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 Strategic Asset Allocation – Optimal Moderate | NA | 18.81% | 3.57% | 8.04% | 6.40% | 7.49% | 6.95% | … | … |
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 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 (%) | -0.87 | 18.81 | 3.57 | 8.04 | 6.40 | 7.49 | 6.95 | … | … | 0.52 | 6.68 | 12.07 | -9.65 | 5.75 | 20.95 | 16.71 | -4.71 | 11.00 | 5.28 | 0.97 | 5.60 | 12.74 | 11.52 | -0.94 | 14.80 | 24.51 | -25.35 | 12.40 | 13.04 | 8.57 | 12.16 | 19.66 | -8.68 | -0.12 |
| Sharpe Ratio | NA | 0.11 | -0.12 | 0.40 | 0.50 | NA | NA | … | … | 0.06 | 0.01 | 1.00 | -0.85 | 0.68 | 1.39 | 2.19 | -0.65 | 2.26 | 0.63 | 0.12 | 0.92 | 1.73 | 1.48 | -0.07 | 1.27 | 1.26 | -1.18 | 0.93 | 1.35 | 1.04 | 1.74 | 2.34 | -0.97 | -0.27 |
| Standard Deviation(%) | NA | 7.05 | 9.63 | 10.70 | 9.21 | NA | NA | … | … | 7.24 | 7.05 | 7.85 | 12.92 | 8.42 | 14.91 | 6.98 | 9.25 | 4.58 | 7.99 | 7.56 | 6.06 | 7.36 | 7.76 | 14.37 | 11.59 | 19.31 | 22.25 | 10.14 | 7.23 | 6.15 | 6.43 | 8.11 | 10.10 | 9.12 |
| Draw Down(%) | NA | 5.04 | 16.45 | 16.81 | 16.81 | NA | NA | … | … | 0.49 | 4.86 | 6.47 | 16.45 | 4.13 | 16.81 | 3.98 | 11.97 | 1.85 | 7.00 | 8.32 | 4.84 | 7.02 | 6.55 | 14.08 | 8.14 | 18.94 | 36.78 | 7.29 | 8.55 | 4.22 | 6.02 | 7.98 | 17.25 | 13.88 |
| Yield(%) | NA | 4.64 | 4.01 | 3.86 | 3.59 | NA | NA | … | … | NA | 0.80 | 4.56 | 3.33 | 3.50 | 3.58 | 3.90 | 3.84 | 0.39 | 2.77 | 6.50 | 3.53 | 4.62 | 3.05 | 3.27 | 2.39 | 2.44 | 2.69 | 5.08 | 3.96 | 2.22 | 1.65 | 1.21 | 1.25 | 2.09 |
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 Strategic Asset Allocation – Optimal Moderate |
-7.13%
Feb 2006 – Feb 2009 |
-0.29%
Feb 2004 – Feb 2009 |
4.97%
Oct 2007 – Oct 2017 |
4.77%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE NASDAQ OMX GROUP INC. 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
20.05%
Feb 2009 – Feb 2012 |
15.61%
Feb 2009 – Feb 2014 |
10.01%
Feb 2009 – Feb 2019 |
9.20%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart