Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Luxottica Group Retail Retirement Plan Strategic Asset Allocation - Optimal Moderate | NA | 19.13% | 3.72% | 5.13% | 8.27% | 8.70% | 7.52% | 7.76% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Luxottica Group Retail Retirement 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 (%) | 1.10 | 19.13 | 3.72 | 5.13 | 8.27 | 8.70 | 7.52 | 7.76 | NA | 9.05 | 12.47 | -13.62 | 5.96 | 10.59 | 13.84 | 24.54 | 12.44 | 4.77 | 1.70 | 5.82 | 14.64 | 12.21 | 0.14 | 13.97 | 22.27 | -24.88 | 5.71 | 13.94 | 8.99 | 13.73 | 21.12 | -4.62 | 2.29 |
| Sharpe Ratio | NA | 0.24 | 0.07 | 0.29 | 0.46 | NA | NA | 0.49 | 0.32 | 0.28 | 0.96 | -0.97 | 0.71 | 0.53 | 1.92 | 0.83 | 2.86 | 0.55 | 0.20 | 0.92 | 2.14 | 1.60 | 0.01 | 1.24 | 1.14 | -1.10 | 0.30 | 1.54 | 1.11 | 1.82 | 2.74 | -0.61 | 0.00 |
| Standard Deviation(%) | NA | 8.23 | 10.75 | 12.96 | 13.49 | NA | NA | 12.37 | 8.89 | 8.75 | 8.59 | 15.46 | 8.41 | 19.57 | 6.46 | 27.85 | 4.14 | 8.26 | 8.35 | 6.34 | 6.84 | 7.60 | 15.05 | 11.18 | 19.49 | 23.41 | 9.19 | 6.92 | 6.17 | 7.03 | 7.47 | 9.42 | 8.76 |
| Draw Down(%) | NA | 5.42 | 16.44 | 22.30 | 25.66 | NA | NA | 40.27 | 1.25 | 5.42 | 7.27 | 20.05 | 4.45 | 25.66 | 2.81 | 7.65 | 1.52 | 7.34 | 6.74 | 4.56 | 5.70 | 5.93 | 13.81 | 7.78 | 19.71 | 35.87 | 6.83 | 6.67 | 4.06 | 6.82 | 6.72 | 13.53 | 11.99 |
| Yield(%) | NA | 3.08 | 3.54 | 3.82 | 4.14 | NA | NA | 3.89 | NA | 0.48 | 2.91 | 5.02 | 2.61 | 5.62 | 2.10 | 4.82 | 4.45 | 3.75 | 6.02 | 3.54 | 3.45 | 2.89 | 2.55 | 2.27 | 3.26 | 2.87 | 7.53 | 6.34 | 4.40 | 3.76 | 2.83 | 2.86 | 3.13 |
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 |
|---|---|---|---|---|
| Luxottica Group Retail Retirement Plan Strategic Asset Allocation - Optimal Moderate |
-8.76%
Feb 2006 - Feb 2009 |
-1.39%
Feb 2004 - Feb 2009 |
4.78%
Nov 2006 - Nov 2016 |
5.61%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Luxottica Group Retail Retirement Plan Strategic Asset Allocation - Optimal Moderate |
19.56%
Feb 2009 - Feb 2012 |
16.26%
Feb 2009 - Feb 2014 |
13.43%
Feb 2009 - Feb 2019 |
10.46%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart