Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Plan Tactical Asset Allocation Moderate | NA | 16.76% | 0.36% | 6.10% | 4.76% | 5.96% | 7.29% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| International Business Machines (IBM) 401K Plus 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 (%) | -1.37 | 16.76 | 0.36 | 6.10 | 4.76 | 5.96 | 7.29 | … | … | 0.59 | 4.25 | 8.40 | -15.12 | 15.26 | 17.12 | 8.21 | -7.24 | 12.34 | 9.92 | -4.44 | 2.46 | 11.47 | 10.65 | 4.63 | 13.99 | 20.36 | -8.44 | 7.40 | 23.62 | 12.17 | 9.79 | 23.69 | 1.32 | 0.61 |
| Sharpe Ratio | NA | -0.05 | -0.53 | 0.31 | 0.35 | NA | NA | … | … | 0.05 | -0.25 | 0.61 | -1.75 | 1.54 | 1.83 | 1.40 | -1.14 | 2.25 | 1.61 | -0.71 | 0.40 | 1.57 | 1.89 | 0.46 | 1.02 | 1.79 | -1.17 | 0.35 | 1.93 | 1.27 | 0.79 | 3.33 | 0.03 | -0.37 |
| Standard Deviation(%) | NA | 9.18 | 8.59 | 9.01 | 7.68 | NA | NA | … | … | 10.92 | 9.24 | 6.79 | 9.45 | 9.89 | 9.22 | 4.86 | 7.48 | 5.20 | 6.02 | 6.32 | 6.18 | 7.28 | 5.60 | 9.92 | 13.59 | 11.32 | 7.97 | 12.52 | 10.52 | 7.90 | 11.26 | 6.90 | 7.67 | 4.61 |
| Draw Down(%) | NA | 6.28 | 17.27 | 18.90 | 18.90 | NA | NA | … | … | 0.93 | 6.28 | 6.35 | 15.45 | 5.49 | 9.28 | 3.12 | 13.72 | 2.21 | 4.11 | 9.06 | 6.64 | 7.82 | 4.41 | 8.17 | 8.56 | 5.42 | 12.99 | 9.22 | 9.41 | 5.56 | 13.58 | 5.34 | 10.54 | 5.21 |
| Yield(%) | NA | 2.81 | 2.87 | 2.62 | 2.35 | NA | NA | … | … | NA | 0.36 | 3.16 | 2.79 | 2.50 | 2.18 | 2.79 | 1.70 | 0.40 | 2.96 | 1.92 | 3.45 | 1.82 | 5.12 | 3.60 | 3.09 | 4.45 | 3.43 | 3.53 | 7.31 | 4.76 | 4.15 | 4.18 | 5.22 | 3.97 |
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 |
|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Plan Tactical Asset Allocation Moderate |
-1.38%
Dec 2021 – Dec 2024 |
2.03%
Feb 2018 – Feb 2023 |
3.45%
Oct 2013 – Oct 2023 |
5.36%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| International Business Machines (IBM) 401K Plus Plan Tactical Asset Allocation Moderate |
17.64%
Jul 2004 – Jul 2007 |
16.57%
Oct 2002 – Oct 2007 |
11.68%
Jul 2002 – Jul 2012 |
9.82%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart