Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| eMoney 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | 15.62% | 1.87% | 5.93% | 4.80% | 6.58% | 6.19% | 6.35% |
Data as of 08/30/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| eMoney 401(k) Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 11/13/2024 |
| 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 (%) | -0.01 | 15.62 | 1.87 | 5.93 | 4.80 | 6.58 | 6.19 | 6.35 | 9.33 | 9.97 | -12.22 | 5.48 | 13.40 | 17.55 | -6.68 | 11.11 | 4.84 | -0.23 | 5.71 | 11.43 | 13.21 | 0.73 | 12.01 | 24.59 | -23.99 | 11.78 | 11.69 | 6.49 | 11.18 | 20.32 | -6.62 | 8.23 |
| Sharpe Ratio | NA | 1.52 | -0.25 | 0.27 | 0.34 | NA | NA | 0.46 | 0.43 | 0.68 | -1.08 | 0.68 | 0.74 | 2.48 | -0.93 | 2.38 | 0.57 | -0.03 | 0.97 | 1.57 | 1.73 | 0.05 | 1.13 | 1.45 | -1.09 | 0.85 | 1.25 | 0.75 | 1.49 | 2.43 | -0.67 | 1.03 |
| Standard Deviation(%) | NA | 7.81 | 9.81 | 11.57 | 9.69 | NA | NA | 10.53 | 7.67 | 8.42 | 12.61 | 8.04 | 17.86 | 6.51 | 8.58 | 4.40 | 8.09 | 8.34 | 5.89 | 7.26 | 7.61 | 13.52 | 10.59 | 16.88 | 22.78 | 10.33 | 6.74 | 5.73 | 6.86 | 8.09 | 11.53 | 5.77 |
| Draw Down(%) | NA | 4.03 | 20.18 | 22.24 | 22.24 | NA | NA | 37.17 | 4.03 | 8.88 | 19.48 | 5.96 | 22.24 | 3.25 | 12.33 | 2.50 | 6.37 | 8.70 | 4.84 | 6.56 | 5.98 | 11.79 | 8.09 | 16.97 | 34.38 | 6.07 | 6.44 | 3.95 | 5.45 | 7.21 | 15.44 | 2.48 |
| Yield(%) | NA | 4.57 | 4.99 | 3.95 | 3.35 | NA | NA | 3.50 | 0.57 | 4.65 | 4.38 | 5.30 | 1.78 | 3.17 | 4.09 | 0.40 | 2.75 | 3.67 | 3.28 | 3.20 | 3.84 | 2.64 | 3.92 | 2.90 | 5.11 | 4.26 | 3.91 | 3.27 | 2.94 | 2.42 | 3.12 | 4.97 |
Data as of 08/30/2024, 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 |
|---|---|---|---|---|
| eMoney 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-6.42%
Feb 2006 - Feb 2009 |
-0.73%
Feb 2004 - Feb 2009 |
3.44%
Oct 2013 - Oct 2023 |
3.86%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| eMoney 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
19.03%
Feb 2009 - Feb 2012 |
15.01%
Feb 2009 - Feb 2014 |
9.37%
Feb 2009 - Feb 2019 |
7.97%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart