Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Bloomberg LP 401K Strategic Asset Allocation – Optimal Moderate | NA | 16.98% | 17.20% | 16.79% | 9.51% | 8.78% | 7.60% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Bloomberg LP 401K Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 06/03/2025 |
| 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 (%) | -1.12 | 16.98 | 17.20 | 16.79 | 9.51 | 8.78 | 7.60 | … | … | 10.54 | 24.73 | 23.21 | -3.61 | 3.95 | 18.85 | 14.68 | -3.83 | 12.30 | 5.58 | 1.30 | 3.90 | 17.14 | 9.44 | -1.41 | 9.24 | 20.36 | -25.57 | 9.50 | 12.37 | 8.78 | 11.55 | 22.93 | -8.56 | 0.32 |
| Sharpe Ratio | NA | 1.82 | 1.89 | 1.30 | 0.82 | NA | NA | … | … | 0.80 | 2.64 | 2.76 | -0.39 | 0.41 | 1.01 | 1.71 | -0.44 | 2.21 | 0.61 | 0.16 | 0.59 | 2.36 | 1.13 | -0.10 | 0.76 | 1.15 | -1.17 | 0.66 | 1.25 | 1.07 | 1.44 | 2.49 | -0.85 | -0.20 |
| Standard Deviation(%) | NA | 9.59 | 9.36 | 10.14 | 10.55 | NA | NA | … | … | 11.57 | 8.00 | 7.09 | 12.80 | 9.51 | 18.43 | 7.72 | 11.84 | 5.28 | 8.76 | 7.73 | 6.62 | 7.25 | 8.34 | 14.74 | 12.00 | 17.55 | 22.74 | 9.68 | 7.18 | 6.07 | 7.35 | 8.91 | 11.37 | 10.45 |
| Draw Down(%) | NA | 7.11 | 7.89 | 16.65 | 20.17 | NA | NA | … | … | 7.11 | 4.61 | 3.90 | 14.02 | 5.44 | 20.17 | 3.98 | 13.07 | 1.60 | 7.44 | 6.30 | 4.64 | 4.11 | 7.32 | 14.01 | 9.41 | 18.23 | 34.50 | 6.36 | 8.03 | 4.28 | 5.46 | 8.18 | 17.02 | 15.10 |
| Yield(%) | NA | 14.87 | 10.53 | 8.12 | 6.43 | NA | NA | … | … | NA | 4.65 | 13.91 | 10.10 | 2.03 | 6.58 | 1.77 | 10.37 | 5.95 | 3.37 | 3.42 | 1.12 | 1.78 | 1.87 | 1.64 | 1.65 | 1.66 | 1.99 | 5.03 | 5.20 | 2.84 | 1.88 | 1.67 | 1.70 | 3.20 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| Bloomberg LP 401K Strategic Asset Allocation – Optimal Moderate |
-7.94%
Feb 2006 – Feb 2009 |
-1.01%
Feb 2004 – Feb 2009 |
3.98%
May 2007 – May 2017 |
4.15%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Bloomberg LP 401K Strategic Asset Allocation – Optimal Moderate |
20.55%
May 2022 – May 2025 |
16.79%
Mar 2020 – Mar 2025 |
10.02%
May 2015 – May 2025 |
9.91%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart