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 - Optimal Moderate | NA | 17.63% | 4.27% | 5.84% | 5.48% | 6.48% | 5.67% | 5.32% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IONIS 401(k) Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 0.65 | 17.63 | 4.27 | 5.84 | 5.48 | 6.48 | 5.67 | 5.32 | NA | 6.85 | 12.26 | -12.34 | 6.94 | 12.64 | 16.04 | -4.63 | 13.50 | 3.77 | -2.40 | 5.42 | 13.50 | 10.31 | -1.05 | 11.58 | 19.69 | -24.47 | 5.86 | 12.01 | 9.48 | 12.64 | 18.71 | -8.15 | -8.63 |
| Sharpe Ratio | NA | 0.01 | 0.00 | 0.34 | 0.34 | NA | NA | 0.33 | 0.31 | 0.04 | 1.07 | -1.03 | 0.80 | 0.74 | 2.24 | -0.69 | 2.97 | 0.48 | -0.31 | 0.89 | 2.03 | 1.38 | -0.07 | 0.95 | 1.04 | -1.08 | 0.29 | 1.26 | 1.21 | 1.75 | 2.19 | -0.85 | -0.93 |
| Standard Deviation(%) | NA | 7.44 | 9.67 | 11.29 | 9.47 | NA | NA | 10.90 | 7.10 | 7.34 | 7.46 | 13.30 | 8.62 | 16.79 | 6.53 | 8.63 | 4.34 | 7.44 | 7.79 | 6.07 | 6.63 | 7.44 | 14.51 | 12.13 | 18.89 | 23.62 | 9.94 | 6.91 | 6.04 | 6.69 | 8.23 | 10.93 | 11.80 |
| Draw Down(%) | NA | 6.99 | 16.11 | 20.00 | 21.70 | NA | NA | 39.21 | 1.62 | 6.46 | 6.06 | 18.73 | 4.77 | 21.70 | 3.03 | 11.76 | 1.71 | 6.41 | 8.41 | 5.37 | 5.19 | 6.13 | 14.39 | 9.42 | 18.08 | 34.95 | 6.00 | 7.57 | 3.77 | 5.05 | 7.69 | 16.53 | 20.11 |
| Yield(%) | NA | 3.36 | 4.82 | 3.91 | 3.52 | NA | NA | 3.00 | NA | 0.61 | 3.51 | 5.63 | 4.52 | 2.95 | 1.86 | 5.10 | 3.76 | 2.13 | 1.57 | 3.39 | 3.02 | 0.97 | 1.27 | 0.65 | 1.03 | 1.22 | 5.64 | 4.51 | 3.46 | 3.10 | 2.80 | 1.17 | 5.21 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| IONIS 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-8.66%
Feb 2006 - Feb 2009 |
-1.05%
Feb 2004 - Feb 2009 |
3.45%
May 2007 - May 2017 |
3.30%
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 - Optimal Moderate |
16.80%
Feb 2009 - Feb 2012 |
14.00%
Feb 2009 - Feb 2014 |
8.92%
Feb 2009 - Feb 2019 |
7.82%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart