Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Graphic Packaging International Inc 401k Plan Strategic Asset Allocation - Optimal Moderate | NA | -2.16% | 4.15% | 3.81% | 8.70% | 7.33% | NA | 7.90% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Graphic Packaging International Inc 401k Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.74 | -2.16 | 4.15 | 3.81 | 8.70 | 7.33 | NA | 7.90 | -4.02 | 8.42 | 5.80 | -1.17 | 4.93 | 16.41 | 13.84 | 0.11 | 14.70 | 27.15 | -23.68 | 10.66 | 12.87 | 9.71 | 15.46 | 21.97 | -0.57 | 8.42 |
| Sharpe Ratio | NA | -0.47 | 0.29 | 0.27 | 0.75 | NA | NA | 0.56 | -0.47 | 1.30 | 0.66 | -0.14 | 0.79 | 2.48 | 1.70 | 0.01 | 1.29 | 1.51 | -1.07 | 0.83 | 1.18 | 1.15 | 1.82 | 2.41 | -0.14 | 0.60 |
| Standard Deviation(%) | NA | 11.36 | 8.90 | 8.40 | 10.62 | NA | NA | 11.16 | 11.36 | 6.00 | 8.52 | 8.76 | 6.21 | 6.61 | 8.11 | 14.68 | 11.36 | 17.91 | 22.93 | 9.19 | 8.10 | 6.53 | 7.98 | 8.84 | 12.12 | 10.23 |
| Draw Down(%) | NA | 13.80 | 13.80 | 13.80 | 19.38 | NA | NA | 38.21 | 13.80 | 4.13 | 7.59 | 9.78 | 5.26 | 5.69 | 6.80 | 14.78 | 8.88 | 19.38 | 35.72 | 5.96 | 9.50 | 4.59 | 7.11 | 9.06 | 15.36 | 9.82 |
| Yield(%) | NA | 7.98 | 4.01 | 4.05 | 3.98 | NA | NA | 4.04 | 7.95 | 0.48 | 3.48 | 4.14 | 4.22 | 3.49 | 4.17 | 3.59 | 4.21 | 3.63 | 5.96 | 5.86 | 3.51 | 2.46 | 4.84 | 2.53 | 3.54 | 4.70 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| Graphic Packaging International Inc 401k Plan Strategic Asset Allocation - Optimal Moderate |
-6.94%
Feb 2006 - Feb 2009 |
0.37%
Feb 2004 - Feb 2009 |
5.75%
Oct 2007 - Oct 2017 |
7.29%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Graphic Packaging International Inc 401k Plan Strategic Asset Allocation - Optimal Moderate |
21.15%
Feb 2009 - Feb 2012 |
17.37%
Feb 2009 - Feb 2014 |
10.44%
Mar 2003 - Mar 2013 |
8.78%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart