Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FINANCIAL ENGINES 401K PLAN Tactical Asset Allocation Moderate | NA | 18.35% | -1.02% | 4.63% | 2.88% | 3.97% | 5.97% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FINANCIAL ENGINES 401K PLAN Tactical Asset Allocation 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 (%) | -1.17 | 18.35 | -1.02 | 4.63 | 2.88 | 3.97 | 5.97 | … | … | 0.58 | 6.80 | 8.46 | -17.96 | 9.72 | 17.17 | 5.24 | -4.40 | 10.23 | 5.40 | -8.15 | 1.92 | 12.13 | 4.72 | 2.23 | 6.87 | 17.12 | -4.55 | 16.00 | 14.57 | 14.42 | 14.35 | 21.16 | 5.65 | 6.56 |
| Sharpe Ratio | NA | 0.17 | -0.58 | 0.18 | 0.16 | NA | NA | … | … | 0.06 | 0.03 | 0.61 | -1.85 | 1.03 | 1.83 | 0.85 | -0.75 | 2.11 | 1.04 | -1.52 | 0.33 | 1.63 | 1.00 | 0.22 | 0.64 | 1.83 | -0.94 | 1.04 | 1.04 | 1.62 | 1.30 | 3.00 | 0.88 | 0.94 |
| Standard Deviation(%) | NA | 8.14 | 8.65 | 8.96 | 7.45 | NA | NA | … | … | 8.28 | 8.17 | 6.93 | 10.46 | 9.45 | 9.24 | 4.52 | 7.61 | 4.54 | 5.02 | 5.38 | 5.73 | 7.43 | 4.65 | 9.85 | 10.65 | 9.29 | 5.80 | 12.49 | 10.84 | 7.54 | 10.28 | 6.82 | 5.18 | 4.51 |
| Draw Down(%) | NA | 5.71 | 21.13 | 21.94 | 21.94 | NA | NA | … | … | 0.66 | 5.71 | 5.91 | 18.90 | 4.85 | 11.76 | 3.49 | 10.19 | 1.62 | 2.63 | 9.15 | 5.53 | 6.28 | 2.67 | 8.14 | 8.80 | 4.42 | 8.48 | 8.98 | 14.72 | 6.27 | 13.09 | 3.71 | 4.12 | 3.56 |
| Yield(%) | NA | 5.09 | 3.95 | 3.57 | 2.40 | NA | NA | … | … | NA | 0.54 | 5.23 | 3.00 | 2.85 | 2.50 | 3.59 | 2.38 | 0.24 | 0.71 | 0.31 | 2.76 | 3.12 | 3.79 | 2.63 | 2.29 | 4.08 | 3.40 | 3.08 | 2.95 | 2.90 | 2.66 | 4.37 | 3.68 | 6.22 |
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 |
|---|---|---|---|---|
| FINANCIAL ENGINES 401K PLAN Tactical Asset Allocation Moderate |
-1.76%
Apr 2021 – Apr 2024 |
0.49%
Aug 2014 – Aug 2019 |
1.49%
Oct 2013 – Oct 2023 |
3.21%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FINANCIAL ENGINES 401K PLAN Tactical Asset Allocation Moderate |
19.84%
Oct 2004 – Oct 2007 |
17.59%
Oct 2002 – Oct 2007 |
11.31%
Apr 2001 – Apr 2011 |
8.49%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart