Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| rbbn 401k Asset Allocation Composite Moderate | NA | 23.65% | 4.75% | 9.09% | 7.60% | 8.30% | 7.71% | 7.87% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| rbbn 401k 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 (%) | 0.72 | 23.65 | 4.75 | 9.09 | 7.60 | 8.30 | 7.71 | 7.87 | NA | 15.19 | 9.24 | -11.41 | 12.94 | 15.84 | 18.59 | -0.92 | 7.93 | 8.23 | -1.74 | 9.64 | 15.07 | 10.05 | 2.54 | 9.88 | 13.14 | -1.07 | 2.07 | 13.07 | 4.54 | 11.84 | 17.10 | -1.76 | 2.31 |
| Sharpe Ratio | NA | 0.39 | 0.18 | 0.61 | 0.58 | NA | NA | 0.71 | 0.00 | 0.91 | 0.55 | -1.30 | 1.32 | 1.45 | 2.43 | -0.23 | 1.45 | 1.15 | -0.22 | 1.34 | 1.95 | 1.29 | 0.17 | 0.94 | 1.22 | -0.45 | -0.09 | 1.34 | 0.32 | 1.47 | 2.56 | -0.74 | 0.01 |
| Standard Deviation(%) | NA | 9.18 | 9.31 | 9.71 | 8.76 | NA | NA | 8.47 | 7.70 | 9.46 | 9.15 | 9.85 | 9.79 | 10.78 | 7.07 | 9.92 | 5.03 | 7.00 | 7.89 | 7.17 | 7.71 | 7.73 | 14.98 | 10.37 | 10.67 | 4.40 | 10.11 | 7.31 | 7.53 | 7.42 | 6.42 | 3.89 | 0.05 |
| Draw Down(%) | NA | 5.84 | 13.21 | 17.16 | 17.16 | NA | NA | 17.16 | 2.28 | 5.84 | 8.89 | 13.61 | 5.69 | 7.38 | 2.97 | 11.72 | 2.59 | 5.60 | 7.38 | 4.02 | 5.09 | 5.32 | 12.32 | 7.72 | 5.31 | 6.13 | 6.95 | 5.26 | 4.75 | 5.81 | 2.32 | 4.56 | 0.00 |
| Yield(%) | NA | 3.58 | 3.16 | 2.86 | 2.95 | NA | NA | 2.99 | NA | 0.68 | 3.62 | 3.84 | 1.27 | 2.24 | 2.91 | 1.82 | 2.50 | 2.27 | 4.39 | 4.11 | 3.03 | 3.00 | 1.73 | 0.40 | 0.61 | 0.83 | 5.85 | 5.77 | 6.72 | 6.33 | 1.66 | 0.94 | 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 |
|---|---|---|---|---|
| rbbn 401k Asset Allocation Composite Moderate |
1.26%
Apr 2021 - Apr 2024 |
4.51%
Dec 2013 - Dec 2018 |
5.71%
Oct 2013 - Oct 2023 |
6.74%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| rbbn 401k Asset Allocation Composite Moderate |
15.77%
Dec 2018 - Dec 2021 |
12.09%
Oct 2016 - Oct 2021 |
9.85%
Sep 2011 - Sep 2021 |
8.59%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart