Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INTERACTIVE DATA 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 20.34% | 0.78% | 4.79% | 4.24% | 6.02% | 5.64% | 6.50% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INTERACTIVE DATA 401K 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 (%) | -1.29 | 20.34 | 0.78 | 4.79 | 4.24 | 6.02 | 5.64 | 6.50 | NA | 5.11 | 11.91 | -13.76 | 5.26 | 12.83 | 18.32 | -9.08 | 11.76 | 4.76 | -1.35 | 3.52 | 13.48 | 16.42 | -2.77 | 14.09 | 26.47 | -22.57 | 3.79 | 13.72 | 5.99 | 13.81 | 20.42 | 2.21 | 7.19 |
| Sharpe Ratio | NA | -0.03 | -0.31 | 0.11 | 0.26 | NA | NA | 0.55 | 0.00 | -0.19 | 0.91 | -1.20 | 0.58 | 0.73 | 2.72 | -1.22 | 2.18 | 0.53 | -0.18 | 0.60 | 2.17 | 2.82 | -0.25 | 1.92 | 2.15 | -1.43 | 0.11 | 2.00 | 0.89 | 2.48 | 3.85 | 0.15 | 0.75 |
| Standard Deviation(%) | NA | 7.62 | 9.81 | 11.56 | 9.70 | NA | NA | 8.89 | 5.99 | 7.70 | 8.40 | 12.59 | 9.08 | 17.23 | 6.21 | 8.51 | 5.10 | 8.60 | 7.87 | 5.79 | 6.19 | 5.80 | 11.16 | 7.28 | 12.28 | 16.44 | 7.13 | 5.22 | 4.27 | 5.18 | 5.13 | 7.40 | 6.47 |
| Draw Down(%) | NA | 4.96 | 19.59 | 22.61 | 22.61 | NA | NA | 34.68 | 0.58 | 4.92 | 9.47 | 19.92 | 5.50 | 22.61 | 3.67 | 14.68 | 1.92 | 8.27 | 9.16 | 5.51 | 5.93 | 4.92 | 13.91 | 6.40 | 15.20 | 31.79 | 6.01 | 4.81 | 3.10 | 5.55 | 4.70 | 10.62 | 8.38 |
| Yield(%) | NA | 3.51 | 4.73 | 4.86 | 3.85 | NA | NA | 4.74 | NA | 0.73 | 3.41 | 3.96 | 6.21 | 4.35 | 5.90 | 2.97 | 0.55 | 2.35 | 5.16 | 3.38 | 3.55 | 5.36 | 3.36 | 5.28 | 4.04 | 6.98 | 8.13 | 7.86 | 7.33 | 5.31 | 4.10 | 4.50 | 4.28 |
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 |
|---|---|---|---|---|
| INTERACTIVE DATA 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-7.12%
Feb 2006 - Feb 2009 |
-0.58%
Feb 2004 - Feb 2009 |
2.89%
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 |
|---|---|---|---|---|
| INTERACTIVE DATA 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.62%
Feb 2009 - Feb 2012 |
15.70%
Feb 2009 - Feb 2014 |
9.11%
Feb 2009 - Feb 2019 |
7.82%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart