Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IONIS 401(k) Plan Tactical Asset Allocation Moderate | NA | 4.53% | 6.76% | 6.20% | 4.51% | 6.45% | 7.62% | 7.47% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IONIS 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.46 | 4.53 | 6.76 | 6.20 | 4.51 | 6.45 | 7.62 | 7.47 | -0.14 | 14.21 | -8.25 | 13.87 | 15.96 | 8.62 | -3.76 | 12.12 | 1.32 | -3.80 | 3.01 | 10.93 | 9.97 | -0.19 | 17.94 | 18.24 | -5.65 | 12.27 | 18.71 | 9.69 | 15.42 | 26.19 | -5.10 | 0.13 |
| Sharpe Ratio | NA | 0.55 | 0.38 | 0.76 | 0.54 | NA | NA | 0.78 | -0.05 | 1.34 | -0.95 | 1.32 | 1.53 | 1.40 | -0.70 | 2.51 | 0.19 | -0.55 | 0.50 | 1.70 | 1.38 | -0.02 | 1.47 | 2.02 | -1.84 | 0.63 | 1.76 | 1.00 | 1.60 | 4.04 | -1.24 | -1.96 |
| Standard Deviation(%) | NA | 7.39 | 9.35 | 8.99 | 7.70 | NA | NA | 8.23 | 8.40 | 7.42 | 10.12 | 10.49 | 10.26 | 5.13 | 7.30 | 4.58 | 5.91 | 7.01 | 5.97 | 6.42 | 7.18 | 11.43 | 12.11 | 9.00 | 3.58 | 14.74 | 8.76 | 7.54 | 9.06 | 6.32 | 4.99 | 1.11 |
| Draw Down(%) | NA | 6.09 | 13.76 | 13.76 | 13.76 | NA | NA | 13.76 | 1.81 | 6.09 | 13.73 | 6.78 | 11.22 | 2.41 | 9.53 | 1.88 | 6.09 | 9.23 | 4.95 | 5.19 | 6.55 | 11.15 | 8.13 | 4.75 | 6.30 | 10.16 | 8.97 | 5.00 | 8.20 | 2.28 | 7.41 | 1.53 |
| Yield(%) | NA | 2.70 | 3.42 | 2.79 | 2.43 | NA | NA | 2.77 | 0.01 | 2.84 | 1.97 | 5.64 | 1.14 | 2.70 | 2.45 | 1.87 | 2.42 | 1.15 | 2.39 | 3.55 | 3.18 | 1.90 | 1.71 | 1.84 | 1.18 | 7.32 | 6.33 | 3.48 | 2.65 | 2.94 | 0.90 | 2.19 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| IONIS 401(k) Plan Tactical Asset Allocation Moderate |
-0.02%
Jun 2014 - Jun 2017 |
1.47%
Feb 2014 - Feb 2019 |
4.21%
Apr 2010 - Apr 2020 |
5.43%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IONIS 401(k) Plan Tactical Asset Allocation Moderate |
19.06%
Mar 2003 - Mar 2006 |
17.34%
Oct 2002 - Oct 2007 |
11.96%
Jan 2003 - Jan 2013 |
9.58%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart