Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DOW JONES 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | -0.11% | 4.09% | 3.68% | 8.46% | 7.18% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DOW JONES 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.06 | -0.11 | 4.09 | 3.68 | 8.46 | 7.18 | NA | … | … | -3.26 | 8.10 | 5.13 | 0.31 | 2.42 | 17.41 | 12.90 | 1.39 | 12.19 | 23.53 | -18.70 | 13.94 | 9.09 | 10.79 | 12.60 | 22.41 | -5.38 | 5.32 |
| Sharpe Ratio | NA | -0.43 | 0.30 | 0.26 | 0.71 | NA | NA | … | … | -0.43 | 1.67 | 0.60 | 0.03 | 0.38 | 2.37 | 1.67 | 0.09 | 1.07 | 1.23 | -0.83 | 0.99 | 0.68 | 1.09 | 1.37 | 2.21 | -0.52 | 0.25 |
| Standard Deviation(%) | NA | 10.67 | 8.17 | 7.87 | 10.59 | NA | NA | … | … | 10.67 | 4.47 | 8.16 | 8.36 | 6.32 | 7.33 | 7.68 | 14.49 | 11.33 | 19.03 | 23.71 | 11.01 | 8.56 | 7.92 | 8.48 | 9.85 | 12.53 | 12.06 |
| Draw Down(%) | NA | 12.97 | 12.97 | 12.97 | 18.37 | NA | NA | … | … | 12.97 | 1.96 | 7.23 | 8.16 | 4.82 | 6.39 | 6.22 | 12.98 | 8.13 | 18.37 | 34.58 | 5.87 | 8.55 | 4.54 | 6.39 | 6.88 | 16.46 | 14.73 |
| Yield(%) | NA | 6.47 | 3.89 | 3.56 | 3.41 | NA | NA | … | … | 6.45 | 0.24 | 4.97 | 3.09 | 3.05 | 4.55 | 3.04 | 3.17 | 2.08 | 3.29 | 4.87 | 11.84 | 6.44 | 5.13 | 2.58 | 1.05 | 0.84 | 1.14 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| DOW JONES 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-5.40%
Feb 2006 – Feb 2009 |
1.36%
Feb 2004 – Feb 2009 |
5.74%
Apr 2008 – Apr 2018 |
7.06%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DOW JONES 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
19.90%
Feb 2009 – Feb 2012 |
16.81%
Feb 2009 – Feb 2014 |
10.15%
Mar 2003 – Mar 2013 |
8.71%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart