Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Digital River Inc 401 (K) Plan Tactical Asset Allocation Moderate | NA | 20.80% | 2.77% | 7.19% | 4.67% | 5.18% | 5.96% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Digital River Inc 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 (%) | -0.37 | 20.80 | 2.77 | 7.19 | 4.67 | 5.18 | 5.96 | … | … | -0.02 | 8.24 | 14.75 | -13.63 | 11.88 | 13.66 | 9.39 | -4.41 | 5.60 | 2.79 | -3.09 | 0.51 | 16.42 | 4.18 | 2.02 | 6.60 | 13.86 | -1.08 | 11.86 | 14.05 | 5.67 | 8.47 | 16.61 | 3.17 | 6.27 |
| Sharpe Ratio | NA | 0.25 | -0.15 | 0.44 | 0.33 | NA | NA | … | … | -0.01 | 0.19 | 1.34 | -1.43 | 1.40 | 1.58 | 1.67 | -0.81 | 0.71 | 0.52 | -0.63 | 0.08 | 2.25 | 0.73 | 0.27 | 0.61 | 1.64 | -0.45 | 0.91 | 1.46 | 0.61 | 1.10 | 2.98 | 0.53 | 1.04 |
| Standard Deviation(%) | NA | 8.69 | 9.09 | 8.86 | 7.50 | NA | NA | … | … | 7.99 | 8.72 | 7.81 | 10.50 | 8.45 | 8.50 | 4.78 | 7.02 | 7.04 | 4.95 | 4.91 | 6.45 | 7.29 | 5.67 | 7.27 | 10.76 | 8.39 | 4.43 | 9.71 | 7.37 | 5.74 | 6.84 | 5.34 | 3.90 | 3.82 |
| Draw Down(%) | NA | 6.36 | 14.20 | 16.12 | 16.12 | NA | NA | … | … | 0.82 | 6.36 | 6.29 | 14.59 | 4.89 | 8.56 | 3.15 | 10.21 | 6.70 | 3.37 | 6.66 | 6.19 | 4.55 | 5.50 | 5.01 | 9.59 | 5.01 | 7.63 | 6.35 | 8.70 | 4.18 | 6.31 | 2.95 | 4.04 | 2.30 |
| Yield(%) | NA | 4.20 | 2.93 | 3.02 | 3.17 | NA | NA | … | … | NA | 0.97 | 4.07 | 1.61 | 2.64 | 2.91 | 3.83 | 2.99 | 0.15 | 3.21 | 2.68 | 7.48 | 1.68 | 4.03 | 2.84 | 2.22 | 3.11 | 2.98 | 3.19 | 4.31 | 2.55 | 2.99 | 3.39 | 3.78 | 5.39 |
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 |
|---|---|---|---|---|
| Digital River Inc 401 (K) Plan Tactical Asset Allocation Moderate |
0.04%
Dec 2013 – Dec 2016 |
0.21%
Dec 2013 – Dec 2018 |
2.72%
Oct 2013 – Oct 2023 |
3.99%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Digital River Inc 401 (K) Plan Tactical Asset Allocation Moderate |
12.73%
Oct 2004 – Oct 2007 |
12.24%
Oct 2002 – Oct 2007 |
8.70%
Jul 2003 – Jul 2013 |
7.31%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart