Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ADVANCE AUTO PARTS INC. 401K PLAN Tactical Asset Allocation Moderate | NA | 17.16% | 1.37% | 5.80% | 5.97% | 7.35% | 8.63% | 8.48% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADVANCE AUTO PARTS INC. 401K PLAN Tactical Asset Allocation 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 (%) | -1.00 | 17.16 | 1.37 | 5.80 | 5.97 | 7.35 | 8.63 | 8.48 | NA | 0.93 | 11.54 | -11.69 | 8.40 | 13.01 | 20.41 | -6.81 | 11.15 | 8.52 | 1.93 | 5.73 | 16.98 | 9.07 | 1.73 | 13.67 | 24.13 | 1.33 | 14.57 | 14.10 | 8.64 | 13.63 | 24.23 | -4.93 | -1.25 |
| Sharpe Ratio | NA | -0.43 | -0.34 | 0.12 | 0.35 | NA | NA | 0.69 | 0.05 | -0.55 | 0.85 | -0.95 | 0.77 | 0.69 | 3.00 | -0.77 | 2.10 | 0.95 | 0.21 | 0.72 | 2.11 | 1.12 | 0.12 | 1.26 | 2.45 | 0.06 | 1.10 | 1.40 | 1.00 | 1.57 | 3.48 | -0.88 | -0.51 |
| Standard Deviation(%) | NA | 10.16 | 11.04 | 12.88 | 10.79 | NA | NA | 9.64 | 8.59 | 10.23 | 8.55 | 13.74 | 10.82 | 18.56 | 6.34 | 10.52 | 5.01 | 8.73 | 9.17 | 7.90 | 8.02 | 8.04 | 14.11 | 10.78 | 9.83 | 6.58 | 10.55 | 7.72 | 6.48 | 8.11 | 6.77 | 6.89 | 6.96 |
| Draw Down(%) | NA | 9.19 | 16.75 | 19.86 | 19.86 | NA | NA | 19.86 | 0.71 | 9.19 | 7.99 | 17.81 | 6.77 | 19.86 | 3.20 | 16.58 | 2.71 | 7.65 | 7.54 | 4.37 | 5.28 | 6.77 | 12.62 | 8.59 | 4.71 | 7.80 | 5.82 | 8.36 | 4.54 | 7.63 | 3.20 | 11.06 | 10.04 |
| Yield(%) | NA | 3.52 | 5.94 | 5.43 | 4.87 | NA | NA | 0.00 | NA | 0.95 | 4.48 | 3.08 | 10.25 | 5.26 | 6.69 | 3.92 | 4.81 | 4.38 | 4.04 | 2.98 | 1.85 | 3.63 | 2.24 | 4.90 | 4.59 | 4.52 | 10.29 | 6.62 | 2.40 | 3.15 | 3.22 | 2.03 | 6.76 |
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 |
|---|---|---|---|---|
| ADVANCE AUTO PARTS INC. 401K PLAN Tactical Asset Allocation Moderate |
-0.19%
Dec 2021 - Dec 2024 |
3.15%
Sep 2017 - Sep 2022 |
4.93%
Oct 2013 - Oct 2023 |
6.64%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADVANCE AUTO PARTS INC. 401K PLAN Tactical Asset Allocation Moderate |
16.98%
Apr 2003 - Apr 2006 |
15.62%
Oct 2002 - Oct 2007 |
12.75%
Mar 2003 - Mar 2013 |
11.27%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart