Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE NASDAQ OMX GROUP INC. 401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 25.37% | -0.57% | 6.76% | 6.04% | 6.64% | 7.36% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE NASDAQ OMX GROUP INC. 401K SAVINGS 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 (%) | -1.41 | 25.37 | -0.57 | 6.76 | 6.04 | 6.64 | 7.36 | … | … | 1.09 | 14.78 | 8.49 | -20.72 | 14.03 | 18.49 | 20.53 | -9.75 | 20.69 | 7.63 | -3.25 | 2.91 | 12.29 | 5.74 | 3.66 | 9.11 | 9.58 | 2.53 | 13.72 | 14.98 | 7.31 | 8.73 | 15.94 | -0.24 | 2.34 |
| Sharpe Ratio | NA | 0.85 | -0.33 | 0.27 | 0.03 | NA | NA | … | … | 0.09 | 0.69 | 0.39 | -1.63 | 1.10 | 1.16 | 1.61 | -0.76 | 0.04 | 1.06 | -0.39 | 0.50 | 1.75 | 1.18 | 0.42 | 0.79 | 1.10 | 0.42 | 0.99 | 1.60 | 0.86 | 1.24 | 2.77 | -0.54 | 0.03 |
| Standard Deviation(%) | NA | 11.84 | 12.20 | 13.10 | 153.09 | NA | NA | … | … | 11.84 | 11.84 | 10.95 | 13.58 | 12.77 | 15.73 | 11.90 | 14.50 | 484.39 | 7.02 | 8.45 | 5.82 | 7.01 | 4.80 | 8.70 | 11.40 | 8.63 | 3.83 | 10.82 | 7.32 | 5.95 | 6.26 | 5.50 | 2.49 | 1.09 |
| Draw Down(%) | NA | 8.00 | 26.35 | 26.35 | 96.94 | NA | NA | … | … | 0.91 | 8.00 | 10.59 | 22.36 | 6.83 | 16.64 | 8.94 | 20.07 | 96.73 | 4.42 | 9.69 | 4.82 | 6.57 | 3.74 | 8.29 | 7.76 | 5.12 | 2.16 | 7.78 | 8.89 | 4.37 | 6.22 | 3.12 | 2.93 | 1.04 |
| Yield(%) | NA | 4.16 | 4.30 | 4.56 | 4.64 | NA | NA | … | … | NA | 0.33 | 4.01 | 3.06 | 5.57 | 5.44 | 7.25 | 3.62 | 7.75 | 5.70 | 0.34 | 4.81 | 7.07 | 3.51 | 2.91 | 2.98 | 3.05 | 3.09 | 4.36 | 3.30 | 2.19 | 1.45 | 1.78 | 1.29 | 2.11 |
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 |
|---|---|---|---|---|
| THE NASDAQ OMX GROUP INC. 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
-2.69%
Apr 2021 – Apr 2024 |
2.12%
Sep 2018 – Sep 2023 |
4.21%
Oct 2013 – Oct 2023 |
5.40%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE NASDAQ OMX GROUP INC. 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
17.65%
Dec 2018 – Dec 2021 |
13.35%
May 2016 – May 2021 |
9.57%
Apr 2003 – Apr 2013 |
9.04%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart