Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Biogen Idec 401K Tactical Asset Allocation Moderate | NA | 5.93% | 0.87% | 2.37% | 2.91% | 5.12% | 5.81% | … | … |
Data as of 11/30/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Biogen Idec 401K Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2024 |
| 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 (%) | 0.06 | 5.93 | 0.87 | 2.37 | 2.91 | 5.12 | 5.81 | … | … | 0.48 | 11.37 | -13.00 | 5.67 | 6.15 | 10.32 | -2.59 | 7.90 | 5.37 | 0.08 | 1.98 | 16.31 | 5.79 | 1.98 | 7.73 | 17.48 | -1.28 | 12.41 | 14.49 | 5.67 | 8.13 | 17.85 | 3.67 | 8.03 |
| Sharpe Ratio | NA | 0.93 | -0.18 | 0.16 | 0.27 | NA | NA | … | … | -0.01 | 0.95 | -1.46 | 0.67 | 0.53 | 1.87 | -0.54 | 1.37 | 1.11 | 0.01 | 0.32 | 2.40 | 1.04 | 0.24 | 0.66 | 2.12 | -0.41 | 0.99 | 1.41 | 0.57 | 0.91 | 2.83 | 0.53 | 1.11 |
| Standard Deviation(%) | NA | 7.69 | 8.59 | 8.71 | 7.38 | NA | NA | … | … | 8.91 | 7.50 | 9.82 | 8.47 | 11.11 | 4.76 | 7.23 | 5.32 | 4.64 | 5.60 | 6.22 | 6.80 | 5.49 | 8.01 | 11.50 | 8.20 | 5.43 | 9.51 | 7.97 | 6.13 | 7.88 | 6.06 | 4.81 | 5.15 |
| Draw Down(%) | NA | 6.05 | 16.79 | 16.79 | 16.79 | NA | NA | … | … | 2.60 | 6.09 | 14.76 | 4.86 | 15.14 | 3.08 | 9.03 | 5.37 | 3.66 | 5.78 | 5.79 | 4.74 | 5.19 | 6.45 | 8.93 | 3.80 | 8.24 | 7.19 | 9.04 | 4.85 | 6.82 | 3.34 | 4.79 | 3.85 |
| Yield(%) | NA | 4.82 | 3.93 | 3.85 | 3.16 | NA | NA | … | … | 0.13 | 4.95 | 2.54 | 4.25 | 4.97 | 2.59 | 0.99 | 0.23 | 4.36 | 3.83 | 2.91 | 3.83 | 4.49 | 3.11 | 4.68 | 5.08 | 3.75 | 3.86 | 3.72 | 3.54 | 4.48 | 3.85 | 6.12 | 8.13 |
Data as of 11/30/2023, 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 |
|---|---|---|---|---|
| Biogen Idec 401K Tactical Asset Allocation Moderate |
-1.12%
Jun 2019 – Jun 2022 |
0.31%
Nov 2017 – Nov 2022 |
2.46%
Oct 2013 – Oct 2023 |
4.29%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Biogen Idec 401K Tactical Asset Allocation Moderate |
12.92%
Oct 2004 – Oct 2007 |
12.56%
Oct 2002 – Oct 2007 |
9.87%
Apr 2001 – Apr 2011 |
8.46%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart