Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Facebook 401k Tactical Asset Allocation Moderate | NA | 27.33% | 0.98% | 5.14% | 4.08% | 5.15% | 6.54% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Facebook 401k 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 (%) | -1.47 | 27.33 | 0.98 | 5.14 | 4.08 | 5.15 | 6.54 | … | … | -0.05 | 8.19 | 15.80 | -21.90 | 10.48 | 14.11 | 8.53 | -3.47 | 13.19 | 0.83 | -3.36 | 3.20 | 14.56 | 9.36 | -3.16 | 8.61 | 18.24 | -1.80 | 10.91 | 23.46 | 5.31 | 15.16 | 20.28 | 9.02 | 8.65 |
| Sharpe Ratio | NA | 0.20 | -0.30 | 0.16 | 0.21 | NA | NA | … | … | -0.01 | 0.17 | 1.13 | -1.45 | 1.15 | 1.54 | 1.37 | -0.62 | 2.58 | 0.13 | -0.55 | 0.51 | 1.97 | 1.61 | -0.32 | 0.70 | 1.92 | -0.43 | 0.79 | 2.55 | 0.48 | 1.74 | 3.67 | 1.84 | 1.17 |
| Standard Deviation(%) | NA | 9.16 | 12.21 | 11.09 | 8.87 | NA | NA | … | … | 10.32 | 9.18 | 10.24 | 16.07 | 9.11 | 9.00 | 5.21 | 7.74 | 4.87 | 4.98 | 6.16 | 6.20 | 7.39 | 5.77 | 9.84 | 12.23 | 9.44 | 6.27 | 10.08 | 7.90 | 6.56 | 8.18 | 5.34 | 4.31 | 5.43 |
| Draw Down(%) | NA | 7.44 | 23.89 | 26.17 | 26.17 | NA | NA | … | … | 0.93 | 7.44 | 9.00 | 26.17 | 4.94 | 10.70 | 2.71 | 10.20 | 2.82 | 4.11 | 7.57 | 4.95 | 6.61 | 4.39 | 11.42 | 9.15 | 4.76 | 6.64 | 7.06 | 6.96 | 4.19 | 8.21 | 2.94 | 2.44 | 4.10 |
| Yield(%) | NA | 4.06 | 4.87 | 4.69 | 4.24 | NA | NA | … | … | NA | 0.96 | 4.09 | 5.31 | 3.67 | 5.61 | 3.94 | 3.67 | 0.23 | 2.82 | 7.05 | 4.89 | 4.48 | 5.27 | 1.80 | 4.48 | 5.78 | 4.09 | 5.16 | 7.52 | 2.02 | 2.28 | 3.41 | 7.84 | 8.82 |
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 |
|---|---|---|---|---|
| Facebook 401k Tactical Asset Allocation Moderate |
-1.54%
Apr 2021 – Apr 2024 |
0.03%
Sep 2017 – Sep 2022 |
2.08%
Oct 2013 – Oct 2023 |
3.71%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Facebook 401k Tactical Asset Allocation Moderate |
16.31%
Sep 2004 – Sep 2007 |
16.00%
Oct 2002 – Oct 2007 |
12.17%
Apr 2001 – Apr 2011 |
8.98%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart