Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CEPHALON, INC. 401(k) PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 13.05% | 0.45% | 7.06% | 5.48% | 7.59% | 7.69% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEPHALON, INC. 401(k) PROFIT SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.96 | 13.05 | 0.45 | 7.06 | 5.48 | 7.59 | 7.69 | … | … | 0.50 | 0.42 | 5.14 | -8.64 | 12.91 | 19.68 | 8.58 | -4.11 | 9.85 | 9.59 | -1.94 | 9.70 | 23.16 | 10.36 | 4.60 | 8.68 | 4.11 | 12.79 | 9.20 | 10.34 | 4.14 | 11.84 | 23.59 | 12.71 | 6.39 |
| Sharpe Ratio | NA | -0.59 | -0.58 | 0.31 | 0.38 | NA | NA | … | … | 0.06 | -0.70 | 0.11 | -1.07 | 1.28 | 1.80 | 1.03 | -0.54 | 1.55 | 1.56 | -0.25 | 1.24 | 3.08 | 1.44 | 0.36 | 0.85 | 0.43 | 1.58 | 0.75 | 1.02 | 0.27 | 1.35 | 2.37 | 1.97 | 0.63 |
| Standard Deviation(%) | NA | 8.74 | 8.64 | 9.42 | 8.50 | NA | NA | … | … | 6.90 | 8.78 | 7.74 | 9.33 | 10.11 | 10.81 | 6.95 | 10.00 | 5.93 | 6.01 | 7.78 | 7.80 | 7.50 | 7.15 | 12.74 | 10.14 | 9.46 | 7.53 | 8.33 | 6.96 | 7.28 | 8.06 | 9.65 | 5.89 | 6.48 |
| Draw Down(%) | NA | 7.53 | 16.31 | 16.34 | 16.34 | NA | NA | … | … | 0.47 | 7.53 | 8.90 | 11.58 | 4.34 | 6.75 | 4.76 | 14.62 | 2.28 | 3.03 | 7.82 | 5.25 | 3.86 | 5.00 | 12.10 | 7.82 | 7.79 | 4.95 | 5.94 | 5.96 | 4.74 | 7.27 | 4.76 | 2.99 | 5.42 |
| Yield(%) | NA | 4.27 | 4.41 | 5.21 | 4.51 | NA | NA | … | … | NA | 1.27 | 4.26 | 6.54 | 0.99 | 8.08 | 6.24 | 5.19 | 2.74 | 5.63 | 0.96 | 4.30 | 5.99 | 5.21 | 2.86 | 2.58 | 4.57 | 6.11 | 1.99 | 7.10 | 4.66 | 2.16 | 3.24 | 6.37 | 5.86 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEPHALON, INC. 401(k) PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
-1.19%
Dec 2021 – Dec 2024 |
2.82%
Feb 2015 – Feb 2020 |
4.83%
Dec 2014 – Dec 2024 |
6.89%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEPHALON, INC. 401(k) PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
15.93%
Dec 2001 – Dec 2004 |
13.33%
May 2002 – May 2007 |
11.01%
Apr 2001 – Apr 2011 |
10.21%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison Chart