Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COSTCO 401(k) RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate | NA | 36.13% | 11.57% | 12.20% | 8.99% | 9.02% | 7.72% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COSTCO 401(k) RETIREMENT PLAN Strategic Asset Allocation – Optimal 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 (%) | -0.86 | 36.13 | 11.57 | 12.20 | 8.99 | 9.02 | 7.72 | … | … | 0.79 | 23.34 | 25.99 | -9.42 | 7.36 | 16.04 | 16.64 | -3.53 | 11.69 | 5.61 | 2.48 | 3.81 | 17.42 | 10.63 | -2.77 | 13.00 | 20.12 | -23.49 | 7.98 | 9.99 | 9.46 | 11.77 | 20.76 | -6.79 | 6.48 |
| Sharpe Ratio | NA | 2.15 | 0.85 | 0.76 | 0.73 | NA | NA | … | … | 0.09 | 1.98 | 2.75 | -0.74 | 0.78 | 0.86 | 2.05 | -0.51 | 2.44 | 0.65 | 0.29 | 0.55 | 2.55 | 1.29 | -0.20 | 1.09 | 1.19 | -1.17 | 0.52 | 1.01 | 1.20 | 1.47 | 2.35 | -0.71 | 0.33 |
| Standard Deviation(%) | NA | 8.43 | 10.77 | 12.47 | 10.40 | NA | NA | … | … | 7.77 | 8.47 | 7.90 | 14.63 | 9.38 | 18.42 | 7.45 | 9.54 | 4.54 | 8.33 | 8.44 | 6.86 | 6.82 | 8.21 | 14.37 | 11.88 | 16.78 | 20.79 | 9.59 | 6.65 | 6.07 | 7.37 | 8.55 | 11.15 | 12.83 |
| Draw Down(%) | NA | 4.94 | 15.38 | 20.12 | 20.12 | NA | NA | … | … | 0.56 | 4.94 | 4.40 | 17.40 | 5.14 | 20.12 | 3.62 | 12.25 | 2.45 | 7.62 | 7.35 | 4.99 | 4.34 | 6.46 | 15.39 | 9.19 | 15.81 | 32.41 | 6.92 | 7.57 | 4.63 | 5.31 | 7.46 | 17.21 | 13.70 |
| Yield(%) | NA | 15.47 | 10.90 | 7.81 | 6.27 | NA | NA | … | … | NA | 4.44 | 14.79 | 6.77 | 5.79 | 3.64 | 2.83 | 5.76 | 0.85 | 4.63 | 6.17 | 6.67 | 4.74 | 1.45 | 2.92 | 2.94 | 2.38 | 2.25 | 5.83 | 4.32 | 4.15 | 3.05 | 1.69 | 1.45 | 1.74 |
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 |
|---|---|---|---|---|
| COSTCO 401(k) RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
-7.31%
Feb 2006 – Feb 2009 |
-0.47%
Feb 2004 – Feb 2009 |
4.38%
Jan 2006 – Jan 2016 |
4.47%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COSTCO 401(k) RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
16.43%
Mar 2003 – Mar 2006 |
13.89%
Feb 2009 – Feb 2014 |
9.54%
Feb 2009 – Feb 2019 |
9.78%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart