Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| rbbn 401k Strategic Asset Allocation - Equal Weight Moderate | NA | 15.98% | 16.60% | 14.95% | 9.03% | 8.35% | 7.00% | 7.65% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| rbbn 401k 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 (%) | 0.43 | 15.98 | 16.60 | 14.95 | 9.03 | 8.35 | 7.00 | 7.65 | NA | 10.80 | 48.00 | -6.40 | 15.33 | 8.31 | 16.13 | -4.06 | 5.59 | 7.56 | -3.42 | 3.78 | 4.42 | 8.29 | 0.81 | 14.24 | 21.64 | -21.89 | 4.01 | 10.26 | 8.65 | 12.19 | 19.81 | -2.69 | 8.20 |
| Sharpe Ratio | NA | 0.82 | 0.59 | 0.70 | 0.53 | NA | NA | 0.49 | 0.49 | 0.70 | 1.24 | -0.72 | 1.98 | 0.50 | 2.62 | -0.76 | 1.18 | 1.00 | -0.48 | 0.73 | 0.72 | 1.17 | 0.06 | 1.18 | 1.00 | -1.08 | 0.13 | 1.02 | 0.96 | 1.73 | 2.54 | -0.40 | 0.75 |
| Standard Deviation(%) | NA | 5.92 | 21.50 | 18.48 | 13.85 | NA | NA | 12.29 | 5.12 | 5.98 | 35.28 | 10.88 | 7.71 | 16.31 | 5.63 | 7.07 | 4.21 | 7.39 | 7.14 | 5.14 | 6.09 | 7.07 | 12.25 | 11.98 | 21.45 | 21.08 | 7.84 | 6.87 | 6.72 | 6.52 | 7.53 | 9.59 | 7.81 |
| Draw Down(%) | NA | 3.39 | 13.34 | 17.28 | 19.95 | NA | NA | 39.44 | 1.13 | 3.39 | 6.89 | 13.34 | 4.55 | 19.95 | 2.71 | 9.65 | 2.91 | 6.37 | 7.60 | 4.25 | 6.00 | 5.85 | 11.94 | 9.32 | 18.48 | 36.01 | 6.75 | 5.10 | 3.49 | 6.14 | 5.80 | 15.20 | 9.23 |
| Yield(%) | NA | 4.12 | 7.25 | 5.48 | 4.35 | NA | NA | 4.74 | NA | 1.96 | 4.68 | 9.95 | 6.58 | 2.07 | 3.71 | 2.79 | 3.23 | 2.23 | 5.51 | 2.15 | 2.45 | 2.63 | 6.41 | 3.26 | 2.96 | 6.25 | 6.51 | 7.11 | 10.99 | 4.79 | 3.16 | 3.17 | 4.36 |
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 |
|---|---|---|---|---|
| rbbn 401k Strategic Asset Allocation - Equal Weight Moderate |
-8.57%
Feb 2006 - Feb 2009 |
-1.87%
Feb 2004 - Feb 2009 |
2.91%
May 2007 - May 2017 |
3.56%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| rbbn 401k Strategic Asset Allocation - Equal Weight Moderate |
23.35%
Mar 2020 - Mar 2023 |
15.00%
Sep 2019 - Sep 2024 |
9.21%
Sep 2014 - Sep 2024 |
9.89%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart