Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Morningstar Inc 401K Plan Strategic Asset Allocation – Optimal Moderate | NA | 20.98% | 1.43% | 6.08% | 5.15% | 6.63% | 6.39% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Morningstar Inc 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 (%) | -1.00 | 20.98 | 1.43 | 6.08 | 5.15 | 6.63 | 6.39 | … | … | 0.43 | 5.47 | 11.20 | -13.11 | 7.81 | 14.89 | 18.14 | -6.52 | 10.03 | 4.36 | 1.87 | 1.89 | 13.68 | 12.64 | -2.05 | 15.52 | 33.48 | -28.54 | 11.11 | 12.13 | 10.43 | 16.71 | 27.21 | 0.64 | 8.43 |
| Sharpe Ratio | NA | -0.01 | -0.28 | 0.19 | 0.34 | NA | NA | … | … | 0.05 | -0.14 | 0.77 | -1.10 | 0.83 | 0.80 | 2.61 | -0.89 | 1.94 | 0.53 | 0.20 | 0.29 | 2.02 | 1.81 | -0.16 | 1.43 | 2.30 | -1.57 | 0.95 | 1.18 | 1.48 | 2.29 | 4.37 | -0.06 | 0.84 |
| Standard Deviation(%) | NA | 7.82 | 10.29 | 12.20 | 10.13 | NA | NA | … | … | 6.84 | 7.85 | 9.03 | 13.19 | 9.38 | 18.38 | 6.42 | 8.76 | 4.85 | 7.82 | 9.01 | 6.46 | 6.74 | 6.97 | 12.94 | 10.82 | 14.49 | 18.76 | 8.52 | 7.50 | 5.58 | 6.88 | 6.07 | 7.76 | 7.27 |
| Draw Down(%) | NA | 5.42 | 18.86 | 23.57 | 23.57 | NA | NA | … | … | 0.54 | 5.39 | 9.06 | 19.12 | 7.30 | 23.57 | 3.37 | 12.60 | 2.85 | 8.24 | 6.98 | 6.61 | 6.84 | 5.62 | 14.97 | 8.65 | 15.62 | 35.82 | 6.75 | 8.80 | 4.05 | 7.00 | 4.44 | 13.32 | 9.88 |
| Yield(%) | NA | 3.72 | 5.79 | 5.54 | 4.45 | NA | NA | … | … | NA | 0.94 | 3.32 | 6.71 | 9.68 | 3.14 | 2.45 | 4.37 | 0.30 | 3.39 | 4.15 | 5.03 | 3.74 | 4.74 | 5.27 | 3.41 | 2.84 | 5.87 | 7.59 | 5.59 | 4.40 | 5.17 | 4.93 | 4.07 | 3.77 |
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 |
|---|---|---|---|---|
| Morningstar Inc 401K Plan Strategic Asset Allocation – Optimal Moderate |
-8.11%
Feb 2006 – Feb 2009 |
-0.21%
Feb 2004 – Feb 2009 |
3.72%
Oct 2013 – Oct 2023 |
4.16%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Morningstar Inc 401K Plan Strategic Asset Allocation – Optimal Moderate |
21.27%
Feb 2009 – Feb 2012 |
17.04%
Feb 2009 – Feb 2014 |
10.16%
Mar 2003 – Mar 2013 |
8.75%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart