Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DJO Global 401k Strategic Asset Allocation - Optimal Moderate | NA | 25.21% | -0.04% | 5.35% | 5.35% | 6.89% | 6.48% | 6.77% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DJO Global 401k Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.16 | 25.21 | -0.04 | 5.35 | 5.35 | 6.89 | 6.48 | 6.77 | NA | 8.56 | 12.02 | -18.26 | 3.72 | 19.09 | 20.59 | -5.91 | 13.10 | 3.13 | 0.39 | 5.81 | 10.52 | 14.86 | -0.48 | 14.70 | 26.40 | -24.68 | 8.30 | 14.81 | 8.73 | 11.52 | 23.30 | -7.15 | 6.54 |
| Sharpe Ratio | NA | 0.35 | -0.31 | 0.13 | 0.33 | NA | NA | 0.44 | 0.03 | 0.22 | 0.89 | -1.33 | 0.40 | 1.05 | 2.87 | -0.79 | 2.70 | 0.35 | 0.04 | 0.96 | 1.44 | 1.93 | -0.03 | 1.18 | 1.40 | -1.10 | 0.55 | 1.47 | 0.94 | 1.22 | 2.19 | -0.60 | 0.36 |
| Standard Deviation(%) | NA | 8.71 | 11.13 | 12.48 | 10.31 | NA | NA | 11.55 | 8.48 | 8.75 | 8.70 | 14.81 | 9.21 | 17.89 | 6.68 | 9.13 | 4.62 | 8.33 | 8.21 | 6.04 | 7.27 | 7.67 | 14.69 | 12.41 | 18.85 | 23.34 | 9.71 | 7.85 | 6.99 | 8.71 | 10.33 | 13.86 | 11.87 |
| Draw Down(%) | NA | 5.78 | 23.29 | 27.07 | 27.07 | NA | NA | 38.60 | 0.77 | 5.78 | 8.89 | 24.32 | 6.42 | 20.60 | 3.11 | 12.34 | 2.84 | 7.19 | 8.57 | 5.08 | 8.19 | 6.23 | 14.59 | 8.97 | 17.70 | 37.02 | 5.78 | 8.20 | 4.31 | 7.35 | 7.76 | 19.71 | 13.31 |
| Yield(%) | NA | 3.77 | 4.18 | 3.74 | 3.20 | NA | NA | 3.86 | NA | 0.80 | 3.57 | 4.37 | 3.46 | 3.55 | 2.78 | 3.30 | 0.32 | 2.93 | 3.63 | 3.32 | 3.94 | 3.52 | 2.51 | 3.54 | 3.00 | 4.20 | 7.59 | 7.38 | 3.15 | 3.51 | 2.83 | 4.46 | 7.04 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DJO Global 401k Strategic Asset Allocation - Optimal Moderate |
-7.66%
Feb 2006 - Feb 2009 |
-0.73%
Feb 2004 - Feb 2009 |
3.67%
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 |
|---|---|---|---|---|
| DJO Global 401k Strategic Asset Allocation - Optimal Moderate |
20.98%
Feb 2009 - Feb 2012 |
16.27%
Feb 2009 - Feb 2014 |
10.13%
Feb 2009 - Feb 2019 |
8.57%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart