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 - Optimal Moderate | NA | 19.96% | 4.75% | 6.37% | 6.36% | 7.41% | 6.59% | 7.23% |
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 - 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 (%) | 1.30 | 19.96 | 4.75 | 6.37 | 6.36 | 7.41 | 6.59 | 7.23 | NA | 5.70 | 16.05 | -14.92 | 10.29 | 10.28 | 16.89 | -4.32 | 12.59 | 7.04 | 0.81 | 6.64 | 15.15 | 12.23 | 0.22 | 12.62 | 23.68 | -25.37 | 7.00 | 12.48 | 8.97 | 13.77 | 22.15 | -5.87 | 8.89 |
| Sharpe Ratio | NA | -0.10 | 0.00 | 0.30 | 0.36 | NA | NA | 0.46 | 0.25 | -0.10 | 1.26 | -1.14 | 1.16 | 0.50 | 2.12 | -0.60 | 2.68 | 0.77 | 0.09 | 1.03 | 2.02 | 1.55 | 0.01 | 1.02 | 1.19 | -1.10 | 0.42 | 1.22 | 1.10 | 1.81 | 2.46 | -0.57 | 0.65 |
| Standard Deviation(%) | NA | 8.61 | 10.94 | 13.06 | 10.83 | NA | NA | 11.61 | 7.79 | 8.68 | 9.34 | 14.32 | 8.84 | 20.30 | 7.31 | 9.38 | 4.46 | 8.90 | 8.49 | 6.44 | 7.50 | 7.88 | 15.19 | 12.26 | 19.80 | 23.86 | 9.56 | 7.54 | 6.18 | 7.10 | 8.72 | 12.34 | 10.16 |
| Draw Down(%) | NA | 8.60 | 18.19 | 23.48 | 26.80 | NA | NA | 40.33 | 1.65 | 7.67 | 9.25 | 21.56 | 4.54 | 26.80 | 3.15 | 12.14 | 2.18 | 7.93 | 7.73 | 5.21 | 7.17 | 6.35 | 14.29 | 9.02 | 18.54 | 37.68 | 6.70 | 6.98 | 3.97 | 5.89 | 8.02 | 19.42 | 12.30 |
| Yield(%) | NA | 4.74 | 4.80 | 4.35 | 4.92 | NA | NA | 3.80 | NA | 0.79 | 4.57 | 4.73 | 4.89 | 4.13 | 1.99 | 7.24 | 6.92 | 4.18 | 5.67 | 4.45 | 3.80 | 3.25 | 2.41 | 1.73 | 2.35 | 2.23 | 3.87 | 4.34 | 4.65 | 2.38 | 1.29 | 1.29 | 4.38 |
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 - Optimal Moderate |
-8.88%
Feb 2006 - Feb 2009 |
-1.27%
Feb 2004 - Feb 2009 |
4.49%
Oct 2013 - Oct 2023 |
4.21%
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 - Optimal Moderate |
19.73%
Feb 2009 - Feb 2012 |
16.31%
Feb 2009 - Feb 2014 |
10.78%
Feb 2009 - Feb 2019 |
9.17%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart