | 6.90% | 7.63% | 7.75% |
Data as of 11/30/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LEND LEASE 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.54 | 3.98 | 11.71 | 10.32 | 9.06 | 6.90 | 7.63 | 7.75 | -5.34 | 4.26 | 21.28 | 17.90 | -2.85 | 14.46 | 5.51 | 0.23 | 4.76 | 15.82 | 14.63 | -1.55 | 15.49 | 22.74 | -24.47 | 7.47 | 10.95 | 7.47 | 13.82 | 21.34 | -1.86 | 2.27 |
| Sharpe Ratio | NA | -0.49 | 0.71 | 0.71 | 0.80 | NA | NA | 0.57 | -0.40 | 0.41 | 1.14 | 2.04 | -0.39 | 3.30 | 0.62 | 0.02 | 0.72 | 2.18 | 1.92 | -0.10 | 1.30 | 1.36 | -1.18 | 0.47 | 1.04 | 0.93 | 2.00 | 2.69 | -0.24 | 0.00 |
| Standard Deviation(%) | NA | 10.60 | 13.17 | 11.51 | 9.78 | NA | NA | 11.14 | 13.27 | 10.34 | 18.42 | 8.09 | 10.71 | 4.20 | 8.50 | 8.40 | 6.57 | 7.25 | 7.60 | 15.51 | 11.82 | 16.69 | 21.56 | 9.59 | 7.39 | 5.70 | 6.42 | 7.68 | 12.28 | 10.05 |
| Draw Down(%) | NA | 7.83 | 22.06 | 22.06 | 22.06 | NA | NA | 38.06 | 6.81 | 7.32 | 22.06 | 3.37 | 12.77 | 1.59 | 7.56 | 7.72 | 4.90 | 6.19 | 5.61 | 15.85 | 9.06 | 17.33 | 33.51 | 6.23 | 7.70 | 4.42 | 6.14 | 6.85 | 14.38 | 10.98 |
| Yield(%) | NA | 4.60 | 4.36 | 4.44 | 4.41 | NA | NA | 4.37 | 0.00 | 4.88 | 4.73 | 4.17 | 7.02 | 2.06 | 4.27 | 3.99 | 3.80 | 5.53 | 4.32 | 2.14 | 3.93 | 3.64 | 3.68 | 8.98 | 6.47 | 4.40 | 4.30 | 2.85 | 3.64 | 2.88 |
Data as of 11/30/2021, 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 |
|---|---|---|---|---|
| LEND LEASE 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.99%
Feb 2006 - Feb 2009 |
-1.16%
Feb 2004 - Feb 2009 |
5.04%
Feb 2006 - Feb 2016 |
5.64%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEND LEASE 401K PLAN Strategic Asset Allocation - Optimal Moderate |
18.83%
Feb 2009 - Feb 2012 |
16.23%
Feb 2009 - Feb 2014 |
10.87%
Feb 2009 - Feb 2019 |
8.29%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart