Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PAREXEL INTERNATIONAL CORPORATION 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 20.86% | 3.18% | 7.87% | 6.15% | 7.09% | 6.35% | 6.35% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PAREXEL INTERNATIONAL CORPORATION 401K RETIREMENT SAVINGS 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 (%) | -1.53 | 20.86 | 3.18 | 7.87 | 6.15 | 7.09 | 6.35 | 6.35 | NA | 10.68 | 16.11 | -14.88 | 9.11 | 18.68 | 18.63 | -6.60 | 10.67 | 0.47 | 2.77 | 2.53 | 16.00 | 11.63 | -0.38 | 12.15 | 26.29 | -26.79 | 10.54 | 10.10 | 7.83 | 8.88 | 21.13 | -5.26 | 1.31 |
| Sharpe Ratio | NA | 0.66 | 0.00 | 0.40 | 0.44 | NA | NA | 0.48 | 0.12 | 0.47 | 1.66 | -1.16 | 0.98 | 1.02 | 2.46 | -0.81 | 1.91 | 0.03 | 0.31 | 0.34 | 2.35 | 1.67 | -0.04 | 1.24 | 1.78 | -1.41 | 0.86 | 0.94 | 1.00 | 1.15 | 2.92 | -0.69 | -0.12 |
| Standard Deviation(%) | NA | 8.71 | 10.42 | 12.17 | 10.33 | NA | NA | 10.14 | 8.04 | 8.73 | 7.16 | 14.05 | 9.28 | 18.10 | 7.00 | 9.79 | 5.27 | 8.80 | 8.88 | 7.30 | 6.78 | 6.93 | 11.48 | 9.75 | 14.75 | 19.59 | 8.74 | 7.24 | 5.66 | 6.91 | 6.99 | 9.26 | 8.59 |
| Draw Down(%) | NA | 5.18 | 18.79 | 21.55 | 21.55 | NA | NA | 36.34 | 0.52 | 5.18 | 5.61 | 19.98 | 6.35 | 21.15 | 3.26 | 13.51 | 3.78 | 8.16 | 8.22 | 5.43 | 5.33 | 5.82 | 10.71 | 7.42 | 12.52 | 34.06 | 5.93 | 8.31 | 4.06 | 6.30 | 5.50 | 13.69 | 10.88 |
| Yield(%) | NA | 5.10 | 3.98 | 3.91 | 3.59 | NA | NA | 3.65 | NA | 0.54 | 5.80 | 1.60 | 4.60 | 4.75 | 2.76 | 3.32 | 0.24 | 2.94 | 6.18 | 4.98 | 4.09 | 2.08 | 1.87 | 2.08 | 2.30 | 2.31 | 8.46 | 8.30 | 3.65 | 2.40 | 3.20 | 2.25 | 3.26 |
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 |
|---|---|---|---|---|
| PAREXEL INTERNATIONAL CORPORATION 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-7.18%
Feb 2006 - Feb 2009 |
-1.38%
Feb 2004 - Feb 2009 |
4.54%
Oct 2007 - Oct 2017 |
4.04%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PAREXEL INTERNATIONAL CORPORATION 401K RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.84%
Feb 2009 - Feb 2012 |
14.94%
Feb 2009 - Feb 2014 |
8.72%
Feb 2009 - Feb 2019 |
8.63%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart