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 Strategic Asset Allocation - Optimal Moderate | NA | 22.55% | 2.10% | 6.23% | 5.32% | 6.54% | 6.44% | 6.74% |
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 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 (%) | -0.96 | 22.55 | 2.10 | 6.23 | 5.32 | 6.54 | 6.44 | 6.74 | NA | 1.63 | 13.32 | -15.67 | 8.23 | 16.96 | 18.99 | -6.49 | 10.47 | 2.03 | 0.52 | 4.02 | 14.36 | 12.10 | -0.61 | 12.08 | 27.61 | -23.26 | 11.28 | 11.98 | 9.10 | 13.18 | 22.27 | -10.19 | 9.76 |
| Sharpe Ratio | NA | -0.43 | -0.42 | 0.14 | 0.28 | NA | NA | 0.45 | 0.03 | -0.57 | 1.04 | -1.20 | 0.82 | 0.90 | 2.53 | -0.82 | 2.19 | 0.22 | 0.06 | 0.58 | 1.93 | 1.64 | -0.05 | 1.05 | 1.69 | -1.16 | 0.90 | 1.15 | 1.07 | 1.61 | 2.50 | -1.03 | 0.69 |
| Standard Deviation(%) | NA | 8.58 | 10.87 | 12.65 | 10.47 | NA | NA | 10.88 | 6.62 | 8.68 | 8.70 | 14.26 | 9.98 | 18.56 | 6.94 | 9.50 | 4.49 | 8.48 | 8.23 | 6.85 | 7.43 | 7.33 | 14.25 | 11.41 | 16.32 | 20.79 | 9.18 | 7.61 | 6.50 | 7.58 | 8.64 | 11.01 | 10.73 |
| Draw Down(%) | NA | 9.22 | 21.52 | 22.66 | 22.66 | NA | NA | 35.77 | 0.55 | 9.22 | 8.68 | 22.21 | 7.53 | 22.66 | 2.92 | 14.91 | 2.03 | 8.04 | 7.39 | 4.64 | 5.85 | 5.99 | 15.11 | 8.65 | 16.09 | 33.27 | 4.46 | 7.47 | 4.57 | 6.92 | 8.53 | 18.69 | 12.22 |
| Yield(%) | NA | 4.45 | 6.89 | 5.86 | 4.23 | NA | NA | 3.99 | NA | 0.61 | 4.23 | 4.98 | 10.59 | 4.10 | 4.73 | 3.22 | 0.30 | 1.48 | 5.35 | 2.81 | 2.21 | 3.93 | 1.92 | 3.59 | 2.78 | 2.95 | 8.66 | 4.50 | 2.07 | 4.44 | 3.06 | 2.48 | 6.86 |
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 Strategic Asset Allocation - Optimal Moderate |
-5.97%
Feb 2006 - Feb 2009 |
0.35%
Feb 2004 - Feb 2009 |
3.71%
Oct 2013 - Oct 2023 |
4.18%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADVANCE AUTO PARTS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
18.93%
Feb 2009 - Feb 2012 |
15.64%
Feb 2009 - Feb 2014 |
9.67%
Mar 2003 - Mar 2013 |
8.27%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart