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 Strategic Asset Allocation – Optimal Moderate | NA | 12.26% | 7.60% | 5.56% | 7.09% | 6.29% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FINANCIAL ENGINES 401K PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.66 | 12.26 | 7.60 | 5.56 | 7.09 | 6.29 | NA | … | … | 18.81 | -5.61 | 12.15 | 7.92 | -1.29 | 3.99 | 10.92 | 12.64 | -1.39 | 14.17 | 25.05 | -21.87 | 7.27 | 8.28 | 8.16 | 13.20 | 24.48 | -6.91 | -0.54 |
| Sharpe Ratio | NA | 2.54 | 0.94 | 0.73 | 0.79 | NA | NA | … | … | 2.54 | -0.74 | 2.56 | 0.95 | -0.21 | 0.67 | 1.50 | 1.74 | -0.11 | 1.27 | 1.47 | -1.09 | 0.48 | 0.64 | 0.85 | 1.41 | 2.68 | -0.70 | -0.24 |
| Standard Deviation(%) | NA | 6.84 | 7.22 | 7.23 | 8.33 | NA | NA | … | … | 6.84 | 9.41 | 4.50 | 8.11 | 6.26 | 5.90 | 7.24 | 7.24 | 13.05 | 11.12 | 17.01 | 20.87 | 8.80 | 7.82 | 7.03 | 8.70 | 8.87 | 11.37 | 12.08 |
| Draw Down(%) | NA | 2.97 | 12.54 | 12.54 | 12.54 | NA | NA | … | … | 2.97 | 12.54 | 1.91 | 5.64 | 7.00 | 5.57 | 7.41 | 5.98 | 11.96 | 8.73 | 16.47 | 33.08 | 5.28 | 8.12 | 4.58 | 8.45 | 4.98 | 16.98 | 15.45 |
| Yield(%) | NA | 2.04 | 1.83 | 1.85 | 2.45 | NA | NA | … | … | 2.04 | 3.15 | 0.27 | 2.71 | 1.06 | 2.75 | 4.36 | 3.20 | 2.39 | 2.43 | 1.57 | 3.62 | 4.52 | 3.57 | 4.38 | 2.58 | 2.64 | 1.56 | 1.61 |
Data as of 10/31/2019, 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 Strategic Asset Allocation – Optimal Moderate |
-7.84%
Feb 2006 – Feb 2009 |
-1.03%
Feb 2004 – Feb 2009 |
4.50%
Jan 2006 – Jan 2016 |
5.53%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FINANCIAL ENGINES 401K PLAN Strategic Asset Allocation – Optimal Moderate |
19.53%
Feb 2009 – Feb 2012 |
14.87%
Feb 2009 – Feb 2014 |
9.62%
Feb 2009 – Feb 2019 |
7.98%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart