Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Insperity 401 K Plan Strategic Asset Allocation - Optimal Moderate | NA | 20.44% | 2.28% | 18.87% | 11.53% | 11.08% | 9.51% | 10.23% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Insperity 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 (%) | -1.21 | 20.44 | 2.28 | 18.87 | 11.53 | 11.08 | 9.51 | 10.23 | NA | 3.68 | 16.13 | -15.25 | 10.90 | 102.77 | 16.65 | -6.44 | 5.54 | 6.92 | 0.72 | 4.94 | 13.99 | 13.76 | 0.85 | 12.71 | 25.58 | -22.52 | 8.38 | 11.44 | 8.98 | 14.34 | 21.20 | 1.55 | 13.71 |
| Sharpe Ratio | NA | -0.24 | -0.27 | 0.56 | 0.46 | NA | NA | 0.53 | 0.07 | -0.36 | 1.30 | -1.18 | 1.15 | 1.76 | 1.92 | -0.75 | 0.89 | 0.79 | 0.07 | 0.76 | 1.98 | 1.95 | 0.06 | 1.08 | 1.46 | -1.07 | 0.57 | 1.13 | 1.02 | 1.76 | 2.66 | 0.04 | 1.45 |
| Standard Deviation(%) | NA | 8.16 | 10.78 | 27.78 | 20.57 | NA | NA | 15.80 | 4.62 | 8.21 | 9.12 | 14.08 | 9.42 | 58.30 | 7.95 | 10.37 | 5.55 | 8.51 | 10.27 | 6.51 | 7.06 | 7.03 | 14.93 | 11.69 | 17.44 | 21.97 | 9.39 | 7.21 | 6.68 | 7.60 | 7.71 | 10.25 | 7.85 |
| Draw Down(%) | NA | 7.46 | 21.02 | 24.57 | 24.70 | NA | NA | 36.10 | 0.32 | 7.43 | 7.75 | 21.41 | 6.14 | 24.57 | 3.46 | 14.42 | 4.59 | 8.87 | 8.05 | 5.30 | 6.13 | 5.46 | 14.43 | 9.52 | 16.17 | 36.07 | 5.70 | 7.05 | 3.98 | 7.18 | 5.32 | 13.14 | 7.86 |
| Yield(%) | NA | 8.10 | 5.52 | 5.47 | 5.76 | NA | NA | 4.62 | NA | 1.21 | 7.71 | 4.51 | 3.47 | 7.02 | 2.44 | 9.96 | 0.56 | 4.03 | 12.85 | 3.46 | 3.40 | 2.55 | 2.16 | 2.12 | 2.42 | 4.82 | 6.29 | 4.91 | 3.91 | 3.90 | 3.54 | 4.56 | 4.40 |
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 |
|---|---|---|---|---|
| Insperity 401 K Plan Strategic Asset Allocation - Optimal Moderate |
-6.98%
Feb 2006 - Feb 2009 |
-0.26%
Feb 2004 - Feb 2009 |
4.50%
Mar 2010 - Mar 2020 |
5.09%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Insperity 401 K Plan Strategic Asset Allocation - Optimal Moderate |
37.92%
Dec 2018 - Dec 2021 |
21.70%
Feb 2016 - Feb 2021 |
14.62%
Sep 2011 - Sep 2021 |
12.79%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart