Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Facebook 401k Strategic Asset Allocation – Optimal Moderate | NA | 25.73% | 0.97% | 5.00% | 4.34% | 6.09% | 6.37% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Facebook 401k 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 (%) | -1.18 | 25.73 | 0.97 | 5.00 | 4.34 | 6.09 | 6.37 | … | … | 0.42 | 10.41 | 14.52 | -18.19 | 2.22 | 16.29 | 16.13 | -7.92 | 9.88 | 5.45 | -1.57 | 4.45 | 13.68 | 12.92 | -3.44 | 15.91 | 32.06 | -25.16 | 10.24 | 16.29 | 11.95 | 13.01 | 26.02 | -5.88 | -1.39 |
| Sharpe Ratio | NA | 0.57 | -0.20 | 0.14 | 0.25 | NA | NA | … | … | 0.04 | 0.46 | 1.22 | -1.35 | 0.24 | 0.87 | 2.33 | -1.00 | 2.10 | 0.64 | -0.18 | 0.68 | 1.75 | 1.69 | -0.22 | 1.31 | 1.61 | -1.12 | 0.75 | 1.74 | 1.58 | 1.67 | 3.32 | -0.72 | -0.43 |
| Standard Deviation(%) | NA | 8.33 | 10.83 | 12.47 | 10.31 | NA | NA | … | … | 8.35 | 8.37 | 8.41 | 14.51 | 9.09 | 18.45 | 6.33 | 9.19 | 4.40 | 8.22 | 8.78 | 6.50 | 7.78 | 7.63 | 15.85 | 12.12 | 19.81 | 23.28 | 9.62 | 7.47 | 6.21 | 7.23 | 7.62 | 9.68 | 8.69 |
| Draw Down(%) | NA | 5.19 | 22.89 | 26.09 | 26.09 | NA | NA | … | … | 0.65 | 5.19 | 7.90 | 23.70 | 5.73 | 23.45 | 3.17 | 14.10 | 3.13 | 7.69 | 9.97 | 5.24 | 7.46 | 6.22 | 17.77 | 8.41 | 18.15 | 36.92 | 6.55 | 7.99 | 4.28 | 6.95 | 6.31 | 16.64 | 13.19 |
| Yield(%) | NA | 3.83 | 3.61 | 4.08 | 4.18 | NA | NA | … | … | NA | 0.87 | 3.81 | 3.30 | 2.86 | 5.74 | 3.88 | 4.57 | 0.42 | 5.07 | 6.84 | 4.65 | 5.29 | 4.82 | 3.11 | 4.04 | 3.73 | 4.62 | 6.58 | 6.91 | 3.76 | 3.49 | 2.43 | 3.40 | 4.81 |
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 |
|---|---|---|---|---|
| Facebook 401k Strategic Asset Allocation – Optimal Moderate |
-6.43%
Feb 2006 – Feb 2009 |
-0.35%
Sep 2017 – Sep 2022 |
2.60%
Oct 2013 – Oct 2023 |
3.49%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Facebook 401k Strategic Asset Allocation – Optimal Moderate |
21.31%
Feb 2009 – Feb 2012 |
16.86%
Feb 2009 – Feb 2014 |
10.43%
Mar 2003 – Mar 2013 |
8.92%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart