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 - Optimal Moderate | NA | 22.84% | 1.28% | 5.00% | 5.20% | 7.05% | 6.02% | 6.76% |
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 - 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 (%) | -1.20 | 22.84 | 1.28 | 5.00 | 5.20 | 7.05 | 6.02 | 6.76 | NA | 6.66 | 11.43 | -15.17 | 4.50 | 17.19 | 17.67 | -3.25 | 11.05 | 5.83 | -1.59 | 5.23 | 11.41 | 13.49 | -1.67 | 19.88 | 27.61 | -27.45 | 6.22 | 11.46 | 6.76 | 11.21 | 26.57 | -6.62 | 12.28 |
| Sharpe Ratio | NA | 0.16 | -0.32 | 0.15 | 0.33 | NA | NA | 0.44 | 0.01 | 0.01 | 0.83 | -1.23 | 0.54 | 0.93 | 2.29 | -0.50 | 2.28 | 0.71 | -0.20 | 0.91 | 1.64 | 1.80 | -0.12 | 1.72 | 1.37 | -1.15 | 0.32 | 1.01 | 0.61 | 1.19 | 2.66 | -0.57 | 0.78 |
| Standard Deviation(%) | NA | 7.91 | 10.32 | 12.05 | 10.02 | NA | NA | 11.64 | 6.24 | 7.99 | 8.59 | 13.47 | 8.36 | 18.32 | 7.09 | 9.10 | 4.58 | 7.94 | 7.94 | 5.75 | 6.96 | 7.45 | 14.74 | 11.50 | 20.03 | 24.77 | 10.13 | 8.11 | 7.55 | 8.66 | 9.74 | 13.54 | 12.78 |
| Draw Down(%) | NA | 5.00 | 21.81 | 22.70 | 22.70 | NA | NA | 42.23 | 0.59 | 4.98 | 8.94 | 22.20 | 5.64 | 22.14 | 3.33 | 10.48 | 2.82 | 7.15 | 8.91 | 4.50 | 7.48 | 5.98 | 14.97 | 7.89 | 18.14 | 36.65 | 6.37 | 6.94 | 4.50 | 6.63 | 6.79 | 19.51 | 12.95 |
| Yield(%) | NA | 4.39 | 3.70 | 4.15 | 3.76 | NA | NA | 4.21 | NA | 0.90 | 4.09 | 2.71 | 4.03 | 5.86 | 3.15 | 5.59 | 0.29 | 3.81 | 3.87 | 3.53 | 4.07 | 4.86 | 3.84 | 4.56 | 3.42 | 4.26 | 7.47 | 6.89 | 3.57 | 6.21 | 3.05 | 3.15 | 3.65 |
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 - Optimal Moderate |
-10.53%
Feb 2006 - Feb 2009 |
-2.96%
Feb 2004 - Feb 2009 |
3.71%
Oct 2013 - Oct 2023 |
4.04%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALEANT PHARMACEUTICALS INTERNATIONAL 401K Strategic Asset Allocation - Optimal Moderate |
22.55%
Feb 2009 - Feb 2012 |
17.35%
Feb 2009 - Feb 2014 |
10.78%
Feb 2009 - Feb 2019 |
8.84%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart