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 - Optimal Moderate | NA | 23.98% | 2.38% | 6.46% | 9.46% | 9.17% | 8.27% | 8.54% |
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 - 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 (%) | -1.09 | 23.98 | 2.38 | 6.46 | 9.46 | 9.17 | 8.27 | 8.54 | NA | 6.26 | 11.39 | -12.74 | 9.41 | 14.16 | 18.10 | -6.32 | 11.62 | 59.22 | -4.77 | 3.51 | 7.39 | 12.68 | -0.74 | 15.03 | 25.87 | -25.18 | 10.69 | 12.35 | 10.02 | 15.36 | 23.80 | -2.70 | 3.37 |
| Sharpe Ratio | NA | 0.09 | -0.26 | 0.22 | 0.48 | NA | NA | 0.50 | 0.00 | -0.04 | 0.83 | -1.09 | 1.08 | 0.77 | 2.72 | -0.91 | 2.59 | 1.47 | -0.58 | 0.63 | 1.01 | 1.74 | -0.06 | 1.30 | 1.34 | -1.17 | 0.79 | 1.21 | 1.19 | 1.94 | 3.16 | -0.41 | 0.11 |
| Standard Deviation(%) | NA | 8.12 | 10.13 | 11.94 | 15.87 | NA | NA | 13.42 | 7.37 | 8.19 | 8.57 | 12.92 | 8.70 | 18.13 | 6.14 | 8.37 | 4.24 | 40.03 | 8.26 | 5.58 | 7.28 | 7.24 | 13.51 | 11.53 | 19.30 | 22.24 | 9.71 | 7.50 | 6.60 | 7.45 | 7.30 | 9.30 | 9.76 |
| Draw Down(%) | NA | 5.58 | 19.22 | 22.37 | 22.37 | NA | NA | 39.03 | 0.68 | 5.46 | 9.01 | 19.24 | 5.99 | 22.37 | 2.92 | 12.15 | 2.04 | 6.01 | 11.17 | 5.10 | 8.48 | 5.64 | 13.91 | 8.56 | 17.24 | 37.27 | 6.19 | 8.40 | 4.61 | 9.06 | 5.82 | 15.48 | 13.27 |
| Yield(%) | NA | 3.34 | 3.54 | 3.72 | 3.11 | NA | NA | 3.33 | NA | 0.98 | 2.97 | 3.48 | 3.27 | 5.12 | 2.57 | 3.42 | 0.47 | 3.88 | 2.11 | 2.55 | 2.76 | 3.66 | 3.36 | 3.12 | 2.74 | 3.65 | 4.38 | 3.68 | 3.70 | 3.46 | 3.35 | 2.80 | 5.11 |
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 - Optimal Moderate |
-7.65%
Feb 2006 - Feb 2009 |
-0.21%
Feb 2004 - Feb 2009 |
4.06%
Jan 2006 - Jan 2016 |
6.08%
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 - Optimal Moderate |
22.52%
Feb 2016 - Feb 2019 |
18.73%
Feb 2016 - Feb 2021 |
13.31%
Feb 2009 - Feb 2019 |
10.93%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart