Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Bloomberg LP 401K Asset Allocation Composite Moderate | NA | 24.30% | 12.91% | 11.37% | 8.65% | 8.95% | 8.61% | 9.66% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Bloomberg LP 401K Asset Allocation Composite Moderate | 12/31/2000 | 02/27/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 0.82 | 24.30 | 12.91 | 11.37 | 8.65 | 8.95 | 8.61 | 9.66 | NA | 17.28 | 21.89 | -1.52 | 4.91 | 11.13 | 19.51 | -3.69 | 13.65 | 5.99 | -1.27 | 4.88 | 18.14 | 12.72 | 0.35 | 10.86 | 15.85 | -5.99 | 10.70 | 10.49 | 6.68 | 12.50 | 22.67 | 10.15 | 8.12 |
| Sharpe Ratio | NA | 1.44 | 1.55 | 1.22 | 0.89 | NA | NA | 1.00 | 0.31 | 1.70 | 3.14 | -0.36 | 0.58 | 1.16 | 2.34 | -0.47 | 2.49 | 0.86 | -0.21 | 0.75 | 2.43 | 1.58 | 0.02 | 1.08 | 1.84 | -1.04 | 0.80 | 0.94 | 0.68 | 1.48 | 3.07 | 2.22 | 1.11 |
| Standard Deviation(%) | NA | 6.23 | 6.47 | 7.53 | 7.61 | NA | NA | 7.92 | 5.72 | 6.27 | 5.63 | 8.02 | 8.48 | 9.38 | 7.74 | 10.57 | 5.22 | 6.73 | 6.26 | 6.47 | 7.44 | 8.02 | 14.15 | 9.99 | 8.57 | 6.64 | 9.67 | 7.72 | 6.62 | 7.81 | 7.17 | 4.08 | 5.26 |
| Draw Down(%) | NA | 3.78 | 8.14 | 11.34 | 12.94 | NA | NA | 13.37 | 1.52 | 3.78 | 2.36 | 9.87 | 3.87 | 12.94 | 3.65 | 12.54 | 1.68 | 4.56 | 6.32 | 4.37 | 4.64 | 6.56 | 13.37 | 8.60 | 4.03 | 6.85 | 6.74 | 8.34 | 4.66 | 6.49 | 4.60 | 2.44 | 4.10 |
| Yield(%) | NA | 15.21 | 12.91 | 10.56 | 7.70 | NA | NA | 5.98 | NA | 4.75 | 13.96 | 12.31 | 7.08 | 8.00 | 6.45 | 10.08 | 6.01 | 4.11 | 1.52 | 2.80 | 2.63 | 5.26 | 2.27 | 4.59 | 4.93 | 3.90 | 4.97 | 4.96 | 2.46 | 3.29 | 3.97 | 8.14 | 9.02 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bloomberg LP 401K Asset Allocation Composite Moderate |
3.15%
Dec 2013 - Dec 2016 |
3.74%
Dec 2013 - Dec 2018 |
6.66%
Oct 2013 - Oct 2023 |
6.59%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bloomberg LP 401K Asset Allocation Composite Moderate |
14.98%
Dec 2001 - Dec 2004 |
13.33%
Oct 2002 - Oct 2007 |
10.68%
Apr 2001 - Apr 2011 |
9.28%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart