Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VALEANT PHARMACEUTICALS INTERNATIONAL 401K Tactical Asset Allocation Moderate | NA | 13.03% | 0.81% | 5.22% | 4.65% | 6.30% | 7.17% | 8.04% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VALEANT PHARMACEUTICALS INTERNATIONAL 401K 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 (%) | -1.59 | 13.03 | 0.81 | 5.22 | 4.65 | 6.30 | 7.17 | 8.04 | NA | 1.62 | 10.13 | -12.61 | 10.14 | 14.84 | 7.41 | -2.60 | 14.31 | 6.15 | -3.58 | 2.50 | 14.11 | 9.15 | 2.37 | 17.11 | 25.84 | -5.53 | 11.24 | 16.04 | 5.05 | 10.57 | 18.15 | 9.16 | 8.12 |
| Sharpe Ratio | NA | -0.30 | -0.41 | 0.21 | 0.34 | NA | NA | 0.79 | 0.07 | -0.51 | 0.84 | -1.47 | 1.06 | 1.55 | 1.15 | -0.56 | 2.78 | 1.04 | -0.59 | 0.40 | 2.08 | 1.68 | 0.25 | 1.32 | 2.63 | -0.77 | 0.68 | 1.40 | 0.50 | 1.64 | 2.22 | 1.70 | 1.11 |
| Standard Deviation(%) | NA | 9.64 | 8.82 | 9.10 | 7.65 | NA | NA | 7.98 | 8.98 | 9.72 | 7.03 | 9.52 | 9.50 | 9.40 | 5.23 | 7.00 | 4.92 | 5.72 | 6.17 | 6.27 | 6.78 | 5.41 | 9.25 | 12.89 | 9.79 | 8.41 | 12.21 | 9.10 | 5.78 | 5.86 | 7.87 | 4.75 | 5.26 |
| Draw Down(%) | NA | 7.26 | 12.87 | 15.13 | 15.13 | NA | NA | 15.13 | 0.67 | 7.26 | 5.72 | 13.60 | 5.92 | 10.52 | 3.07 | 9.09 | 2.63 | 4.32 | 7.56 | 6.38 | 6.69 | 4.33 | 8.82 | 8.37 | 4.76 | 11.32 | 8.60 | 9.11 | 4.03 | 6.66 | 3.92 | 2.68 | 4.10 |
| Yield(%) | NA | 4.84 | 3.54 | 4.02 | 3.49 | NA | NA | 4.17 | NA | 0.82 | 4.87 | 2.19 | 3.70 | 5.22 | 3.81 | 4.13 | 0.05 | 3.57 | 2.45 | 4.42 | 2.72 | 5.41 | 2.93 | 4.79 | 5.31 | 3.75 | 3.46 | 3.24 | 3.44 | 5.32 | 3.49 | 7.85 | 9.02 |
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 |
|---|---|---|---|---|
| VALEANT PHARMACEUTICALS INTERNATIONAL 401K Tactical Asset Allocation Moderate |
-0.74%
Dec 2021 - Dec 2024 |
2.22%
Jan 2018 - Jan 2023 |
3.79%
Oct 2013 - Oct 2023 |
5.76%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALEANT PHARMACEUTICALS INTERNATIONAL 401K Tactical Asset Allocation Moderate |
16.41%
Feb 2009 - Feb 2012 |
14.20%
Feb 2009 - Feb 2014 |
11.75%
Apr 2001 - Apr 2011 |
9.52%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart