Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Tetra Pak 401K Strategic Asset Allocation - Optimal Moderate | NA | 14.60% | 2.42% | 6.04% | 6.00% | 7.69% | 6.85% | 7.48% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Tetra Pak 401K Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 02/28/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/29/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 | 14.60 | 2.42 | 6.04 | 6.00 | 7.69 | 6.85 | 7.48 | NA | 4.51 | 11.71 | -13.67 | 2.46 | 21.03 | 20.37 | -7.32 | 17.57 | 5.57 | -1.41 | 6.26 | 12.15 | 15.18 | -1.36 | 20.41 | 28.92 | -25.46 | 7.30 | 12.56 | 7.10 | 14.16 | 27.51 | -8.21 | 7.88 |
| Sharpe Ratio | NA | -0.05 | -0.10 | 0.26 | 0.38 | NA | NA | 0.50 | 0.29 | -0.24 | 0.77 | -1.07 | 0.26 | 1.17 | 2.92 | -0.89 | 3.61 | 0.66 | -0.17 | 1.09 | 1.71 | 1.84 | -0.09 | 1.67 | 1.49 | -1.15 | 0.38 | 1.13 | 0.63 | 1.52 | 2.83 | -0.73 | 0.50 |
| Standard Deviation(%) | NA | 8.51 | 10.86 | 12.37 | 10.31 | NA | NA | 11.50 | 7.38 | 8.61 | 9.66 | 14.01 | 9.46 | 17.73 | 6.49 | 9.68 | 4.70 | 8.11 | 8.24 | 5.73 | 7.09 | 8.21 | 14.70 | 12.21 | 19.29 | 22.84 | 11.31 | 8.22 | 7.78 | 8.68 | 9.49 | 12.84 | 11.23 |
| Draw Down(%) | NA | 7.56 | 17.42 | 23.64 | 23.64 | NA | NA | 41.67 | 1.77 | 6.18 | 9.06 | 22.25 | 6.43 | 20.79 | 2.87 | 14.91 | 1.77 | 6.54 | 8.86 | 4.67 | 7.34 | 6.89 | 13.93 | 8.60 | 18.32 | 36.10 | 8.13 | 6.42 | 5.28 | 7.93 | 6.54 | 20.51 | 12.86 |
| Yield(%) | NA | 3.49 | 4.03 | 4.34 | 4.20 | NA | NA | 4.69 | NA | 0.98 | 3.12 | 3.65 | 4.09 | 4.59 | 5.50 | 4.30 | 5.77 | 3.87 | 3.24 | 3.61 | 3.77 | 3.77 | 3.41 | 2.91 | 2.97 | 2.22 | 9.96 | 8.18 | 6.97 | 6.74 | 5.62 | 3.57 | 4.96 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tetra Pak 401K Strategic Asset Allocation - Optimal Moderate |
-8.80%
Feb 2006 - Feb 2009 |
-1.57%
Feb 2004 - Feb 2009 |
4.60%
Oct 2013 - Oct 2023 |
4.79%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Tetra Pak 401K Strategic Asset Allocation - Optimal Moderate |
23.50%
Feb 2009 - Feb 2012 |
17.96%
Feb 2009 - Feb 2014 |
11.36%
Feb 2009 - Feb 2019 |
9.66%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart