Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Instinet 401K Tactical Asset Allocation Moderate | NA | 10.81% | 1.34% | 5.54% | 5.49% | 6.41% | 6.61% | 7.11% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Instinet 401K Tactical Asset Allocation 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 (%) | 1.36 | 10.81 | 1.34 | 5.54 | 5.49 | 6.41 | 6.61 | 7.11 | NA | -1.10 | 17.41 | -16.97 | 14.80 | 11.03 | 11.96 | -2.47 | 15.34 | 4.40 | -1.12 | 3.78 | 16.67 | 10.76 | 1.32 | 8.45 | 9.22 | -5.70 | 8.00 | 18.50 | 5.35 | 15.49 | 20.29 | -0.70 | 1.39 |
| Sharpe Ratio | NA | -0.65 | -0.36 | 0.28 | 0.37 | NA | NA | 0.65 | -0.02 | -0.82 | 1.60 | -1.85 | 1.54 | 1.08 | 2.19 | -0.49 | 3.24 | 0.83 | -0.19 | 0.63 | 2.22 | 1.93 | 0.12 | 0.70 | 0.99 | -0.65 | 0.50 | 1.91 | 0.47 | 1.80 | 3.27 | -0.52 | -0.16 |
| Standard Deviation(%) | NA | 9.15 | 9.09 | 9.41 | 7.88 | NA | NA | 8.04 | 8.03 | 9.40 | 8.24 | 9.92 | 9.61 | 9.98 | 4.82 | 7.68 | 4.54 | 5.07 | 6.17 | 5.99 | 7.50 | 5.55 | 11.20 | 11.89 | 9.21 | 10.13 | 10.02 | 7.99 | 6.76 | 8.07 | 6.00 | 3.50 | 5.83 |
| Draw Down(%) | NA | 6.45 | 15.81 | 17.65 | 17.65 | NA | NA | 17.65 | 3.19 | 6.45 | 6.69 | 17.59 | 4.08 | 11.67 | 2.30 | 9.02 | 1.80 | 3.50 | 7.22 | 5.14 | 7.75 | 3.74 | 11.00 | 10.31 | 4.97 | 14.26 | 6.92 | 5.82 | 4.10 | 10.19 | 2.11 | 5.95 | 6.86 |
| Yield(%) | NA | 6.86 | 5.64 | 4.99 | 4.51 | NA | NA | 4.02 | NA | 0.44 | 7.64 | 4.46 | 5.16 | 2.70 | 5.15 | 3.33 | 6.80 | 2.33 | 4.23 | 4.68 | 3.73 | 3.77 | 3.78 | 2.48 | 2.25 | 4.42 | 2.84 | 5.15 | 6.99 | 5.74 | 2.13 | 0.83 | 1.45 |
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 |
|---|---|---|---|---|
| Instinet 401K Tactical Asset Allocation Moderate |
-1.21%
Dec 2021 - Dec 2024 |
2.93%
Dec 2017 - Dec 2022 |
4.39%
Oct 2013 - Oct 2023 |
5.00%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Instinet 401K Tactical Asset Allocation Moderate |
16.12%
Apr 2003 - Apr 2006 |
14.42%
Feb 2003 - Feb 2008 |
9.72%
Apr 2003 - Apr 2013 |
8.75%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart