Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PIONEER NATURAL RESOURCES USA, INC. 401(k) AND MATCHING PLAN Strategic Asset Allocation - Optimal Moderate | NA | 23.44% | 0.45% | 3.74% | 4.08% | 6.07% | 6.33% | 6.92% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PIONEER NATURAL RESOURCES USA, INC. 401(k) AND MATCHING 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 (%) | -1.22 | 23.44 | 0.45 | 3.74 | 4.08 | 6.07 | 6.33 | 6.92 | NA | 7.46 | 10.28 | -16.88 | 8.47 | 7.61 | 19.09 | -6.41 | 12.72 | 3.76 | -1.65 | 5.64 | 12.79 | 12.56 | -1.54 | 16.41 | 28.48 | -23.59 | 8.56 | 13.90 | 12.81 | 18.01 | 32.80 | -2.66 | -3.32 |
| Sharpe Ratio | NA | 0.23 | -0.36 | 0.03 | 0.22 | NA | NA | 0.48 | 0.01 | 0.11 | 0.66 | -1.24 | 0.97 | 0.38 | 2.77 | -0.88 | 2.63 | 0.43 | -0.21 | 0.86 | 1.71 | 1.67 | -0.11 | 1.36 | 1.61 | -1.09 | 0.50 | 1.35 | 1.79 | 2.28 | 4.96 | -0.42 | -0.63 |
| Standard Deviation(%) | NA | 7.58 | 10.94 | 12.80 | 10.42 | NA | NA | 10.97 | 5.93 | 7.63 | 9.14 | 14.76 | 8.67 | 19.57 | 6.37 | 8.80 | 4.60 | 8.20 | 7.83 | 6.52 | 7.44 | 7.48 | 14.47 | 12.01 | 17.60 | 22.44 | 11.05 | 7.86 | 5.96 | 7.47 | 6.47 | 8.87 | 8.94 |
| Draw Down(%) | NA | 4.28 | 23.31 | 25.11 | 25.11 | NA | NA | 38.56 | 0.52 | 4.28 | 10.77 | 24.10 | 5.18 | 25.11 | 2.97 | 12.35 | 2.23 | 6.27 | 8.71 | 5.83 | 7.89 | 5.88 | 15.51 | 9.14 | 15.98 | 37.23 | 7.93 | 9.47 | 4.36 | 7.83 | 5.69 | 14.75 | 16.32 |
| Yield(%) | NA | 5.44 | 5.18 | 4.40 | 4.06 | NA | NA | 4.30 | NA | 1.05 | 5.01 | 3.76 | 5.72 | 3.00 | 3.41 | 5.64 | 0.23 | 1.94 | 6.50 | 4.57 | 5.48 | 4.08 | 4.12 | 2.95 | 2.08 | 6.67 | 8.37 | 5.68 | 6.12 | 3.71 | 3.30 | 2.03 | 3.53 |
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 |
|---|---|---|---|---|
| PIONEER NATURAL RESOURCES USA, INC. 401(k) AND MATCHING PLAN Strategic Asset Allocation - Optimal Moderate |
-7.08%
Feb 2006 - Feb 2009 |
0.06%
Sep 2017 - Sep 2022 |
2.66%
Oct 2013 - Oct 2023 |
3.51%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PIONEER NATURAL RESOURCES USA, INC. 401(k) AND MATCHING PLAN Strategic Asset Allocation - Optimal Moderate |
23.79%
Mar 2003 - Mar 2006 |
19.11%
Oct 2002 - Oct 2007 |
11.41%
Mar 2003 - Mar 2013 |
9.69%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart