Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE CORPORATE EXECUTIVE BOARD 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.36% | 2.23% | 7.83% | 6.34% | 7.47% | 6.53% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE CORPORATE EXECUTIVE BOARD 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 (%) | -1.05 | 24.36 | 2.23 | 7.83 | 6.34 | 7.47 | 6.53 | … | … | 0.09 | 9.29 | 12.59 | -14.71 | 5.68 | 25.06 | 18.88 | -5.85 | 9.72 | 6.54 | 0.55 | 5.43 | 16.25 | 11.89 | -1.32 | 13.07 | 22.47 | -27.69 | 9.74 | 10.32 | 9.35 | 15.01 | 24.13 | -6.56 | 4.07 |
| Sharpe Ratio | NA | 0.43 | -0.17 | 0.32 | 0.43 | NA | NA | … | … | 0.00 | 0.31 | 0.93 | -1.05 | 0.58 | 1.34 | 2.34 | -0.75 | 1.86 | 0.75 | 0.06 | 0.86 | 2.13 | 1.48 | -0.09 | 1.09 | 1.25 | -1.24 | 0.71 | 0.91 | 1.03 | 1.84 | 2.70 | -0.66 | 0.15 |
| Standard Deviation(%) | NA | 8.58 | 11.44 | 12.90 | 10.71 | NA | NA | … | … | 7.42 | 8.69 | 8.94 | 15.39 | 9.69 | 18.54 | 7.47 | 9.54 | 4.89 | 8.50 | 8.70 | 6.32 | 7.60 | 8.02 | 14.75 | 11.93 | 17.94 | 23.10 | 9.49 | 7.74 | 6.98 | 7.65 | 8.68 | 11.65 | 11.53 |
| Draw Down(%) | NA | 4.71 | 20.44 | 21.37 | 21.37 | NA | NA | … | … | 0.67 | 4.60 | 8.40 | 20.93 | 5.83 | 20.53 | 3.72 | 13.15 | 2.30 | 7.20 | 8.19 | 4.93 | 6.37 | 6.34 | 14.64 | 9.40 | 18.52 | 38.77 | 6.31 | 7.79 | 4.59 | 7.45 | 7.22 | 18.18 | 13.88 |
| Yield(%) | NA | 2.50 | 2.96 | 2.78 | 2.59 | NA | NA | … | … | NA | 0.73 | 2.18 | 3.17 | 2.49 | 2.31 | 3.07 | 2.26 | 0.28 | 2.49 | 5.10 | 2.06 | 4.20 | 2.88 | 2.19 | 1.99 | 2.43 | 3.12 | 4.09 | 4.19 | 3.54 | 2.93 | 2.65 | 2.39 | 4.08 |
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 CORPORATE EXECUTIVE BOARD 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-9.45%
Feb 2006 – Feb 2009 |
-1.66%
Feb 2004 – Feb 2009 |
4.44%
Jan 2006 – Jan 2016 |
4.33%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE CORPORATE EXECUTIVE BOARD 401K PLAN Strategic Asset Allocation – Optimal Moderate |
18.94%
Feb 2009 – Feb 2012 |
15.70%
Feb 2009 – Feb 2014 |
9.87%
Feb 2009 – Feb 2019 |
9.13%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart