Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Aon Hewitt Associates Retirement and Savings Plan Strategic Asset Allocation - Optimal Moderate | NA | 22.25% | 0.49% | 4.31% | 4.06% | 5.36% | 5.29% | 5.42% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Aon Hewitt Associates Retirement and Savings 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 (%) | -1.11 | 22.25 | 0.49 | 4.31 | 4.06 | 5.36 | 5.29 | 5.42 | NA | 8.04 | 12.98 | -18.26 | 8.72 | 8.71 | 15.23 | -6.43 | 12.37 | 3.71 | -0.53 | 2.79 | 14.94 | 12.01 | -5.43 | 11.48 | 25.55 | -27.67 | 11.38 | 11.69 | 11.91 | 13.88 | 22.62 | -8.24 | -0.29 |
| Sharpe Ratio | NA | 0.31 | -0.37 | 0.07 | 0.24 | NA | NA | 0.36 | -0.03 | 0.20 | 1.06 | -1.49 | 1.06 | 0.48 | 2.04 | -0.93 | 2.78 | 0.41 | -0.06 | 0.42 | 2.21 | 1.46 | -0.37 | 0.94 | 1.60 | -1.30 | 0.81 | 1.06 | 1.50 | 1.70 | 2.30 | -0.78 | -0.26 |
| Standard Deviation(%) | NA | 7.09 | 9.90 | 11.66 | 9.79 | NA | NA | 10.85 | 6.08 | 7.15 | 8.21 | 13.22 | 8.18 | 17.83 | 6.76 | 8.36 | 4.22 | 8.51 | 8.65 | 6.54 | 6.76 | 8.19 | 14.77 | 12.16 | 15.89 | 21.95 | 10.36 | 7.98 | 6.49 | 7.63 | 9.54 | 12.06 | 10.01 |
| Draw Down(%) | NA | 4.03 | 22.89 | 23.86 | 23.86 | NA | NA | 39.11 | 0.57 | 3.87 | 7.83 | 23.33 | 4.37 | 22.06 | 3.55 | 12.48 | 1.58 | 8.17 | 8.22 | 5.40 | 5.23 | 7.44 | 15.58 | 9.01 | 14.85 | 36.15 | 6.84 | 10.57 | 5.27 | 6.89 | 9.00 | 20.14 | 12.98 |
| Yield(%) | NA | 3.16 | 2.64 | 2.67 | 2.29 | NA | NA | 2.46 | NA | 0.89 | 2.71 | 1.90 | 2.59 | 1.96 | 3.54 | 2.01 | 0.86 | 2.08 | 2.41 | 2.12 | 1.89 | 1.71 | 1.39 | 1.43 | 1.72 | 2.87 | 6.14 | 5.73 | 2.47 | 3.71 | 1.47 | 1.39 | 1.65 |
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 |
|---|---|---|---|---|
| Aon Hewitt Associates Retirement and Savings Plan Strategic Asset Allocation - Optimal Moderate |
-7.78%
Feb 2006 - Feb 2009 |
-0.15%
Feb 2004 - Feb 2009 |
2.55%
Oct 2013 - Oct 2023 |
2.45%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Aon Hewitt Associates Retirement and Savings Plan Strategic Asset Allocation - Optimal Moderate |
19.46%
Mar 2003 - Mar 2006 |
14.80%
Oct 2002 - Oct 2007 |
8.51%
Mar 2003 - Mar 2013 |
7.55%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart