Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LEXICON INC. 401K PLAN Tactical Asset Allocation Moderate | NA | -4.51% | -1.14% | 0.37% | 1.64% | 3.03% | 4.28% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LEXICON INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.20 | -4.51 | -1.14 | 0.37 | 1.64 | 3.03 | 4.28 | … | … | 0.90 | 5.45 | -16.12 | 7.96 | 13.06 | 5.70 | -3.28 | 8.77 | 5.96 | -3.52 | 1.48 | 13.41 | 2.81 | 5.65 | 0.72 | 7.74 | 2.53 | 11.55 | 11.59 | 2.28 | 10.07 | 16.50 | 9.92 | 5.28 |
| Sharpe Ratio | NA | 0.15 | -0.34 | 0.14 | 0.13 | NA | NA | … | … | 0.08 | 0.16 | -1.84 | 0.79 | 1.41 | 0.97 | -0.18 | 1.66 | 1.21 | -0.60 | 0.25 | 2.03 | 0.57 | 0.62 | 0.06 | 1.05 | 0.27 | 0.92 | 1.06 | 0.02 | 1.24 | 2.53 | 1.81 | 0.61 |
| Standard Deviation(%) | NA | 7.78 | 9.07 | 8.44 | 10.65 | NA | NA | … | … | 7.36 | 7.57 | 9.53 | 10.09 | 9.12 | 4.42 | 25.82 | 4.92 | 4.76 | 5.94 | 5.88 | 6.57 | 4.83 | 9.03 | 10.19 | 7.26 | 6.05 | 9.34 | 7.85 | 6.07 | 7.35 | 6.25 | 4.88 | 4.88 |
| Draw Down(%) | NA | 7.12 | 22.37 | 22.37 | 22.37 | NA | NA | … | … | 1.66 | 7.12 | 16.62 | 5.78 | 9.01 | 3.07 | 17.45 | 2.32 | 3.28 | 5.65 | 3.84 | 4.62 | 3.69 | 6.57 | 10.02 | 4.53 | 3.76 | 7.23 | 9.09 | 4.67 | 7.08 | 4.51 | 3.44 | 4.83 |
| Yield(%) | NA | 2.61 | 4.49 | 4.22 | 3.10 | NA | NA | … | … | 0.01 | 2.77 | 2.99 | 7.59 | 5.18 | 2.53 | 0.96 | 0.08 | 1.70 | 3.76 | 3.45 | 7.01 | 3.66 | 4.26 | 2.59 | 3.84 | 4.40 | 3.62 | 3.60 | 2.60 | 2.63 | 3.36 | 5.87 | 5.82 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| LEXICON INC. 401K PLAN Tactical Asset Allocation Moderate |
-1.53%
Dec 2020 – Dec 2023 |
0.10%
Sep 2018 – Sep 2023 |
1.64%
Oct 2013 – Oct 2023 |
2.90%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEXICON INC. 401K PLAN Tactical Asset Allocation Moderate |
12.12%
Dec 2001 – Dec 2004 |
11.51%
Oct 2002 – Oct 2007 |
8.32%
Apr 2001 – Apr 2011 |
6.68%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart