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) Strategic Asset Allocation - Equal Weight Moderate | NA | 3.64% | 1.41% | 3.64% | 3.21% | 5.86% | 4.88% | 5.72% |
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) Strategic Asset Allocation - Equal Weight 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 (%) | -0.26 | 3.64 | 1.41 | 3.64 | 3.21 | 5.86 | 4.88 | 5.72 | 0.59 | 11.17 | -15.00 | 11.85 | 8.92 | 17.60 | -3.75 | 9.88 | 0.73 | 1.16 | 1.99 | 9.82 | 12.06 | 0.13 | 11.99 | 25.14 | -18.41 | 4.06 | 9.89 | 5.73 | 8.95 | 17.08 | 1.86 | 13.59 |
| Sharpe Ratio | NA | 0.34 | 0.03 | 0.36 | 0.31 | NA | NA | 0.54 | 0.05 | 0.85 | -1.29 | 1.59 | 0.53 | 2.77 | -0.71 | 2.27 | 0.06 | 0.15 | 0.11 | 1.62 | 2.35 | 0.01 | 1.50 | 2.04 | -1.41 | 0.18 | 1.38 | 0.84 | 1.82 | 3.37 | 0.11 | 1.57 |
| Standard Deviation(%) | NA | 7.95 | 9.70 | 10.83 | 10.56 | NA | NA | 9.07 | 6.58 | 8.16 | 12.74 | 7.44 | 16.37 | 5.85 | 7.16 | 4.07 | 8.52 | 7.70 | 18.16 | 6.02 | 5.12 | 9.67 | 7.94 | 12.26 | 13.70 | 5.81 | 4.78 | 4.24 | 4.40 | 4.87 | 6.93 | 7.20 |
| Draw Down(%) | NA | 6.70 | 21.27 | 24.07 | 24.07 | NA | NA | 30.33 | 1.25 | 6.70 | 21.22 | 4.36 | 24.07 | 2.40 | 8.49 | 2.08 | 6.60 | 8.07 | 11.03 | 6.25 | 4.35 | 10.94 | 6.73 | 13.80 | 28.02 | 4.78 | 5.20 | 2.99 | 4.31 | 3.30 | 9.75 | 6.98 |
| Yield(%) | NA | 3.51 | 4.64 | 4.36 | 4.67 | NA | NA | 4.57 | 0.01 | 3.75 | 3.39 | 6.80 | 3.81 | 4.32 | 4.89 | 0.24 | 1.84 | 2.86 | 15.02 | 3.56 | 4.51 | 4.08 | 5.48 | 4.18 | 4.15 | 5.18 | 4.78 | 4.99 | 6.16 | 4.08 | 3.60 | 3.44 |
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) Strategic Asset Allocation - Equal Weight Moderate |
-5.76%
Feb 2006 - Feb 2009 |
-0.80%
Feb 2004 - Feb 2009 |
3.21%
Oct 2013 - Oct 2023 |
3.75%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IHS 401(K) PLAN (74733) Strategic Asset Allocation - Equal Weight Moderate |
17.41%
Feb 2009 - Feb 2012 |
13.88%
Feb 2009 - Feb 2014 |
8.33%
Feb 2009 - Feb 2019 |
6.51%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart