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 - Optimal Moderate | NA | 23.26% | 0.25% | 4.38% | 4.00% | 6.18% | 5.90% | 6.86% |
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 - 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 (%) | -1.27 | 23.26 | 0.25 | 4.38 | 4.00 | 6.18 | 5.90 | 6.86 | NA | 6.03 | 11.16 | -15.47 | 3.45 | 13.71 | 16.76 | -7.15 | 8.42 | 6.06 | -0.93 | 3.29 | 15.93 | 17.03 | -2.51 | 15.36 | 22.89 | -21.54 | 5.96 | 14.48 | 6.82 | 17.34 | 22.76 | 2.90 | 6.03 |
| Sharpe Ratio | NA | 0.08 | -0.35 | 0.06 | 0.21 | NA | NA | 0.48 | 0.00 | -0.07 | 0.77 | -1.15 | 0.35 | 0.80 | 2.03 | -0.88 | 1.33 | 0.68 | -0.12 | 0.53 | 2.22 | 2.17 | -0.17 | 1.44 | 1.30 | -1.00 | 0.33 | 1.61 | 0.85 | 2.46 | 3.24 | 0.20 | 0.51 |
| Standard Deviation(%) | NA | 8.00 | 10.96 | 12.16 | 10.30 | NA | NA | 10.70 | 6.84 | 8.09 | 9.01 | 14.61 | 9.81 | 16.81 | 7.57 | 9.65 | 5.88 | 8.64 | 8.03 | 6.16 | 7.16 | 7.82 | 15.09 | 10.57 | 17.56 | 22.40 | 8.94 | 6.97 | 5.46 | 6.66 | 6.81 | 8.99 | 7.36 |
| Draw Down(%) | NA | 5.56 | 23.32 | 25.36 | 25.36 | NA | NA | 38.42 | 0.67 | 5.48 | 10.35 | 23.40 | 6.03 | 22.18 | 4.71 | 13.97 | 2.99 | 8.31 | 9.23 | 5.37 | 6.11 | 5.83 | 16.49 | 8.10 | 20.83 | 34.45 | 7.13 | 7.12 | 3.76 | 6.27 | 6.43 | 11.73 | 9.19 |
| Yield(%) | NA | 3.50 | 4.51 | 4.64 | 4.11 | NA | NA | 4.45 | NA | 0.75 | 3.38 | 4.63 | 4.81 | 4.73 | 4.99 | 5.03 | 0.51 | 2.75 | 6.20 | 3.59 | 3.33 | 4.13 | 3.11 | 3.20 | 2.93 | 6.23 | 10.87 | 7.72 | 5.25 | 4.39 | 2.77 | 3.58 | 3.51 |
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 - Optimal Moderate |
-7.40%
Feb 2006 - Feb 2009 |
-0.60%
Sep 2017 - Sep 2022 |
2.47%
Oct 2013 - Oct 2023 |
3.56%
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 - Optimal Moderate |
19.78%
Feb 2009 - Feb 2012 |
16.91%
Feb 2009 - Feb 2014 |
10.03%
Feb 2009 - Feb 2019 |
8.61%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart