Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The PepsiCo 401(k) Plan for Hourly Employees Strategic Asset Allocation – Optimal Moderate | NA | -4.86% | 4.44% | 3.85% | 8.51% | 6.41% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The PepsiCo 401(k) Plan for Hourly Employees 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 (%) | 1.09 | -4.86 | 4.44 | 3.85 | 8.51 | 6.41 | NA | … | … | -4.93 | 10.90 | 6.24 | -0.65 | 3.03 | 17.50 | 13.26 | -1.98 | 16.80 | 26.55 | -25.55 | 5.94 | 11.50 | 6.94 | 14.12 | 23.71 | -10.18 | -9.56 |
| Sharpe Ratio | NA | -0.76 | 0.39 | 0.29 | 0.77 | NA | NA | … | … | -0.76 | 1.80 | 0.63 | -0.08 | 0.41 | 2.19 | 1.80 | -0.16 | 1.36 | 1.46 | -1.21 | 0.30 | 0.97 | 0.69 | 1.59 | 2.54 | -0.95 | -1.11 |
| Standard Deviation(%) | NA | 8.26 | 8.04 | 7.95 | 10.39 | NA | NA | … | … | 8.26 | 5.71 | 9.63 | 8.33 | 7.28 | 7.97 | 7.34 | 12.92 | 12.26 | 18.14 | 21.95 | 9.79 | 8.42 | 6.97 | 8.29 | 9.08 | 11.84 | 10.71 |
| Draw Down(%) | NA | 10.73 | 10.73 | 14.39 | 18.60 | NA | NA | … | … | 10.73 | 4.01 | 9.10 | 10.19 | 6.18 | 5.80 | 4.93 | 13.62 | 9.51 | 18.60 | 36.78 | 6.23 | 8.98 | 4.80 | 6.66 | 7.86 | 18.40 | 19.80 |
| Yield(%) | NA | 1.41 | 1.57 | 3.58 | 3.82 | NA | NA | … | … | 1.40 | 0.37 | 2.86 | 7.19 | 6.11 | 6.13 | 4.24 | 2.52 | 4.03 | 3.15 | 4.95 | 6.02 | 4.66 | 2.50 | 2.83 | 3.03 | 2.42 | 2.63 |
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 PepsiCo 401(k) Plan for Hourly Employees Strategic Asset Allocation – Optimal Moderate |
-9.48%
Feb 2006 – Feb 2009 |
-2.14%
Feb 2004 – Feb 2009 |
4.73%
Feb 2006 – Feb 2016 |
5.26%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The PepsiCo 401(k) Plan for Hourly Employees Strategic Asset Allocation – Optimal Moderate |
20.57%
Feb 2009 – Feb 2012 |
17.64%
Feb 2009 – Feb 2014 |
9.01%
Mar 2003 – Mar 2013 |
8.14%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart