Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Shionogi Inc 401K Tactical Asset Allocation Moderate | NA | 2.45% | 2.43% | 2.19% | 2.03% | 3.96% | 5.28% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Shionogi Inc 401K Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.05 | 2.45 | 2.43 | 2.19 | 2.03 | 3.96 | 5.28 | … | … | 0.17 | 16.60 | -13.27 | 6.71 | 12.16 | 6.18 | -3.71 | 10.06 | 4.36 | -5.08 | 0.36 | 13.84 | 7.01 | -0.85 | 5.74 | 15.61 | -1.87 | 11.91 | 15.55 | 4.51 | 13.31 | 19.14 | 10.50 | 8.65 |
| Sharpe Ratio | NA | 1.42 | 0.09 | 0.40 | 0.31 | NA | NA | … | … | -0.01 | 1.59 | -1.40 | 0.62 | 1.38 | 1.02 | -0.71 | 1.87 | 0.99 | -1.02 | 0.05 | 1.92 | 1.20 | -0.10 | 0.54 | 1.76 | -0.45 | 0.98 | 1.71 | 0.40 | 1.71 | 3.37 | 2.23 | 1.17 |
| Standard Deviation(%) | NA | 8.04 | 9.72 | 8.81 | 7.38 | NA | NA | … | … | 7.75 | 7.76 | 10.43 | 10.82 | 8.67 | 4.70 | 7.09 | 5.04 | 4.20 | 4.99 | 6.56 | 7.18 | 5.78 | 8.68 | 10.54 | 8.82 | 6.26 | 9.12 | 7.20 | 5.79 | 7.23 | 5.48 | 4.21 | 5.43 |
| Draw Down(%) | NA | 5.40 | 20.56 | 20.56 | 20.56 | NA | NA | … | … | 2.28 | 5.40 | 17.43 | 6.60 | 10.73 | 3.49 | 9.47 | 4.14 | 2.50 | 6.75 | 6.16 | 5.88 | 4.84 | 8.37 | 9.63 | 4.59 | 7.10 | 7.52 | 7.94 | 4.47 | 7.02 | 2.86 | 2.44 | 4.10 |
| Yield(%) | NA | 13.85 | 10.17 | 8.04 | 5.93 | NA | NA | … | … | 0.86 | 13.85 | 9.84 | 5.11 | 4.67 | 5.07 | 3.46 | 0.32 | 3.63 | 4.48 | 7.21 | 4.42 | 3.94 | 1.61 | 3.86 | 7.65 | 4.20 | 6.87 | 6.58 | 4.02 | 4.29 | 3.08 | 7.93 | 8.82 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Shionogi Inc 401K Tactical Asset Allocation Moderate |
-0.36%
Oct 2017 – Oct 2020 |
0.77%
Jan 2018 – Jan 2023 |
2.03%
Oct 2013 – Oct 2023 |
3.26%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Shionogi Inc 401K Tactical Asset Allocation Moderate |
14.26%
Dec 2001 – Dec 2004 |
13.77%
Oct 2002 – Oct 2007 |
10.72%
Apr 2001 – Apr 2011 |
7.72%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart