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 - Optimal Moderate | NA | 22.11% | 5.07% | 8.08% | 6.96% | 7.48% | 6.16% | 6.56% |
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 - 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 (%) | 0.69 | 22.11 | 5.07 | 8.08 | 6.96 | 7.48 | 6.16 | 6.56 | NA | 16.10 | 6.37 | -7.30 | 5.88 | 16.73 | 19.64 | -2.20 | 6.70 | 9.84 | -1.18 | 5.97 | 14.06 | 9.55 | 0.03 | 11.06 | 16.21 | -22.78 | 6.51 | 9.30 | 8.06 | 11.54 | 16.42 | -6.24 | 8.58 |
| Sharpe Ratio | NA | 0.64 | 0.23 | 0.45 | 0.50 | NA | NA | 0.44 | 0.16 | 1.06 | 0.23 | -0.71 | 0.62 | 0.87 | 2.58 | -0.37 | 1.27 | 1.20 | -0.15 | 0.95 | 2.07 | 1.26 | 0.00 | 0.91 | 0.79 | -1.03 | 0.40 | 0.85 | 0.89 | 1.46 | 1.95 | -0.61 | 0.60 |
| Standard Deviation(%) | NA | 8.64 | 10.11 | 12.24 | 10.26 | NA | NA | 11.21 | 7.18 | 9.01 | 9.16 | 12.28 | 9.40 | 18.86 | 7.06 | 9.37 | 4.76 | 8.01 | 8.32 | 6.29 | 6.77 | 7.52 | 13.97 | 12.10 | 20.31 | 23.07 | 8.82 | 7.07 | 6.62 | 7.25 | 8.06 | 12.02 | 10.46 |
| Draw Down(%) | NA | 6.33 | 12.39 | 16.16 | 19.53 | NA | NA | 38.19 | 2.16 | 6.33 | 9.08 | 12.68 | 6.05 | 19.53 | 3.04 | 12.64 | 2.72 | 6.94 | 7.17 | 4.05 | 4.30 | 5.92 | 12.76 | 10.84 | 18.84 | 34.78 | 6.48 | 6.56 | 3.98 | 5.28 | 6.63 | 18.64 | 10.51 |
| Yield(%) | NA | 3.55 | 4.09 | 3.26 | 2.85 | NA | NA | 3.13 | NA | 0.67 | 3.56 | 5.38 | 2.44 | 1.89 | 2.54 | 3.56 | 2.07 | 1.87 | 3.09 | 1.50 | 2.73 | 3.33 | 3.08 | 1.92 | 1.52 | 3.00 | 5.06 | 4.11 | 6.55 | 4.60 | 1.75 | 2.51 | 3.36 |
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 - Optimal Moderate |
-8.68%
Feb 2006 - Feb 2009 |
-1.73%
Feb 2004 - Feb 2009 |
3.57%
Feb 2006 - Feb 2016 |
4.51%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| rbbn 401k Strategic Asset Allocation - Optimal Moderate |
16.02%
Feb 2009 - Feb 2012 |
13.43%
Feb 2009 - Feb 2014 |
9.20%
Feb 2009 - Feb 2019 |
8.55%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart