Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IDEALAB 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 21.20% | 1.76% | 4.08% | 3.60% | 5.20% | 5.55% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IDEALAB 401K 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 (%) | -1.27 | 21.20 | 1.76 | 4.08 | 3.60 | 5.20 | 5.55 | … | … | 0.37 | 4.97 | 9.73 | -12.79 | 3.59 | 9.18 | 16.80 | -7.17 | 6.67 | 4.43 | -0.81 | 3.54 | 10.94 | 12.57 | -1.51 | 12.19 | 27.28 | -25.92 | 13.57 | 15.89 | 8.29 | 16.00 | 27.51 | -5.68 | 2.96 |
| Sharpe Ratio | NA | -0.09 | -0.34 | 0.01 | 0.15 | NA | NA | … | … | 0.05 | -0.19 | 0.73 | -1.13 | 0.40 | 0.47 | 2.46 | -0.91 | 1.19 | 0.53 | -0.11 | 0.53 | 1.45 | 1.61 | -0.11 | 0.99 | 1.45 | -1.16 | 1.02 | 1.64 | 0.95 | 1.80 | 3.64 | -0.78 | 0.08 |
| Standard Deviation(%) | NA | 8.35 | 9.75 | 12.07 | 10.02 | NA | NA | … | … | 6.54 | 8.40 | 7.50 | 12.58 | 8.95 | 19.03 | 6.25 | 9.30 | 5.08 | 8.00 | 7.88 | 6.71 | 7.55 | 7.76 | 14.57 | 12.27 | 18.79 | 23.22 | 10.37 | 7.71 | 6.46 | 8.36 | 7.37 | 8.72 | 8.41 |
| Draw Down(%) | NA | 7.61 | 20.34 | 25.60 | 25.60 | NA | NA | … | … | 0.49 | 7.53 | 6.84 | 20.75 | 5.77 | 25.60 | 2.81 | 14.05 | 5.00 | 6.89 | 7.58 | 5.68 | 6.84 | 6.25 | 14.46 | 9.83 | 17.88 | 39.46 | 8.28 | 9.43 | 4.90 | 8.76 | 8.09 | 15.50 | 12.83 |
| Yield(%) | NA | 3.04 | 4.70 | 4.11 | 4.13 | NA | NA | … | … | NA | 0.07 | 3.36 | 3.87 | 6.83 | 3.56 | 2.56 | 4.49 | 0.07 | 4.50 | 6.55 | 5.50 | 3.12 | 2.21 | 2.33 | 1.84 | 2.25 | 3.43 | 7.30 | 5.89 | 4.00 | 2.56 | 1.56 | 1.02 | 3.28 |
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 |
|---|---|---|---|---|
| IDEALAB 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-6.74%
Feb 2006 – Feb 2009 |
-0.88%
Sep 2017 – Sep 2022 |
2.13%
Oct 2013 – Oct 2023 |
2.58%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IDEALAB 401K PLAN Strategic Asset Allocation – Optimal Moderate |
20.56%
Mar 2003 – Mar 2006 |
17.05%
Oct 2002 – Oct 2007 |
10.30%
Mar 2003 – Mar 2013 |
8.35%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart