Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Lowe’s 401(k) Plan Strategic Asset Allocation - Optimal Moderate | 6.23% | NA | 18.83% | 4.53% | 6.13% | 5.50% | 6.22% | 5.47% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lowe’s 401(k) Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/28/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
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 (%) | 0.77 | 18.83 | 4.53 | 6.13 | 5.50 | 6.22 | 5.47 | 6.23 | NA | 10.09 | 7.83 | -9.68 | 3.21 | 15.71 | 15.49 | -3.80 | 10.00 | 5.88 | -0.69 | 1.72 | 18.61 | 8.10 | -1.77 | 10.41 | 17.67 | -24.29 | 8.14 | 10.16 | 10.39 | 11.92 | 23.56 | -8.37 | 11.39 |
| Sharpe Ratio | NA | 0.36 | 0.12 | 0.36 | 0.36 | NA | NA | 0.43 | 0.34 | 0.50 | 0.49 | -0.88 | 0.32 | 0.87 | 1.94 | -0.55 | 1.93 | 0.68 | -0.09 | 0.25 | 2.99 | 0.99 | -0.12 | 0.85 | 1.08 | -1.16 | 0.55 | 1.03 | 1.25 | 1.46 | 2.29 | -0.86 | 1.03 |
| Standard Deviation(%) | NA | 6.94 | 9.06 | 11.50 | 9.83 | NA | NA | 10.67 | 6.39 | 7.03 | 7.26 | 12.63 | 9.87 | 17.69 | 7.24 | 9.22 | 4.86 | 8.34 | 8.14 | 6.68 | 6.21 | 8.15 | 14.38 | 12.11 | 16.25 | 21.69 | 9.36 | 6.69 | 6.60 | 7.53 | 9.99 | 11.06 | 8.83 |
| Draw Down(%) | NA | 4.52 | 13.27 | 18.15 | 19.86 | NA | NA | 38.14 | 1.91 | 4.42 | 6.27 | 17.18 | 6.91 | 19.86 | 3.94 | 11.23 | 2.45 | 7.81 | 7.81 | 4.95 | 4.29 | 8.39 | 14.46 | 9.48 | 17.29 | 33.44 | 6.71 | 7.98 | 4.63 | 6.43 | 8.14 | 17.67 | 9.44 |
| Yield(%) | NA | 4.33 | 4.94 | 3.87 | 3.14 | NA | NA | 2.99 | NA | 0.80 | 4.41 | 3.90 | 5.19 | 2.22 | 2.60 | 3.77 | 0.59 | 1.61 | 3.87 | 2.15 | 4.73 | 2.04 | 0.64 | 1.65 | 0.91 | 2.07 | 5.51 | 5.66 | 3.43 | 4.19 | 0.88 | 1.36 | 4.62 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lowe’s 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-8.29%
Feb 2006 - Feb 2009 |
-1.10%
Feb 2004 - Feb 2009 |
3.34%
Jan 2006 - Jan 2016 |
3.23%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lowe’s 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
17.84%
Mar 2003 - Mar 2006 |
13.66%
Oct 2002 - Oct 2007 |
8.56%
Feb 2009 - Feb 2019 |
7.46%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart