Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ADP TOTALSOURCE RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 16.61% | 1.61% | 5.79% | 5.51% | 6.65% | 6.52% | 6.57% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADP TOTALSOURCE 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 (%) | -0.83 | 16.61 | 1.61 | 5.79 | 5.51 | 6.65 | 6.52 | 6.57 | NA | 4.14 | 8.87 | -7.69 | 0.27 | 20.58 | 16.88 | -5.10 | 13.36 | 2.91 | 1.01 | 2.47 | 15.73 | 12.31 | -0.78 | 12.01 | 27.51 | -20.61 | 8.55 | 10.97 | 8.80 | 11.53 | 20.37 | -7.75 | 4.42 |
| Sharpe Ratio | NA | -0.17 | -0.24 | 0.21 | 0.38 | NA | NA | 0.50 | 0.07 | -0.33 | 0.61 | -0.75 | 0.03 | 1.21 | 2.23 | -0.75 | 2.95 | 0.32 | 0.12 | 0.36 | 2.45 | 1.89 | -0.06 | 1.15 | 1.96 | -1.17 | 0.69 | 1.18 | 1.14 | 1.56 | 2.71 | -0.84 | 0.21 |
| Standard Deviation(%) | NA | 7.36 | 9.26 | 11.29 | 9.54 | NA | NA | 9.84 | 5.50 | 7.44 | 7.62 | 12.03 | 9.73 | 16.83 | 6.94 | 8.60 | 4.32 | 8.40 | 8.03 | 6.74 | 6.39 | 6.49 | 13.69 | 10.40 | 13.99 | 18.37 | 8.04 | 6.54 | 5.83 | 6.78 | 7.26 | 10.54 | 10.00 |
| Draw Down(%) | NA | 5.54 | 14.65 | 23.69 | 23.69 | NA | NA | 31.71 | 0.32 | 5.44 | 7.19 | 14.82 | 6.77 | 23.69 | 3.65 | 11.35 | 1.67 | 8.67 | 8.17 | 5.52 | 5.65 | 5.09 | 14.24 | 8.39 | 13.50 | 30.49 | 5.41 | 7.49 | 3.97 | 5.42 | 5.85 | 16.43 | 10.72 |
| Yield(%) | NA | 3.26 | 3.39 | 3.71 | 3.26 | NA | NA | 3.87 | NA | 0.69 | 3.65 | 3.47 | 2.25 | 4.89 | 3.62 | 3.30 | 0.59 | 2.10 | 5.47 | 2.77 | 4.09 | 2.85 | 3.16 | 4.35 | 3.80 | 5.37 | 6.50 | 7.16 | 4.07 | 3.60 | 3.90 | 1.93 | 5.45 |
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 |
|---|---|---|---|---|
| ADP TOTALSOURCE RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.86%
Feb 2006 - Feb 2009 |
0.78%
Feb 2004 - Feb 2009 |
4.38%
Oct 2013 - Oct 2023 |
4.79%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADP TOTALSOURCE RETIREMENT SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.76%
Feb 2009 - Feb 2012 |
15.29%
Feb 2009 - Feb 2014 |
9.44%
Feb 2009 - Feb 2019 |
8.33%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart