Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Instinet 401K Strategic Asset Allocation - Equal Weight Moderate | NA | 15.87% | 3.10% | 6.58% | 6.01% | 7.47% | 6.45% | 6.87% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Instinet 401K Strategic Asset Allocation - Equal Weight 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 (%) | 1.42 | 15.87 | 3.10 | 6.58 | 6.01 | 7.47 | 6.45 | 6.87 | NA | 3.74 | 14.09 | -14.85 | 13.56 | 13.50 | 15.72 | -6.89 | 12.58 | 5.06 | 1.47 | 9.51 | 11.12 | 12.58 | 5.26 | 12.95 | 19.19 | -22.47 | 5.15 | 12.01 | 6.99 | 16.15 | 23.04 | -6.47 | 1.38 |
| Sharpe Ratio | NA | -0.22 | -0.10 | 0.32 | 0.36 | NA | NA | 0.49 | 0.32 | -0.36 | 1.16 | -1.23 | 1.52 | 0.68 | 2.26 | -1.03 | 2.93 | 0.53 | 0.18 | 1.64 | 1.59 | 2.06 | 0.46 | 1.17 | 1.05 | -1.13 | 0.24 | 1.29 | 0.82 | 2.04 | 2.83 | -0.76 | -0.12 |
| Standard Deviation(%) | NA | 7.73 | 9.98 | 12.33 | 10.18 | NA | NA | 10.40 | 6.46 | 7.99 | 8.47 | 13.17 | 8.92 | 19.38 | 6.35 | 7.98 | 4.07 | 9.13 | 8.24 | 5.79 | 6.96 | 6.08 | 11.37 | 10.95 | 18.21 | 20.69 | 8.89 | 6.77 | 5.91 | 7.45 | 7.89 | 10.00 | 7.73 |
| Draw Down(%) | NA | 7.12 | 17.82 | 20.73 | 22.38 | NA | NA | 37.44 | 1.14 | 6.67 | 7.25 | 20.52 | 4.19 | 22.38 | 2.36 | 11.43 | 1.80 | 7.93 | 7.09 | 4.17 | 7.29 | 4.52 | 9.67 | 7.19 | 17.15 | 34.58 | 6.45 | 5.71 | 4.17 | 8.42 | 7.19 | 16.10 | 10.75 |
| Yield(%) | NA | 4.60 | 4.83 | 4.13 | 4.38 | NA | NA | 3.80 | NA | 0.77 | 4.88 | 4.43 | 4.49 | 3.28 | 2.80 | 4.32 | 4.51 | 4.50 | 5.62 | 5.17 | 4.31 | 3.66 | 3.25 | 2.38 | 2.53 | 3.81 | 5.21 | 3.88 | 5.07 | 3.71 | 1.64 | 0.77 | 2.33 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-8.14%
Feb 2006 - Feb 2009 |
-0.84%
Feb 2004 - Feb 2009 |
4.80%
Oct 2013 - Oct 2023 |
4.70%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Instinet 401K Strategic Asset Allocation - Equal Weight Moderate |
19.48%
Feb 2009 - Feb 2012 |
15.91%
Feb 2009 - Feb 2014 |
10.24%
Feb 2009 - Feb 2019 |
9.03%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart