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 Strategic Asset Allocation – Optimal Moderate | NA | 23.21% | 1.65% | 4.69% | 4.38% | 6.05% | 5.37% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Automatic Data Processing, Inc. 401(k) 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 (%) | -0.47 | 23.21 | 1.65 | 4.69 | 4.38 | 6.05 | 5.37 | … | … | -0.02 | 6.53 | 14.10 | -16.79 | 6.94 | 11.09 | 18.86 | -4.56 | 9.04 | 5.67 | -1.65 | -1.89 | 13.53 | 11.36 | 0.26 | 14.99 | 22.17 | -20.35 | 6.52 | 9.95 | 4.26 | 10.05 | 14.87 | -9.44 | 7.60 |
| Sharpe Ratio | NA | 0.10 | -0.30 | 0.09 | 0.27 | NA | NA | … | … | -0.01 | -0.01 | 1.11 | -1.19 | 0.70 | 0.57 | 2.61 | -0.65 | 1.78 | 0.73 | -0.20 | -0.24 | 1.95 | 1.49 | 0.02 | 1.27 | 1.28 | -1.00 | 0.37 | 1.01 | 0.31 | 1.28 | 1.56 | -0.81 | 0.52 |
| Standard Deviation(%) | NA | 8.38 | 11.32 | 13.04 | 10.61 | NA | NA | … | … | 6.03 | 8.46 | 8.84 | 15.31 | 9.95 | 19.13 | 6.70 | 9.09 | 4.72 | 7.51 | 8.42 | 8.05 | 6.91 | 7.56 | 13.50 | 11.75 | 17.24 | 21.17 | 9.48 | 6.64 | 6.78 | 7.13 | 9.10 | 12.94 | 10.20 |
| Draw Down(%) | NA | 5.54 | 22.35 | 23.35 | 23.35 | NA | NA | … | … | 0.51 | 5.54 | 7.95 | 22.85 | 4.84 | 23.35 | 2.86 | 11.01 | 1.86 | 5.99 | 8.37 | 6.14 | 6.24 | 5.40 | 11.94 | 8.81 | 18.94 | 32.22 | 6.14 | 5.21 | 4.52 | 4.52 | 7.40 | 18.29 | 10.63 |
| Yield(%) | NA | 3.46 | 3.12 | 4.95 | 4.63 | NA | NA | … | … | NA | 0.73 | 3.20 | 2.03 | 9.97 | 5.11 | 2.42 | 5.28 | 0.35 | 3.64 | 10.13 | 2.53 | 7.33 | 4.64 | 4.71 | 2.17 | 2.77 | 2.11 | 5.87 | 6.05 | 5.40 | 3.87 | 1.00 | 1.98 | 2.07 |
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 |
|---|---|---|---|---|
| Automatic Data Processing, Inc. 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
-7.08%
Feb 2006 – Feb 2009 |
-1.75%
Feb 2004 – Feb 2009 |
2.59%
Oct 2013 – Oct 2023 |
3.41%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Automatic Data Processing, Inc. 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
19.22%
Feb 2009 – Feb 2012 |
14.77%
Feb 2009 – Feb 2014 |
8.67%
Feb 2009 – Feb 2019 |
7.53%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart