Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CSX 401K Retirement Plan Strategic Asset Allocation - Optimal Moderate | NA | 32.02% | 13.62% | 12.97% | 9.01% | 9.00% | 7.60% | 7.34% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSX 401K Retirement 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 (%) | -0.76 | 32.02 | 13.62 | 12.97 | 9.01 | 9.00 | 7.60 | 7.34 | NA | 14.07 | 24.84 | -2.21 | 13.25 | 8.73 | 12.24 | -2.99 | 9.97 | 5.94 | 3.44 | 3.15 | 18.91 | 11.69 | -0.48 | 8.92 | 19.37 | -22.07 | 5.66 | 11.50 | 6.35 | 11.08 | 20.42 | -6.31 | -0.39 |
| Sharpe Ratio | NA | 0.94 | 0.77 | 0.90 | 0.78 | NA | NA | 0.54 | 0.11 | 0.86 | 2.81 | -0.27 | 1.74 | 0.70 | 1.73 | -0.45 | 2.15 | 0.68 | 0.37 | 0.47 | 2.81 | 1.41 | -0.04 | 0.78 | 1.25 | -1.05 | 0.30 | 1.29 | 0.76 | 1.56 | 2.34 | -0.63 | -0.31 |
| Standard Deviation(%) | NA | 8.65 | 10.01 | 10.06 | 8.97 | NA | NA | 10.23 | 5.30 | 8.67 | 7.33 | 13.11 | 7.59 | 12.13 | 6.25 | 9.46 | 4.35 | 8.43 | 9.14 | 6.71 | 6.71 | 8.28 | 14.61 | 11.28 | 15.48 | 21.96 | 8.98 | 6.36 | 5.53 | 6.49 | 8.43 | 11.83 | 8.81 |
| Draw Down(%) | NA | 8.18 | 12.38 | 13.96 | 14.27 | NA | NA | 34.71 | 0.24 | 8.18 | 3.79 | 12.38 | 3.56 | 13.96 | 3.49 | 10.80 | 1.79 | 6.88 | 7.17 | 5.35 | 3.70 | 7.03 | 12.47 | 9.76 | 15.82 | 30.95 | 6.24 | 6.14 | 3.36 | 4.80 | 8.86 | 15.98 | 12.73 |
| Yield(%) | NA | 16.01 | 10.87 | 7.66 | 5.46 | NA | NA | 4.22 | NA | 5.19 | 14.93 | 8.26 | 4.26 | 2.07 | 4.14 | 4.94 | 1.15 | 2.37 | 5.11 | 2.22 | 1.85 | 1.60 | 1.81 | 1.69 | 2.31 | 4.13 | 6.84 | 6.65 | 4.02 | 4.01 | 2.20 | 2.11 | 3.10 |
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 |
|---|---|---|---|---|
| CSX 401K Retirement Plan Strategic Asset Allocation - Optimal Moderate |
-6.89%
Feb 2006 - Feb 2009 |
-1.09%
Feb 2004 - Feb 2009 |
4.67%
Feb 2006 - Feb 2016 |
4.59%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSX 401K Retirement Plan Strategic Asset Allocation - Optimal Moderate |
15.67%
Nov 2021 - Nov 2024 |
13.94%
Feb 2009 - Feb 2014 |
9.34%
Feb 2009 - Feb 2019 |
9.76%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart