Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE BAUSCH and LOMB 401K ACCOUNT PLAN Tactical Asset Allocation Moderate | NA | -0.32% | 2.29% | 1.51% | 1.18% | 3.88% | 4.37% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE BAUSCH and LOMB 401K ACCOUNT 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 (%) | -0.45 | -0.32 | 2.29 | 1.51 | 1.18 | 3.88 | 4.37 | … | … | 2.09 | 9.92 | -10.88 | 7.17 | 5.56 | 7.31 | -13.21 | 8.77 | 4.24 | -1.60 | 3.11 | 14.71 | 5.56 | 0.86 | 10.86 | 17.15 | 1.84 | 8.25 | 8.71 | 0.67 | 7.74 | 16.87 | 2.51 | 8.13 |
| Sharpe Ratio | NA | 0.55 | 0.05 | 0.24 | 0.12 | NA | NA | … | … | 0.23 | 0.76 | -1.33 | 0.76 | 0.46 | 1.27 | -0.88 | 1.23 | 0.84 | -0.30 | 0.44 | 2.15 | 0.97 | 0.08 | 0.96 | 2.02 | 0.17 | 0.61 | 0.90 | -0.25 | 0.99 | 2.41 | 0.25 | 1.13 |
| Standard Deviation(%) | NA | 7.53 | 8.70 | 8.80 | 8.94 | NA | NA | … | … | 7.84 | 7.49 | 9.20 | 9.45 | 11.51 | 4.65 | 16.51 | 6.64 | 4.81 | 5.40 | 6.96 | 6.84 | 5.70 | 10.15 | 11.22 | 8.43 | 5.52 | 8.63 | 6.05 | 6.01 | 6.84 | 6.72 | 5.59 | 5.14 |
| Draw Down(%) | NA | 6.19 | 14.32 | 14.32 | 23.55 | NA | NA | … | … | 1.38 | 6.19 | 12.49 | 7.26 | 14.30 | 3.37 | 18.81 | 6.90 | 3.97 | 5.85 | 5.25 | 4.87 | 5.40 | 11.44 | 8.49 | 4.32 | 4.16 | 6.00 | 5.21 | 5.41 | 5.23 | 4.82 | 5.63 | 3.85 |
| Yield(%) | NA | 3.77 | 4.96 | 4.29 | 3.49 | NA | NA | … | … | 0.01 | 4.00 | 2.93 | 8.05 | 4.17 | 2.47 | 4.49 | 0.23 | 2.36 | 2.59 | 3.93 | 4.70 | 4.78 | 2.39 | 3.64 | 5.00 | 4.09 | 3.67 | 4.05 | 2.35 | 4.04 | 4.28 | 6.33 | 8.15 |
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 |
|---|---|---|---|---|
| THE BAUSCH and LOMB 401K ACCOUNT PLAN Tactical Asset Allocation Moderate |
-5.54%
Oct 2017 – Oct 2020 |
-1.99%
Nov 2017 – Nov 2022 |
1.18%
Oct 2013 – Oct 2023 |
3.65%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE BAUSCH and LOMB 401K ACCOUNT PLAN Tactical Asset Allocation Moderate |
11.58%
Apr 2008 – Apr 2011 |
10.34%
Feb 2009 – Feb 2014 |
8.80%
Apr 2001 – Apr 2011 |
7.61%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart