Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CB RICHARD ELLIS 401 (k) PLAN Tactical Asset Allocation Moderate | NA | 21.11% | 4.08% | 7.11% | 6.10% | 7.90% | 8.43% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CB RICHARD ELLIS 401 (k) 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 (%) | -1.08 | 21.11 | 4.08 | 7.11 | 6.10 | 7.90 | 8.43 | … | … | 0.33 | 6.82 | 12.69 | -10.69 | 6.78 | 14.02 | 20.60 | -3.13 | 10.39 | 3.58 | -1.54 | 7.70 | 18.08 | 12.61 | 0.29 | 16.66 | 17.24 | -0.69 | 10.83 | 14.12 | 8.60 | 12.39 | 14.24 | 5.95 | 1.82 |
| Sharpe Ratio | NA | 0.11 | -0.10 | 0.27 | 0.41 | NA | NA | … | … | 0.04 | 0.03 | 0.96 | -0.86 | 0.62 | 1.11 | 2.97 | -0.41 | 1.84 | 0.42 | -0.18 | 0.97 | 2.61 | 1.74 | 0.02 | 1.63 | 2.16 | -0.29 | 0.72 | 1.38 | 1.00 | 1.69 | 1.93 | 1.17 | -0.08 |
| Standard Deviation(%) | NA | 8.79 | 10.80 | 11.15 | 9.73 | NA | NA | … | … | 6.46 | 8.82 | 8.80 | 13.97 | 10.81 | 12.43 | 6.47 | 10.88 | 5.32 | 8.05 | 8.63 | 7.93 | 6.90 | 7.21 | 13.89 | 10.14 | 7.93 | 5.53 | 10.88 | 7.84 | 6.43 | 6.79 | 7.02 | 4.14 | 6.20 |
| Draw Down(%) | NA | 7.75 | 14.96 | 15.56 | 15.56 | NA | NA | … | … | 0.41 | 7.75 | 7.51 | 15.56 | 7.76 | 14.35 | 2.98 | 13.02 | 2.35 | 7.38 | 8.89 | 5.93 | 4.60 | 5.08 | 13.17 | 7.16 | 4.66 | 5.43 | 6.69 | 8.85 | 4.67 | 6.81 | 5.21 | 2.58 | 7.13 |
| Yield(%) | NA | 4.22 | 4.65 | 5.55 | 5.16 | NA | NA | … | … | NA | 1.03 | 4.46 | 5.14 | 3.53 | 7.27 | 7.93 | 3.14 | 2.48 | 4.48 | 6.83 | 7.39 | 3.36 | 2.57 | 2.07 | 4.50 | 4.79 | 4.23 | 5.99 | 6.07 | 4.03 | 4.20 | 3.41 | 5.39 | 5.34 |
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 |
|---|---|---|---|---|
| CB RICHARD ELLIS 401 (k) PLAN Tactical Asset Allocation Moderate |
2.03%
Feb 2021 – Feb 2024 |
3.27%
Dec 2013 – Dec 2018 |
5.03%
Oct 2013 – Oct 2023 |
6.67%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CB RICHARD ELLIS 401 (k) PLAN Tactical Asset Allocation Moderate |
14.98%
Oct 2004 – Oct 2007 |
14.09%
Feb 2009 – Feb 2014 |
11.34%
Mar 2003 – Mar 2013 |
9.85%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart