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 - Optimal Moderate | NA | 23.44% | 0.59% | 4.57% | 5.06% | 6.99% | 6.69% | 7.29% |
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 - 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 (%) | -0.72 | 23.44 | 0.59 | 4.57 | 5.06 | 6.99 | 6.69 | 7.29 | NA | 5.76 | 10.09 | -13.80 | 1.57 | 17.57 | 17.05 | -3.57 | 10.31 | 5.08 | -0.83 | 5.29 | 16.79 | 12.65 | 0.41 | 17.67 | 30.12 | -22.89 | 9.09 | 9.04 | 8.60 | 15.25 | 27.35 | -7.20 | 8.67 |
| Sharpe Ratio | NA | 0.04 | -0.33 | 0.10 | 0.30 | NA | NA | 0.50 | 0.03 | -0.10 | 0.64 | -1.10 | 0.16 | 1.03 | 2.16 | -0.56 | 2.16 | 0.57 | -0.11 | 0.78 | 2.36 | 1.60 | 0.02 | 1.51 | 1.82 | -1.10 | 0.69 | 0.74 | 0.98 | 1.86 | 2.62 | -0.62 | 0.48 |
| Standard Deviation(%) | NA | 7.82 | 10.58 | 11.91 | 9.96 | NA | NA | 11.11 | 6.33 | 7.91 | 9.12 | 13.81 | 9.45 | 16.82 | 7.25 | 8.72 | 4.49 | 8.55 | 7.93 | 6.78 | 7.11 | 7.87 | 15.33 | 11.64 | 16.52 | 21.57 | 8.89 | 7.78 | 6.56 | 7.68 | 10.16 | 13.45 | 13.18 |
| Draw Down(%) | NA | 6.63 | 20.41 | 24.87 | 24.91 | NA | NA | 35.38 | 0.51 | 6.55 | 10.23 | 20.95 | 6.21 | 24.87 | 3.89 | 11.81 | 2.15 | 8.28 | 7.89 | 4.96 | 6.00 | 6.10 | 15.12 | 8.18 | 15.38 | 34.70 | 5.69 | 8.27 | 4.56 | 6.36 | 6.28 | 20.52 | 12.74 |
| Yield(%) | NA | 4.76 | 3.85 | 4.50 | 3.78 | NA | NA | 4.65 | NA | 0.67 | 4.79 | 3.80 | 2.42 | 6.84 | 3.84 | 4.06 | 0.44 | 1.86 | 5.29 | 3.92 | 5.59 | 4.26 | 4.22 | 5.18 | 3.40 | 4.79 | 6.72 | 9.59 | 6.93 | 6.19 | 2.71 | 1.64 | 7.86 |
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 - Optimal Moderate |
-6.39%
Feb 2006 - Feb 2009 |
0.22%
Feb 2004 - Feb 2009 |
3.46%
Oct 2013 - Oct 2023 |
4.83%
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 - Optimal Moderate |
21.42%
Feb 2009 - Feb 2012 |
17.67%
Feb 2009 - Feb 2014 |
10.84%
Feb 2009 - Feb 2019 |
9.26%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart