Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OCTAPHARMA USA INC. RETIREMENT 401K PLAN Tactical Asset Allocation Moderate | NA | -3.19% | 2.47% | 3.92% | 4.29% | 6.13% | 7.17% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OCTAPHARMA USA INC. RETIREMENT 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 (%) | -0.66 | -3.19 | 2.47 | 3.92 | 4.29 | 6.13 | 7.17 | … | … | 0.10 | 8.34 | -14.82 | 15.11 | 18.63 | 9.08 | -2.00 | 12.95 | 3.61 | -2.09 | 4.82 | 16.42 | 8.31 | 3.50 | 9.17 | 15.81 | -0.30 | 11.63 | 18.29 | 5.68 | 11.70 | 20.10 | 7.79 | 6.24 |
| Sharpe Ratio | NA | 0.49 | 0.03 | 0.57 | 0.42 | NA | NA | … | … | -0.02 | 0.53 | -1.69 | 1.61 | 1.87 | 1.59 | -0.16 | 2.37 | 0.70 | -0.34 | 0.80 | 2.39 | 1.45 | 0.33 | 0.72 | 1.72 | -0.42 | 0.82 | 1.90 | 0.50 | 1.36 | 3.69 | 1.63 | 0.92 |
| Standard Deviation(%) | NA | 8.07 | 8.88 | 8.55 | 9.61 | NA | NA | … | … | 8.83 | 7.71 | 9.59 | 9.37 | 9.83 | 4.84 | 20.92 | 5.21 | 4.89 | 6.30 | 5.98 | 6.86 | 5.70 | 10.57 | 12.65 | 9.16 | 2.95 | 10.59 | 7.90 | 6.96 | 7.92 | 5.25 | 4.11 | 4.26 |
| Draw Down(%) | NA | 6.74 | 18.82 | 18.82 | 18.82 | NA | NA | … | … | 2.14 | 6.74 | 15.68 | 4.39 | 11.21 | 2.55 | 14.42 | 2.69 | 3.74 | 6.49 | 4.23 | 5.86 | 4.75 | 9.89 | 9.76 | 4.99 | 2.58 | 7.15 | 6.82 | 5.00 | 9.91 | 2.02 | 4.45 | 2.74 |
| Yield(%) | NA | 2.88 | 3.21 | 3.80 | 3.10 | NA | NA | … | … | 0.01 | 3.11 | 1.41 | 5.06 | 5.65 | 3.85 | 2.65 | 0.23 | 3.56 | 2.27 | 3.37 | 6.11 | 2.39 | 2.01 | 2.60 | 2.77 | 1.80 | 5.57 | 9.40 | 5.00 | 3.59 | 4.83 | 4.68 | 7.27 |
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 |
|---|---|---|---|---|
| OCTAPHARMA USA INC. RETIREMENT 401K PLAN Tactical Asset Allocation Moderate |
1.97%
Nov 2020 – Nov 2023 |
3.22%
Feb 2014 – Feb 2019 |
4.29%
Oct 2013 – Oct 2023 |
5.96%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OCTAPHARMA USA INC. RETIREMENT 401K PLAN Tactical Asset Allocation Moderate |
15.52%
Oct 2004 – Oct 2007 |
14.79%
Oct 2002 – Oct 2007 |
11.05%
Apr 2001 – Apr 2011 |
9.43%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart