Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The Principal Select Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | -3.23% | 5.45% | 4.86% | 9.11% | 7.24% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The Principal Select Savings Plan 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 (%) | 1.56 | -3.23 | 5.45 | 4.86 | 9.11 | 7.24 | NA | … | … | -5.52 | 16.14 | 8.47 | -0.44 | 4.04 | 13.83 | 13.61 | 0.07 | 17.24 | 33.87 | -29.04 | 11.08 | 10.47 | 9.56 | 13.32 | 24.77 | -1.83 | 6.45 |
| Sharpe Ratio | NA | -0.75 | 0.70 | 0.51 | 0.94 | NA | NA | … | … | -0.75 | 3.31 | 1.02 | -0.06 | 0.61 | 1.96 | 1.79 | 0.00 | 1.48 | 2.05 | -1.40 | 0.75 | 0.90 | 1.07 | 1.56 | 2.80 | -0.25 | 0.42 |
| Standard Deviation(%) | NA | 9.09 | 7.54 | 7.46 | 9.98 | NA | NA | … | … | 9.09 | 4.69 | 8.09 | 8.00 | 6.59 | 7.05 | 7.59 | 14.29 | 11.56 | 16.50 | 21.34 | 10.71 | 8.01 | 6.94 | 7.95 | 8.61 | 11.90 | 9.92 |
| Draw Down(%) | NA | 12.71 | 12.71 | 12.71 | 15.67 | NA | NA | … | … | 12.71 | 1.54 | 5.71 | 8.16 | 4.77 | 6.85 | 6.48 | 13.72 | 8.49 | 15.67 | 37.25 | 7.76 | 9.03 | 4.78 | 6.54 | 5.99 | 17.16 | 12.28 |
| Yield(%) | NA | 3.38 | 2.89 | 3.01 | 2.97 | NA | NA | … | … | 3.36 | 2.88 | 2.28 | 3.67 | 2.74 | 2.57 | 3.02 | 3.57 | 2.56 | 2.86 | 3.09 | 8.61 | 9.30 | 6.96 | 7.11 | 7.52 | 3.30 | 11.91 |
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 |
|---|---|---|---|---|
| The Principal Select Savings Plan Strategic Asset Allocation – Optimal Moderate |
-8.94%
Feb 2006 – Feb 2009 |
-1.15%
Feb 2004 – Feb 2009 |
5.54%
Feb 2006 – Feb 2016 |
7.12%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Principal Select Savings Plan Strategic Asset Allocation – Optimal Moderate |
23.14%
Feb 2009 – Feb 2012 |
17.91%
Feb 2009 – Feb 2014 |
9.81%
Nov 2008 – Nov 2018 |
9.29%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart