Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DuPont 401(k) and Profit Sharing Plan Strategic Asset Allocation – Optimal Moderate | NA | 2.99% | 1.85% | 4.17% | 5.17% | 4.11% | NA | … | … |
Data as of 09/30/2020, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DuPont 401(k) and Profit Sharing Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.87 | 2.99 | 1.85 | 4.17 | 5.17 | 4.11 | NA | … | … | 5.56 | 15.14 | -5.38 | 5.49 | 4.91 | 0.15 | 3.81 | 18.58 | 9.76 | -2.69 | 10.07 | 20.32 | -25.06 | 5.96 | 10.67 | 5.18 | 10.18 | 19.73 | -13.46 | 3.00 |
| Sharpe Ratio | NA | 0.16 | 0.13 | 0.19 | 0.30 | NA | NA | … | … | 0.12 | 1.87 | -0.69 | 0.87 | 0.56 | 0.01 | 0.58 | 2.69 | 1.19 | -0.18 | 0.91 | 1.34 | -1.21 | 0.34 | 1.19 | 0.55 | 1.53 | 1.87 | -0.97 | 0.06 |
| Standard Deviation(%) | NA | 44.50 | 26.68 | 21.15 | 16.39 | NA | NA | … | … | 45.88 | 7.35 | 9.76 | 5.60 | 8.45 | 8.41 | 6.54 | 6.90 | 8.16 | 14.94 | 10.96 | 15.08 | 21.48 | 8.62 | 6.23 | 5.51 | 6.05 | 10.17 | 15.04 | 11.64 |
| Draw Down(%) | NA | 27.08 | 27.08 | 27.08 | 27.08 | NA | NA | … | … | 27.08 | 4.24 | 13.42 | 4.12 | 8.44 | 7.67 | 5.50 | 3.56 | 7.41 | 14.69 | 9.30 | 15.58 | 33.22 | 6.17 | 6.50 | 4.15 | 4.26 | 8.76 | 23.69 | 15.40 |
| Yield(%) | NA | 12.95 | 6.20 | 4.80 | 3.94 | NA | NA | … | … | 11.33 | 3.80 | 3.33 | 0.26 | 2.26 | 6.34 | 3.00 | 6.85 | 2.26 | 0.71 | 0.44 | 0.47 | 1.62 | 4.39 | 5.87 | 2.53 | 2.14 | 0.96 | 1.42 | 4.25 |
Data as of 09/30/2020, 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 |
|---|---|---|---|---|
| DuPont 401(k) and Profit Sharing Plan Strategic Asset Allocation – Optimal Moderate |
-8.08%
Feb 2006 – Feb 2009 |
-2.09%
Feb 2004 – Feb 2009 |
3.12%
Dec 2001 – Dec 2011 |
3.72%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DuPont 401(k) and Profit Sharing Plan Strategic Asset Allocation – Optimal Moderate |
14.81%
Feb 2009 – Feb 2012 |
13.42%
Feb 2009 – Feb 2014 |
8.07%
Feb 2009 – Feb 2019 |
6.38%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart