Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ROSS STORES INC. 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 24.11% | 4.74% | 8.01% | 6.09% | 6.51% | 6.43% | 7.22% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ROSS STORES INC. 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -1.07 | 24.11 | 4.74 | 8.01 | 6.09 | 6.51 | 6.43 | 7.22 | NA | 7.38 | 13.18 | -8.70 | 4.31 | 18.53 | 19.41 | -8.74 | 9.98 | 5.23 | 0.82 | 1.75 | 12.32 | 9.84 | -1.87 | 11.89 | 20.58 | -18.65 | 10.95 | 10.68 | 8.99 | 12.23 | 24.70 | -2.35 | 11.34 |
| Sharpe Ratio | NA | 0.20 | -0.02 | 0.34 | 0.40 | NA | NA | 0.54 | 0.08 | 0.09 | 1.12 | -0.83 | 0.45 | 1.01 | 2.65 | -0.79 | 2.06 | 0.58 | 0.09 | 0.25 | 1.94 | 1.58 | -0.15 | 1.17 | 1.44 | -1.03 | 0.89 | 1.07 | 1.11 | 1.40 | 2.97 | -0.32 | 0.97 |
| Standard Deviation(%) | NA | 8.66 | 9.77 | 11.91 | 10.41 | NA | NA | 10.26 | 6.03 | 8.71 | 7.96 | 12.12 | 9.60 | 18.19 | 6.78 | 12.65 | 4.55 | 8.64 | 8.66 | 6.79 | 6.32 | 6.18 | 12.41 | 10.09 | 14.23 | 18.92 | 8.94 | 6.93 | 6.12 | 8.07 | 8.10 | 10.92 | 9.29 |
| Draw Down(%) | NA | 6.91 | 16.03 | 23.14 | 23.14 | NA | NA | 31.99 | 0.47 | 6.91 | 6.70 | 16.22 | 6.44 | 23.14 | 3.69 | 14.86 | 3.94 | 7.38 | 8.85 | 5.10 | 5.97 | 4.83 | 13.65 | 8.01 | 15.40 | 31.99 | 6.51 | 7.59 | 4.78 | 6.74 | 7.67 | 16.43 | 9.67 |
| Yield(%) | NA | 4.13 | 4.30 | 4.33 | 4.93 | NA | NA | 4.49 | NA | 0.67 | 4.31 | 3.79 | 4.09 | 4.41 | 4.51 | 13.67 | 0.37 | 2.46 | 7.74 | 3.52 | 2.92 | 5.54 | 2.77 | 4.27 | 3.79 | 2.97 | 6.53 | 5.30 | 3.87 | 3.79 | 3.80 | 3.51 | 4.61 |
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 |
|---|---|---|---|---|
| ROSS STORES INC. 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
-4.36%
Feb 2006 - Feb 2009 |
1.25%
Feb 2004 - Feb 2009 |
3.94%
Mar 2010 - Mar 2020 |
4.02%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ROSS STORES INC. 401K SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.78%
Mar 2003 - Mar 2006 |
14.28%
Oct 2002 - Oct 2007 |
9.06%
Mar 2003 - Mar 2013 |
7.92%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart