Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Relational Investors, Llc 401(K) Plan Tactical Asset Allocation Moderate | NA | 15.83% | 3.30% | 7.48% | 3.86% | 6.05% | 8.00% | 9.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Relational Investors, Llc 401(K) Plan Tactical Asset Allocation 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 (%) | -1.36 | 15.83 | 3.30 | 7.48 | 3.86 | 6.05 | 8.00 | 9.04 | NA | 7.49 | 6.21 | -8.67 | 17.04 | 12.50 | 12.34 | -10.98 | 6.55 | 3.17 | -5.69 | 1.03 | 14.22 | 7.83 | 5.59 | 21.18 | 13.83 | 2.75 | 21.60 | 15.81 | 13.23 | 13.93 | 30.92 | 5.52 | 7.78 |
| Sharpe Ratio | NA | 0.29 | -0.12 | 0.32 | 0.18 | NA | NA | 0.75 | 0.06 | 0.09 | 0.24 | -0.70 | 1.65 | 0.67 | 1.52 | -1.33 | 1.14 | 0.32 | -0.63 | 0.13 | 1.81 | 1.04 | 0.43 | 1.66 | 1.29 | 0.25 | 1.55 | 1.32 | 1.44 | 1.38 | 4.69 | 0.79 | 0.87 |
| Standard Deviation(%) | NA | 9.75 | 11.01 | 12.69 | 10.66 | NA | NA | 9.78 | 10.65 | 9.86 | 8.10 | 14.29 | 10.34 | 18.18 | 7.21 | 9.24 | 5.20 | 9.17 | 9.06 | 7.57 | 7.86 | 7.50 | 12.81 | 12.74 | 10.68 | 7.22 | 12.02 | 9.51 | 7.69 | 9.39 | 6.45 | 5.60 | 6.26 |
| Draw Down(%) | NA | 6.16 | 16.09 | 22.52 | 22.52 | NA | NA | 22.52 | 0.91 | 6.16 | 7.42 | 15.55 | 5.83 | 22.52 | 4.02 | 17.62 | 3.50 | 8.20 | 11.16 | 6.33 | 7.76 | 5.16 | 11.89 | 8.48 | 6.08 | 5.45 | 9.64 | 12.35 | 5.09 | 14.28 | 4.33 | 5.05 | 4.36 |
| Yield(%) | NA | 2.25 | 4.01 | 3.25 | 2.92 | NA | NA | 0.00 | NA | 1.29 | 2.08 | 6.36 | 3.30 | 2.20 | 2.57 | 1.42 | 2.54 | 3.78 | 2.27 | 3.06 | 2.84 | 4.10 | 2.90 | 4.54 | 2.86 | 4.88 | 3.32 | 3.46 | 4.55 | 4.07 | 6.41 | 4.15 | 6.18 |
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 |
|---|---|---|---|---|
| Relational Investors, Llc 401(K) Plan Tactical Asset Allocation Moderate |
-1.59%
Mar 2017 - Mar 2020 |
-2.30%
Mar 2015 - Mar 2020 |
2.65%
Oct 2013 - Oct 2023 |
5.17%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Relational Investors, Llc 401(K) Plan Tactical Asset Allocation Moderate |
20.87%
Jan 2003 - Jan 2006 |
19.57%
Jan 2003 - Jan 2008 |
15.33%
Apr 2001 - Apr 2011 |
11.31%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart