Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Lend Lease 401(k) Plan Strategic Asset Allocation – Optimal Moderate | NA | 4.32% | 10.07% | 8.29% | 7.20% | 5.85% | 7.36% | … | … |
Data as of 11/30/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lend Lease 401(k) Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 02/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.37 | 4.32 | 10.07 | 8.29 | 7.20 | 5.85 | 7.36 | … | … | -4.14 | 4.14 | 18.59 | 15.57 | -6.23 | 14.27 | 5.03 | -2.42 | 1.69 | 13.26 | 14.43 | -3.80 | 14.59 | 27.32 | -25.77 | 10.56 | 13.03 | 10.81 | 15.05 | 24.15 | -0.56 | 2.27 |
| Sharpe Ratio | NA | -0.41 | 0.66 | 0.60 | 0.64 | NA | NA | … | … | -0.34 | 0.43 | 1.03 | 1.83 | -0.80 | 3.03 | 0.55 | -0.30 | 0.24 | 1.79 | 1.85 | -0.26 | 1.27 | 1.65 | -1.23 | 0.75 | 1.26 | 1.56 | 2.11 | 3.33 | -0.16 | 0.00 |
| Standard Deviation(%) | NA | 9.80 | 12.60 | 10.89 | 9.47 | NA | NA | … | … | 12.21 | 9.59 | 17.80 | 7.75 | 9.39 | 4.51 | 8.69 | 8.17 | 7.04 | 7.39 | 7.76 | 14.79 | 11.45 | 16.55 | 21.67 | 10.03 | 7.72 | 5.55 | 6.68 | 7.06 | 10.64 | 9.73 |
| Draw Down(%) | NA | 6.64 | 21.61 | 21.61 | 21.61 | NA | NA | … | … | 5.88 | 6.37 | 21.61 | 3.49 | 12.99 | 1.67 | 7.50 | 10.20 | 5.57 | 7.39 | 6.52 | 16.31 | 9.01 | 16.66 | 35.22 | 6.90 | 9.25 | 3.99 | 7.13 | 6.94 | 13.62 | 11.68 |
| Yield(%) | NA | 4.79 | 3.55 | 3.13 | 3.70 | NA | NA | … | … | 0.00 | 5.06 | 3.92 | 2.17 | 4.47 | 0.45 | 2.93 | 4.08 | 4.81 | 5.12 | 4.51 | 2.79 | 3.97 | 3.92 | 4.50 | 9.52 | 7.44 | 5.20 | 4.01 | 3.00 | 3.70 | 2.90 |
Data as of 11/30/2021, 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 |
|---|---|---|---|---|
| Lend Lease 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
-7.14%
Feb 2006 – Feb 2009 |
0.30%
Feb 2004 – Feb 2009 |
4.35%
Mar 2010 – Mar 2020 |
5.01%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lend Lease 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
19.38%
Mar 2003 – Mar 2006 |
15.88%
Sep 2002 – Sep 2007 |
9.69%
Mar 2003 – Mar 2013 |
8.36%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart