Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Automatic Data Processing, Inc. 401(k) Plan Tactical Asset Allocation Moderate | NA | 11.42% | 9.80% | NA | NA | NA | NA | … | … |
Data as of 08/31/2005, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Automatic Data Processing, Inc. 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 11/29/2005 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.02 | 11.42 | 9.80 | NA | NA | NA | NA | … | … | 5.59 | 9.65 | 16.87 | -7.29 | 8.43 |
| Sharpe Ratio | NA | 0.64 | 1.28 | NA | NA | NA | NA | … | … | 0.44 | 1.18 | 2.43 | -0.80 | 1.69 |
| Standard Deviation(%) | NA | 8.17 | 7.36 | NA | NA | NA | NA | … | … | 8.35 | 7.40 | 6.66 | 10.53 | 3.62 |
| Draw Down(%) | NA | 5.28 | 5.28 | NA | NA | NA | NA | … | … | 5.28 | 5.09 | 2.85 | 20.37 | 3.81 |
| Yield(%) | NA | 3.90 | 1.83 | NA | NA | NA | NA | … | … | 0.89 | 3.82 | 0.96 | 0.58 | 2.52 |
Data as of 08/31/2005, 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 |
|---|---|---|---|---|
| Automatic Data Processing, Inc. 401(k) Plan Tactical Asset Allocation Moderate |
1.72%
Apr 2002 – Apr 2005 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Automatic Data Processing, Inc. 401(k) Plan Tactical Asset Allocation Moderate |
10.05%
Sep 2002 – Sep 2005 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart