Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IHS 401(K) PLAN (74733) Strategic Asset Allocation – Optimal Moderate | NA | -1.15% | 3.05% | 3.15% | 7.86% | 6.19% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IHS 401(K) PLAN (74733) Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.37 | -1.15 | 3.05 | 3.15 | 7.86 | 6.19 | NA | … | … | -2.52 | 8.95 | 1.98 | -0.33 | 2.56 | 16.94 | 14.25 | -0.84 | 12.32 | 25.25 | -22.68 | 7.01 | 9.53 | 7.92 | 14.53 | 20.49 | -0.33 | 13.25 |
| Sharpe Ratio | NA | -0.46 | 0.28 | 0.21 | 0.72 | NA | NA | … | … | -0.46 | 1.86 | 0.22 | -0.04 | 0.29 | 2.32 | 1.86 | -0.06 | 1.10 | 1.47 | -1.07 | 0.45 | 0.86 | 0.76 | 1.78 | 2.26 | -0.12 | 1.27 |
| Standard Deviation(%) | NA | 8.28 | 7.18 | 7.71 | 10.11 | NA | NA | … | … | 8.28 | 4.48 | 8.12 | 7.99 | 8.91 | 7.29 | 7.62 | 14.06 | 11.16 | 17.08 | 21.99 | 8.83 | 7.25 | 7.52 | 7.63 | 8.76 | 11.46 | 8.61 |
| Draw Down(%) | NA | 10.30 | 10.30 | 12.84 | 17.87 | NA | NA | … | … | 10.30 | 2.75 | 7.97 | 8.52 | 5.19 | 6.65 | 5.77 | 14.09 | 8.91 | 17.87 | 34.19 | 6.12 | 6.87 | 4.67 | 6.01 | 6.92 | 14.65 | 8.69 |
| Yield(%) | NA | 5.51 | 2.99 | 4.67 | 4.12 | NA | NA | … | … | 5.49 | 0.39 | 3.10 | 6.06 | 8.35 | 3.98 | 3.73 | 3.18 | 3.63 | 3.06 | 4.41 | 5.42 | 3.66 | 5.86 | 5.91 | 3.24 | 4.07 | 5.40 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| IHS 401(K) PLAN (74733) Strategic Asset Allocation – Optimal Moderate |
-8.39%
Feb 2006 – Feb 2009 |
-0.94%
Feb 2004 – Feb 2009 |
4.72%
Feb 2006 – Feb 2016 |
6.13%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IHS 401(K) PLAN (74733) Strategic Asset Allocation – Optimal Moderate |
18.93%
Feb 2009 – Feb 2012 |
16.45%
Feb 2009 – Feb 2014 |
8.67%
Mar 2003 – Mar 2013 |
7.56%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart