Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OptionsXpress Inc. 401(k) Plan Tactical Asset Allocation Moderate | NA | 21.13% | 3.55% | 7.70% | 8.76% | 7.40% | 12.16% | … | … |
Data as of 09/30/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OptionsXpress Inc. 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/18/2024 |
| 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 (%) | 0.28 | 21.13 | 3.55 | 7.70 | 8.76 | 7.40 | 12.16 | … | … | 11.64 | 10.19 | -12.01 | 3.93 | 21.08 | 23.25 | 16.83 | 14.66 | 8.49 | -4.04 | -2.04 | 12.62 | 4.68 | -1.78 | 4.65 | 103.87 | -5.16 | 21.65 | 22.67 | 13.02 | 9.36 | 21.65 | 3.70 | 6.24 |
| Sharpe Ratio | NA | 0.61 | -0.07 | 0.41 | 0.84 | NA | NA | … | … | 0.47 | 0.71 | -1.46 | 0.39 | 2.30 | 2.25 | 1.54 | 2.47 | 1.38 | -0.75 | -0.30 | 1.71 | 0.73 | -0.26 | 0.36 | 2.13 | -1.06 | 1.49 | 1.83 | 1.65 | 1.10 | 3.85 | 0.55 | 1.04 |
| Standard Deviation(%) | NA | 10.87 | 9.54 | 9.53 | 8.65 | NA | NA | … | … | 10.96 | 8.36 | 9.16 | 10.04 | 9.05 | 9.69 | 10.10 | 5.69 | 6.00 | 5.44 | 6.93 | 7.36 | 6.36 | 6.95 | 12.63 | 48.65 | 5.75 | 12.53 | 10.61 | 6.57 | 7.63 | 5.44 | 4.74 | 3.78 |
| Draw Down(%) | NA | 7.82 | 12.83 | 15.45 | 15.45 | NA | NA | … | … | 7.82 | 8.42 | 12.83 | 5.77 | 4.61 | 0.00 | 5.72 | 2.78 | 3.97 | 6.98 | 8.30 | 5.36 | 6.82 | 6.34 | 10.94 | 5.26 | 8.72 | 9.76 | 14.78 | 6.52 | 9.71 | 3.90 | 4.86 | 2.47 |
| Yield(%) | NA | 3.69 | 3.74 | 8.37 | 7.51 | NA | NA | … | … | 0.45 | 3.76 | 2.10 | 5.50 | 12.95 | 23.25 | 18.32 | 1.54 | 2.40 | 1.29 | 3.97 | 1.81 | 2.70 | 2.60 | 2.16 | 3.45 | 3.21 | 6.85 | 5.53 | 2.64 | 3.41 | 4.78 | 3.73 | 6.33 |
Data as of 09/30/2024, 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 |
|---|---|---|---|---|
| OptionsXpress Inc. 401(k) Plan Tactical Asset Allocation Moderate |
-0.15%
Apr 2021 – Apr 2024 |
1.63%
Apr 2011 – Apr 2016 |
6.86%
Oct 2013 – Oct 2023 |
7.40%
Sep 2009 – Sep 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OptionsXpress Inc. 401(k) Plan Tactical Asset Allocation Moderate |
35.83%
Sep 2006 – Sep 2009 |
28.48%
Apr 2005 – Apr 2010 |
17.73%
Apr 2001 – Apr 2011 |
14.10%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison Chart