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 Strategic Asset Allocation - Equal Weight Moderate | NA | 16.97% | 2.71% | 6.90% | 13.75% | 11.44% | 9.51% | 9.65% |
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 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 (%) | -0.97 | 16.97 | 2.71 | 6.90 | 13.75 | 11.44 | 9.51 | 9.65 | NA | 4.78 | 7.64 | -6.71 | 13.48 | 11.50 | 17.92 | -8.93 | 8.64 | 156.71 | -10.06 | 1.89 | 3.84 | 10.30 | 0.70 | 13.57 | 17.31 | -22.09 | 10.67 | 8.30 | 9.51 | 13.62 | 22.73 | -2.19 | 4.05 |
| Sharpe Ratio | NA | -0.11 | -0.24 | 0.27 | 0.40 | NA | NA | 0.39 | 0.02 | -0.25 | 0.43 | -0.73 | 1.56 | 0.53 | 2.60 | -1.25 | 1.74 | 1.79 | -1.13 | 0.35 | 0.68 | 2.02 | 0.07 | 1.61 | 1.18 | -1.43 | 1.01 | 0.90 | 1.31 | 2.04 | 4.00 | -0.46 | 0.24 |
| Standard Deviation(%) | NA | 7.13 | 8.87 | 12.34 | 29.44 | NA | NA | 20.08 | 4.88 | 7.15 | 7.84 | 11.14 | 8.64 | 21.21 | 6.35 | 8.21 | 4.60 | 87.50 | 8.92 | 5.43 | 5.62 | 5.07 | 9.46 | 8.36 | 14.59 | 16.08 | 7.57 | 5.59 | 5.61 | 6.21 | 5.51 | 7.16 | 7.38 |
| Draw Down(%) | NA | 4.64 | 14.00 | 23.71 | 23.71 | NA | NA | 35.88 | 0.43 | 4.64 | 7.51 | 14.00 | 5.02 | 23.71 | 3.25 | 13.23 | 2.49 | 6.54 | 15.35 | 5.35 | 6.45 | 4.03 | 10.79 | 6.44 | 15.19 | 32.65 | 5.12 | 5.86 | 4.17 | 8.71 | 2.94 | 13.25 | 9.41 |
| Yield(%) | NA | 3.99 | 4.36 | 5.19 | 4.25 | NA | NA | 4.14 | NA | 1.03 | 3.77 | 4.74 | 3.89 | 9.52 | 2.44 | 4.96 | 0.61 | 4.90 | 2.54 | 2.99 | 2.47 | 3.79 | 4.65 | 4.53 | 3.46 | 4.51 | 4.41 | 3.58 | 4.09 | 4.10 | 4.37 | 4.19 | 5.70 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.97%
Feb 2006 - Feb 2009 |
-0.14%
Feb 2004 - Feb 2009 |
2.14%
Feb 2006 - Feb 2016 |
4.56%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Relational Investors, Llc 401(K) Plan Strategic Asset Allocation - Equal Weight Moderate |
41.48%
Feb 2016 - Feb 2019 |
29.08%
Feb 2016 - Feb 2021 |
15.83%
Feb 2009 - Feb 2019 |
12.84%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart