Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE HOME DEPOT FUTUREBUILDER Strategic Asset Allocation – Optimal Moderate | NA | 20.77% | 2.78% | 5.58% | 4.99% | 6.97% | 6.43% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE HOME DEPOT FUTUREBUILDER 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 (%) | -0.87 | 20.77 | 2.78 | 5.58 | 4.99 | 6.97 | 6.43 | … | … | 0.41 | 8.08 | 11.49 | -11.69 | 8.08 | 10.96 | 16.28 | -5.97 | 8.15 | 8.46 | -3.11 | 5.97 | 20.20 | 12.95 | -1.91 | 14.10 | 26.77 | -23.87 | 6.03 | 13.75 | 7.68 | 14.60 | 21.78 | -4.77 | 9.84 |
| Sharpe Ratio | NA | 0.34 | -0.20 | 0.22 | 0.31 | NA | NA | … | … | 0.07 | 0.20 | 0.91 | -0.93 | 0.92 | 0.62 | 1.97 | -0.83 | 1.45 | 0.86 | -0.36 | 0.88 | 2.90 | 1.55 | -0.13 | 1.14 | 1.54 | -1.12 | 0.34 | 1.46 | 0.90 | 1.92 | 2.42 | -0.49 | 0.79 |
| Standard Deviation(%) | NA | 7.19 | 10.24 | 11.74 | 10.09 | NA | NA | … | … | 4.98 | 7.27 | 7.95 | 14.10 | 8.80 | 17.22 | 7.53 | 8.80 | 5.19 | 9.64 | 8.79 | 6.75 | 6.94 | 8.35 | 15.01 | 12.31 | 17.31 | 22.23 | 9.01 | 7.19 | 6.12 | 7.12 | 8.70 | 12.05 | 9.50 |
| Draw Down(%) | NA | 4.69 | 19.04 | 24.13 | 24.23 | NA | NA | … | … | 0.30 | 4.69 | 6.82 | 19.04 | 3.63 | 24.13 | 3.48 | 12.76 | 2.82 | 8.22 | 9.50 | 5.42 | 4.56 | 7.12 | 15.84 | 9.94 | 17.05 | 34.09 | 5.98 | 7.72 | 4.28 | 5.56 | 8.85 | 16.92 | 10.37 |
| Yield(%) | NA | 3.36 | 2.68 | 3.16 | 3.09 | NA | NA | … | … | NA | 0.72 | 3.12 | 2.35 | 1.91 | 5.20 | 2.29 | 3.48 | 0.63 | 3.12 | 5.50 | 2.69 | 4.25 | 2.11 | 3.83 | 2.47 | 2.28 | 3.83 | 5.66 | 3.99 | 4.34 | 3.71 | 2.87 | 2.94 | 4.33 |
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 |
|---|---|---|---|---|
| THE HOME DEPOT FUTUREBUILDER Strategic Asset Allocation – Optimal Moderate |
-7.34%
Feb 2006 – Feb 2009 |
-0.43%
Feb 2004 – Feb 2009 |
3.93%
Oct 2013 – Oct 2023 |
4.33%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE HOME DEPOT FUTUREBUILDER Strategic Asset Allocation – Optimal Moderate |
19.16%
Feb 2009 – Feb 2012 |
16.77%
Feb 2009 – Feb 2014 |
10.21%
Feb 2009 – Feb 2019 |
8.58%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart