Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Pearson 401K Strategic Asset Allocation - Optimal Moderate | NA | 34.41% | 12.18% | 12.22% | 8.88% | 9.51% | 8.24% | 8.69% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Pearson 401K 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 (%) | -0.70 | 34.41 | 12.18 | 12.22 | 8.88 | 9.51 | 8.24 | 8.69 | NA | 20.63 | 24.08 | -1.83 | 4.30 | 11.70 | 16.76 | -2.57 | 10.69 | 6.02 | 1.47 | 2.83 | 19.77 | 11.31 | -1.06 | 17.58 | 23.57 | -23.21 | 7.28 | 12.60 | 7.99 | 12.87 | 25.06 | -2.59 | 7.66 |
| Sharpe Ratio | NA | 2.12 | 1.02 | 0.83 | 0.77 | NA | NA | 0.68 | 0.13 | 1.90 | 2.54 | -0.24 | 0.43 | 0.80 | 2.21 | -0.43 | 2.08 | 0.68 | 0.17 | 0.41 | 2.76 | 1.40 | -0.08 | 1.38 | 1.43 | -1.13 | 0.48 | 1.49 | 1.02 | 1.73 | 2.92 | -0.37 | 0.63 |
| Standard Deviation(%) | NA | 7.30 | 9.86 | 10.93 | 9.46 | NA | NA | 10.38 | 5.98 | 7.39 | 7.81 | 13.26 | 9.92 | 14.36 | 6.96 | 9.09 | 4.84 | 8.57 | 8.57 | 6.86 | 7.15 | 8.02 | 14.18 | 12.63 | 16.38 | 21.28 | 8.85 | 6.24 | 5.70 | 6.88 | 8.33 | 10.10 | 8.48 |
| Draw Down(%) | NA | 4.66 | 12.17 | 21.13 | 21.13 | NA | NA | 35.37 | 0.36 | 4.66 | 4.36 | 12.29 | 7.63 | 21.13 | 3.47 | 11.22 | 2.24 | 8.03 | 7.23 | 5.83 | 3.18 | 6.72 | 13.54 | 9.36 | 15.57 | 32.70 | 5.53 | 6.77 | 3.65 | 4.74 | 8.35 | 14.69 | 10.39 |
| Yield(%) | NA | 14.99 | 9.89 | 7.30 | 5.18 | NA | NA | 3.98 | NA | 4.43 | 14.13 | 8.36 | 2.04 | 3.69 | 3.19 | 4.45 | 1.04 | 3.57 | 4.63 | 1.99 | 3.30 | 1.52 | 1.61 | 2.17 | 1.56 | 2.43 | 6.19 | 5.35 | 3.96 | 5.61 | 1.87 | 1.67 | 2.83 |
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 |
|---|---|---|---|---|
| Pearson 401K Strategic Asset Allocation - Optimal Moderate |
-7.08%
Feb 2006 - Feb 2009 |
-0.48%
Feb 2004 - Feb 2009 |
5.50%
Feb 2006 - Feb 2016 |
5.08%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Pearson 401K Strategic Asset Allocation - Optimal Moderate |
19.42%
Feb 2009 - Feb 2012 |
16.48%
Feb 2009 - Feb 2014 |
10.56%
Feb 2009 - Feb 2019 |
10.51%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart