Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| YOUNG and RUBICAM 401K/SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.10% | 3.00% | 6.30% | 5.14% | 7.16% | 6.50% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| YOUNG and RUBICAM 401K/SAVINGS 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 (%) | -1.06 | 24.10 | 3.00 | 6.30 | 5.14 | 7.16 | 6.50 | … | … | 0.33 | 7.69 | 13.63 | -14.11 | 10.52 | 12.03 | 14.50 | -6.12 | 8.31 | 5.19 | -0.39 | 7.19 | 16.37 | 14.40 | 0.26 | 15.15 | 27.02 | -24.15 | 8.50 | 9.35 | 8.13 | 14.18 | 23.53 | -3.35 | 0.82 |
| Sharpe Ratio | NA | 0.22 | -0.18 | 0.24 | 0.22 | NA | NA | … | … | 0.04 | 0.13 | 1.13 | -1.09 | 1.20 | 0.65 | 1.78 | -0.22 | 1.55 | 0.58 | -0.05 | 1.09 | 2.34 | 1.99 | 0.02 | 1.36 | 1.51 | -1.13 | 0.62 | 0.83 | 0.99 | 2.01 | 3.06 | -0.44 | -0.18 |
| Standard Deviation(%) | NA | 8.48 | 10.72 | 12.29 | 14.64 | NA | NA | … | … | 6.39 | 8.53 | 8.33 | 14.22 | 8.76 | 18.26 | 7.36 | 34.30 | 4.96 | 8.54 | 8.03 | 6.57 | 6.97 | 7.23 | 13.97 | 11.12 | 17.88 | 22.18 | 8.91 | 7.37 | 6.03 | 6.59 | 7.47 | 10.15 | 8.23 |
| Draw Down(%) | NA | 6.87 | 19.82 | 22.10 | 32.29 | NA | NA | … | … | 0.47 | 6.81 | 7.83 | 20.12 | 4.71 | 22.10 | 3.61 | 28.17 | 3.01 | 7.64 | 7.86 | 5.19 | 6.23 | 5.09 | 14.89 | 8.71 | 17.65 | 36.36 | 6.21 | 7.70 | 4.30 | 6.22 | 6.40 | 15.34 | 10.46 |
| Yield(%) | NA | 4.22 | 4.58 | 4.09 | 4.02 | NA | NA | … | … | NA | 0.84 | 3.92 | 4.89 | 3.90 | 4.50 | 1.94 | 7.11 | 0.34 | 3.53 | 5.24 | 3.69 | 4.78 | 3.93 | 4.00 | 4.55 | 2.33 | 4.13 | 7.04 | 5.12 | 6.33 | 3.99 | 3.20 | 2.73 | 2.93 |
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 |
|---|---|---|---|---|
| YOUNG and RUBICAM 401K/SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-8.05%
Feb 2006 – Feb 2009 |
-0.98%
Feb 2004 – Feb 2009 |
3.72%
Oct 2013 – Oct 2023 |
4.48%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| YOUNG and RUBICAM 401K/SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
20.50%
Feb 2009 – Feb 2012 |
17.70%
Feb 2009 – Feb 2014 |
10.50%
Feb 2009 – Feb 2019 |
8.89%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart