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 Most Aggressive | NA | 21.09% | 3.94% | 9.94% | 7.32% | 9.47% | 8.26% | 8.29% |
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 Most Aggressive | 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 (%) | 0.11 | 21.09 | 3.94 | 9.94 | 7.32 | 9.47 | 8.26 | 8.29 | 16.94 | 12.31 | -13.65 | 10.92 | 19.15 | 25.66 | -9.89 | 15.12 | 8.17 | -1.41 | 4.99 | 20.48 | 17.03 | -4.93 | 20.45 | 46.44 | -43.26 | 13.58 | 17.63 | 11.52 | 17.25 | 39.88 | -17.48 | 7.93 |
| Sharpe Ratio | NA | 1.82 | 0.02 | 0.38 | 0.38 | NA | NA | 0.37 | 0.95 | 0.67 | -0.81 | 0.83 | 0.61 | 2.12 | -0.74 | 1.88 | 0.59 | -0.10 | 0.48 | 1.75 | 1.31 | -0.21 | 0.98 | 1.48 | -1.03 | 0.60 | 1.17 | 0.93 | 1.37 | 2.48 | -0.84 | 0.70 |
| Standard Deviation(%) | NA | 11.32 | 14.46 | 18.66 | 15.98 | NA | NA | 18.67 | 11.44 | 12.11 | 18.59 | 13.09 | 30.85 | 11.46 | 15.12 | 7.71 | 13.53 | 14.39 | 10.32 | 11.65 | 13.00 | 24.18 | 20.73 | 31.29 | 42.98 | 17.56 | 12.32 | 10.09 | 11.93 | 15.83 | 22.11 | 8.02 |
| Draw Down(%) | NA | 7.21 | 24.29 | 33.94 | 33.94 | NA | NA | 59.38 | 7.21 | 11.31 | 24.29 | 8.32 | 33.94 | 6.19 | 19.60 | 4.03 | 11.82 | 13.02 | 7.60 | 8.77 | 10.62 | 22.56 | 14.66 | 27.06 | 54.95 | 11.78 | 12.81 | 7.44 | 8.82 | 13.35 | 32.37 | 4.00 |
| Yield(%) | NA | 4.04 | 5.14 | 4.13 | 3.51 | NA | NA | 3.71 | 0.11 | 4.31 | 4.87 | 5.73 | 2.25 | 3.01 | 4.89 | 0.36 | 3.75 | 3.75 | 2.05 | 2.14 | 2.49 | 1.72 | 2.12 | 1.74 | 1.38 | 10.68 | 10.00 | 6.74 | 1.52 | 7.44 | 0.57 | 1.72 |
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 Most Aggressive |
-15.81%
Feb 2006 - Feb 2009 |
-4.71%
Feb 2004 - Feb 2009 |
5.00%
Feb 2006 - Feb 2016 |
4.54%
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 Most Aggressive |
30.26%
Feb 2009 - Feb 2012 |
23.40%
Feb 2009 - Feb 2014 |
13.89%
Feb 2009 - Feb 2019 |
12.08%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart