Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IHS 401(K) PLAN (74733) Tactical Asset Allocation Moderate | NA | -0.69% | 0.13% | 2.77% | 2.05% | 4.96% | 4.81% | 5.74% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IHS 401(K) PLAN (74733) Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.34 | -0.69 | 0.13 | 2.77 | 2.05 | 4.96 | 4.81 | 5.74 | -1.15 | 9.47 | -16.94 | 9.34 | 14.59 | 12.19 | -3.34 | 8.45 | 6.08 | -5.91 | -3.94 | 15.15 | 10.57 | 4.53 | 7.49 | 19.18 | -7.54 | 3.27 | 12.35 | 4.85 | 9.17 | 14.86 | 9.97 | 8.65 |
| Sharpe Ratio | NA | -0.06 | -0.29 | 0.37 | 0.17 | NA | NA | 0.59 | -0.16 | 0.70 | -2.02 | 1.12 | 1.72 | 2.11 | -0.60 | 1.63 | 0.89 | -0.84 | -0.19 | 2.20 | 2.08 | 0.53 | 0.89 | 2.71 | -1.02 | 0.03 | 1.32 | 0.58 | 1.65 | 3.47 | 2.12 | 1.17 |
| Standard Deviation(%) | NA | 7.47 | 8.27 | 7.85 | 9.62 | NA | NA | 8.05 | 8.92 | 7.42 | 9.05 | 8.30 | 8.33 | 5.11 | 7.71 | 4.79 | 6.63 | 7.09 | 21.13 | 6.87 | 5.06 | 8.46 | 8.30 | 7.04 | 8.26 | 8.63 | 6.90 | 4.66 | 4.98 | 4.08 | 4.17 | 5.43 |
| Draw Down(%) | NA | 5.91 | 19.10 | 19.10 | 22.36 | NA | NA | 22.36 | 2.69 | 5.91 | 17.52 | 5.18 | 10.09 | 2.67 | 9.63 | 3.98 | 5.70 | 9.52 | 12.82 | 6.33 | 4.54 | 7.26 | 7.51 | 3.53 | 14.83 | 6.69 | 6.79 | 3.19 | 4.95 | 3.47 | 2.44 | 4.10 |
| Yield(%) | NA | 3.50 | 5.29 | 5.40 | 5.34 | NA | NA | 5.44 | 0.01 | 3.73 | 2.47 | 9.76 | 5.40 | 5.92 | 3.41 | 0.52 | 2.58 | 2.62 | 17.19 | 3.35 | 4.65 | 3.19 | 5.22 | 6.45 | 5.66 | 3.68 | 4.62 | 6.06 | 7.10 | 4.77 | 8.01 | 8.82 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| IHS 401(K) PLAN (74733) Tactical Asset Allocation Moderate |
-1.44%
Nov 2013 - Nov 2016 |
0.10%
Dec 2013 - Dec 2018 |
2.05%
Oct 2013 - Oct 2023 |
4.05%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IHS 401(K) PLAN (74733) Tactical Asset Allocation Moderate |
12.02%
Dec 2018 - Dec 2021 |
11.64%
Feb 2009 - Feb 2014 |
8.73%
Apr 2001 - Apr 2011 |
6.70%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart