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 Strategic Asset Allocation – Optimal Moderate | NA | -18.04% | -2.13% | 0.81% | 6.34% | 5.24% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE BAUSCH and LOMB 401K ACCOUNT PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.13 | -18.04 | -2.13 | 0.81 | 6.34 | 5.24 | NA | … | … | -17.25 | 11.91 | 0.73 | 1.35 | 6.33 | 13.32 | 13.29 | -0.32 | 15.38 | 22.35 | -19.41 | 8.97 | 7.08 | 7.81 | 12.37 | 22.27 | -10.20 | 0.95 |
| Sharpe Ratio | NA | -0.82 | -0.21 | -0.03 | 0.49 | NA | NA | … | … | -0.82 | 2.20 | 0.06 | 0.18 | 1.03 | 1.88 | 1.86 | -0.03 | 1.36 | 1.26 | -0.97 | 0.66 | 0.46 | 0.77 | 1.39 | 2.16 | -0.84 | -0.10 |
| Standard Deviation(%) | NA | 22.77 | 14.31 | 11.88 | 11.99 | NA | NA | … | … | 22.77 | 5.12 | 8.34 | 7.40 | 6.12 | 7.07 | 7.12 | 13.78 | 11.24 | 17.71 | 21.02 | 8.97 | 8.23 | 7.33 | 8.21 | 10.00 | 13.44 | 13.41 |
| Draw Down(%) | NA | 23.48 | 23.48 | 23.48 | 23.48 | NA | NA | … | … | 23.48 | 3.76 | 8.25 | 6.19 | 4.51 | 6.18 | 5.41 | 13.57 | 9.59 | 18.04 | 30.17 | 5.28 | 8.45 | 4.28 | 6.16 | 6.75 | 18.94 | 16.60 |
| Yield(%) | NA | 5.09 | 2.57 | 3.10 | 3.73 | NA | NA | … | … | 5.06 | 0.39 | 2.17 | 3.86 | 3.97 | 5.87 | 4.46 | 3.37 | 3.83 | 3.82 | 2.94 | 7.41 | 7.69 | 2.30 | 7.66 | 3.31 | 2.94 | 5.70 |
Data as of 10/31/2018, 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 Strategic Asset Allocation – Optimal Moderate |
-6.65%
Feb 2006 – Feb 2009 |
-0.44%
Feb 2004 – Feb 2009 |
4.08%
May 2008 – May 2018 |
5.20%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE BAUSCH and LOMB 401K ACCOUNT PLAN Strategic Asset Allocation – Optimal Moderate |
18.98%
Feb 2009 – Feb 2012 |
15.88%
Feb 2009 – Feb 2014 |
8.95%
Mar 2003 – Mar 2013 |
8.07%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart