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 Strategic Asset Allocation - Equal Weight Moderate | NA | 18.33% | 2.26% | 5.37% | 5.18% | 6.51% | 5.96% | 6.93% |
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 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 (%) | -1.36 | 18.33 | 2.26 | 5.37 | 5.18 | 6.51 | 5.96 | 6.93 | NA | 5.18 | 9.57 | -10.46 | 6.28 | 13.59 | 18.31 | -4.92 | 11.96 | 4.27 | -1.20 | 4.96 | 7.25 | 12.18 | 1.02 | 15.94 | 28.28 | -23.68 | 5.30 | 13.00 | 6.59 | 15.00 | 27.26 | -6.35 | 11.82 |
| Sharpe Ratio | NA | -0.04 | -0.30 | 0.18 | 0.34 | NA | NA | 0.50 | 0.00 | -0.19 | 0.68 | -1.02 | 0.78 | 0.74 | 2.58 | -0.76 | 2.44 | 0.49 | -0.16 | 0.84 | 1.04 | 1.97 | 0.08 | 1.46 | 1.58 | -1.21 | 0.24 | 1.30 | 0.68 | 1.63 | 2.71 | -0.56 | 0.80 |
| Standard Deviation(%) | NA | 7.33 | 9.16 | 11.32 | 9.49 | NA | NA | 10.58 | 5.66 | 7.41 | 7.80 | 11.67 | 8.02 | 18.00 | 6.56 | 8.16 | 4.64 | 8.30 | 7.75 | 5.93 | 6.93 | 6.17 | 11.69 | 10.86 | 17.86 | 20.30 | 9.62 | 7.49 | 6.51 | 8.61 | 9.81 | 13.23 | 11.85 |
| Draw Down(%) | NA | 5.48 | 16.67 | 22.05 | 22.05 | NA | NA | 37.43 | 0.49 | 5.39 | 7.34 | 16.86 | 5.29 | 22.05 | 3.00 | 10.09 | 2.22 | 7.43 | 8.08 | 4.16 | 8.10 | 4.99 | 10.86 | 7.29 | 15.30 | 32.32 | 6.73 | 7.88 | 4.39 | 9.62 | 6.29 | 19.12 | 10.48 |
| Yield(%) | NA | 4.12 | 3.67 | 3.98 | 3.40 | NA | NA | 3.77 | NA | 1.00 | 4.01 | 2.74 | 3.77 | 4.91 | 3.56 | 4.22 | 0.50 | 3.38 | 3.34 | 2.46 | 2.79 | 4.49 | 3.72 | 4.65 | 4.26 | 5.27 | 4.34 | 4.11 | 3.95 | 5.67 | 2.82 | 3.15 | 3.63 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-8.08%
Feb 2006 - Feb 2009 |
-0.93%
Feb 2004 - Feb 2009 |
4.01%
Oct 2013 - Oct 2023 |
4.22%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALEANT PHARMACEUTICALS INTERNATIONAL 401K Strategic Asset Allocation - Equal Weight Moderate |
21.20%
Feb 2009 - Feb 2012 |
15.59%
Feb 2009 - Feb 2014 |
9.63%
Feb 2009 - Feb 2019 |
8.34%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart