Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARM 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 14.25% | 3.61% | 5.38% | 5.48% | 6.75% | 4.87% | 5.07% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARM 401(k) Plan 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 (%) | 1.08 | 14.25 | 3.61 | 5.38 | 5.48 | 6.75 | 4.87 | 5.07 | NA | 4.70 | 10.38 | -10.22 | 6.02 | 10.01 | 19.76 | -6.21 | 15.46 | 5.04 | -0.77 | 7.36 | 7.81 | 14.39 | -0.02 | 15.24 | 19.78 | -28.01 | 6.61 | 3.89 | 4.34 | 6.55 | 19.23 | -16.10 | 12.27 |
| Sharpe Ratio | NA | -0.04 | -0.03 | 0.23 | 0.34 | NA | NA | 0.29 | 0.31 | -0.24 | 0.72 | -1.00 | 0.70 | 0.51 | 3.10 | -0.89 | 3.54 | 0.58 | -0.10 | 1.30 | 1.08 | 1.95 | 0.00 | 1.23 | 0.88 | -1.12 | 0.31 | 0.07 | 0.25 | 0.58 | 1.56 | -1.13 | 0.84 |
| Standard Deviation(%) | NA | 7.82 | 9.36 | 11.84 | 9.84 | NA | NA | 12.08 | 6.57 | 7.99 | 8.47 | 11.64 | 8.60 | 19.10 | 5.92 | 8.48 | 4.19 | 8.34 | 7.94 | 5.67 | 7.19 | 7.37 | 13.91 | 12.33 | 22.41 | 25.76 | 11.50 | 9.13 | 8.61 | 9.60 | 11.86 | 15.25 | 11.88 |
| Draw Down(%) | NA | 7.04 | 14.32 | 23.24 | 25.84 | NA | NA | 44.97 | 1.61 | 6.14 | 8.41 | 17.24 | 5.89 | 25.84 | 2.87 | 11.66 | 1.77 | 6.13 | 9.22 | 4.60 | 8.54 | 6.42 | 12.48 | 8.53 | 21.07 | 38.11 | 7.03 | 7.82 | 5.69 | 7.05 | 8.71 | 21.21 | 12.34 |
| Yield(%) | NA | 3.00 | 3.22 | 3.16 | 3.26 | NA | NA | 2.46 | NA | 0.49 | 3.22 | 2.87 | 3.10 | 2.36 | 4.95 | 3.32 | 3.27 | 3.01 | 3.17 | 3.71 | 2.99 | 3.78 | 2.66 | 3.25 | 2.46 | 0.66 | 1.45 | 1.66 | 1.95 | 0.73 | 0.27 | 0.17 | 1.04 |
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 |
|---|---|---|---|---|
| ARM 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
-12.75%
Feb 2006 - Feb 2009 |
-5.92%
Feb 2004 - Feb 2009 |
2.04%
Dec 2001 - Dec 2011 |
3.45%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARM 401(k) Plan Strategic Asset Allocation - Equal Weight Moderate |
20.18%
Feb 2009 - Feb 2012 |
15.20%
Feb 2009 - Feb 2014 |
9.92%
Feb 2009 - Feb 2019 |
8.48%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart