Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds Plan Asset Allocation Composite Moderate | NA | 14.58% | 0.73% | 4.81% | 5.03% | 7.16% | 7.99% | 9.94% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds Plan Asset Allocation Composite 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 (%) | 1.28 | 14.58 | 0.73 | 4.81 | 5.03 | 7.16 | 7.99 | 9.94 | NA | 3.20 | 8.33 | -15.77 | 8.16 | 14.71 | 16.06 | -2.61 | 15.53 | 5.62 | -5.24 | 9.25 | 16.01 | 14.44 | 2.64 | 15.93 | 17.52 | 0.06 | 9.55 | 13.25 | 9.69 | 19.27 | 31.30 | 17.03 | 7.48 |
| Sharpe Ratio | NA | -0.30 | -0.45 | 0.17 | 0.31 | NA | NA | 0.94 | 0.13 | -0.39 | 0.71 | -1.71 | 0.82 | 1.60 | 2.37 | -0.41 | 2.88 | 0.78 | -0.68 | 1.34 | 2.33 | 2.03 | 0.19 | 1.49 | 1.72 | -0.09 | 0.64 | 1.25 | 1.04 | 2.28 | 4.13 | 2.29 | 1.05 |
| Standard Deviation(%) | NA | 8.66 | 8.05 | 8.77 | 8.09 | NA | NA | 8.44 | 8.47 | 8.62 | 5.71 | 10.03 | 9.86 | 9.06 | 6.18 | 9.51 | 5.18 | 6.94 | 7.71 | 6.90 | 6.84 | 7.09 | 13.92 | 10.61 | 10.11 | 9.61 | 10.19 | 7.96 | 7.24 | 8.02 | 7.41 | 6.94 | 4.94 |
| Draw Down(%) | NA | 8.26 | 13.93 | 16.95 | 16.95 | NA | NA | 16.95 | 2.18 | 7.39 | 7.37 | 16.58 | 5.67 | 12.81 | 2.69 | 11.35 | 2.22 | 4.73 | 10.38 | 4.86 | 6.52 | 6.00 | 13.16 | 7.60 | 5.55 | 8.93 | 8.59 | 9.65 | 5.29 | 9.20 | 5.31 | 3.34 | 4.06 |
| Yield(%) | NA | 4.01 | 4.03 | 4.05 | 4.32 | NA | NA | 5.65 | NA | 0.39 | 5.35 | 2.04 | 4.77 | 5.19 | 3.41 | 5.57 | 3.65 | 4.08 | 2.98 | 6.85 | 7.67 | 5.59 | 5.76 | 6.97 | 3.63 | 4.09 | 9.47 | 8.98 | 7.84 | 6.55 | 6.38 | 4.09 | 8.60 |
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 |
|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds Plan Asset Allocation Composite Moderate |
-1.98%
Dec 2021 - Dec 2024 |
2.24%
Jan 2018 - Jan 2023 |
4.29%
Oct 2013 - Oct 2023 |
6.67%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Expanded Choice Mutual Funds Plan Asset Allocation Composite Moderate |
22.38%
Dec 2001 - Dec 2004 |
18.94%
May 2002 - May 2007 |
14.80%
Apr 2001 - Apr 2011 |
11.79%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart