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 - Optimal Moderate | NA | 17.28% | 2.03% | 5.38% | 5.82% | 7.40% | 5.57% | 5.45% |
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 - 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 (%) | 1.17 | 17.28 | 2.03 | 5.38 | 5.82 | 7.40 | 5.57 | 5.45 | NA | 4.92 | 10.46 | -13.60 | 3.44 | 15.57 | 20.77 | -5.36 | 14.97 | 6.33 | -0.37 | 6.10 | 12.75 | 16.24 | -1.05 | 16.73 | 24.49 | -27.88 | 6.31 | 5.16 | 4.42 | 7.00 | 17.65 | -11.75 | 2.31 |
| Sharpe Ratio | NA | -0.02 | -0.10 | 0.20 | 0.35 | NA | NA | 0.32 | 0.30 | -0.22 | 0.69 | -1.13 | 0.37 | 0.84 | 3.02 | -0.75 | 3.26 | 0.74 | -0.05 | 1.03 | 1.76 | 2.00 | -0.07 | 1.29 | 1.29 | -1.22 | 0.29 | 0.21 | 0.27 | 0.63 | 1.45 | -0.82 | 0.01 |
| Standard Deviation(%) | NA | 7.71 | 10.17 | 12.11 | 10.09 | NA | NA | 11.62 | 8.20 | 7.71 | 8.93 | 13.25 | 9.22 | 18.37 | 6.41 | 8.94 | 4.41 | 8.24 | 8.30 | 5.89 | 7.23 | 8.10 | 15.46 | 12.85 | 18.85 | 23.68 | 11.40 | 8.81 | 8.47 | 9.64 | 11.70 | 15.75 | 0.05 |
| Draw Down(%) | NA | 8.40 | 16.01 | 22.90 | 22.94 | NA | NA | 43.89 | 2.07 | 7.20 | 10.32 | 20.56 | 5.95 | 22.94 | 3.09 | 11.89 | 1.96 | 6.16 | 8.92 | 4.77 | 7.37 | 6.64 | 14.77 | 10.42 | 19.94 | 37.81 | 6.69 | 7.26 | 5.55 | 6.84 | 9.59 | 23.00 | 0.00 |
| Yield(%) | NA | 3.22 | 3.22 | 3.25 | 3.50 | NA | NA | 2.61 | NA | 0.68 | 3.17 | 2.96 | 3.61 | 2.35 | 4.95 | 3.68 | 3.72 | 2.96 | 3.77 | 4.01 | 3.78 | 4.20 | 2.62 | 2.42 | 0.59 | 0.47 | 1.52 | 2.07 | 2.01 | 1.16 | 0.46 | 0.50 | 2.31 |
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 - Optimal Moderate |
-11.80%
Feb 2006 - Feb 2009 |
-5.24%
Feb 2004 - Feb 2009 |
2.39%
Sep 2001 - Sep 2011 |
4.13%
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 - Optimal Moderate |
21.14%
Feb 2009 - Feb 2012 |
16.94%
Feb 2009 - Feb 2014 |
10.93%
Feb 2009 - Feb 2019 |
9.14%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart