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 Strategic Asset Allocation - Equal Weight Moderate | NA | 4.45% | 2.10% | 3.27% | 3.48% | 5.29% | 4.77% | 4.42% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.35 | 4.45 | 2.10 | 3.27 | 3.48 | 5.29 | 4.77 | 4.42 | 0.58 | 9.95 | -11.88 | 10.93 | 7.12 | 14.65 | -4.55 | 12.05 | 3.13 | -0.34 | 4.93 | 8.32 | 10.66 | -0.48 | 10.53 | 21.17 | -21.04 | 4.04 | 12.49 | 6.77 | 11.38 | 16.21 | -5.16 | -3.92 |
| Sharpe Ratio | NA | 0.26 | 0.08 | 0.30 | 0.37 | NA | NA | 0.39 | 0.05 | 0.74 | -1.08 | 1.32 | 0.41 | 1.83 | -0.67 | 2.77 | 0.36 | -0.04 | 0.78 | 1.42 | 1.87 | -0.04 | 1.12 | 1.34 | -1.23 | 0.13 | 1.82 | 0.98 | 1.93 | 2.77 | -0.85 | -0.94 |
| Standard Deviation(%) | NA | 7.54 | 9.55 | 11.02 | 9.34 | NA | NA | 9.32 | 6.40 | 7.72 | 12.29 | 8.24 | 16.73 | 7.22 | 8.74 | 4.12 | 8.07 | 8.15 | 6.26 | 5.86 | 5.66 | 11.44 | 9.35 | 15.73 | 17.91 | 7.96 | 5.06 | 4.68 | 5.40 | 5.60 | 7.36 | 6.63 |
| Draw Down(%) | NA | 7.66 | 18.52 | 22.69 | 22.69 | NA | NA | 33.64 | 1.21 | 7.66 | 18.33 | 4.49 | 21.91 | 3.19 | 10.98 | 1.70 | 7.35 | 7.80 | 4.92 | 6.01 | 4.53 | 11.75 | 6.82 | 14.96 | 30.39 | 5.28 | 4.58 | 2.97 | 5.55 | 5.27 | 12.65 | 12.18 |
| Yield(%) | NA | 3.14 | 4.12 | 3.41 | 3.35 | NA | NA | 3.26 | 0.06 | 3.30 | 3.55 | 5.48 | 3.04 | 1.75 | 3.65 | 3.97 | 2.31 | 2.57 | 4.01 | 2.27 | 2.17 | 1.90 | 1.67 | 2.20 | 2.05 | 6.11 | 7.37 | 3.77 | 3.17 | 2.74 | 2.00 | 3.83 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.74%
Feb 2006 - Feb 2009 |
-0.61%
Feb 2004 - Feb 2009 |
3.43%
Nov 2006 - Nov 2016 |
3.22%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IONIS 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
15.55%
Feb 2009 - Feb 2012 |
12.55%
Feb 2009 - Feb 2014 |
8.20%
Feb 2009 - Feb 2019 |
6.43%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart