Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ADP Mykplan 401k Plans for Small Business Tactical Asset Allocation Moderate | NA | 22.65% | -1.95% | 3.12% | 3.17% | 5.22% | 7.28% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADP Mykplan 401k Plans for Small Business Tactical Asset Allocation 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 (%) | -1.27 | 22.65 | -1.95 | 3.12 | 3.17 | 5.22 | 7.28 | … | … | -0.34 | 3.39 | 11.30 | -20.42 | 5.26 | 15.68 | 11.37 | -5.42 | 9.86 | 6.15 | -4.63 | 4.62 | 7.43 | 8.68 | 5.73 | 15.72 | 29.11 | -7.15 | 17.35 | 17.28 | 14.55 | 12.99 | 22.12 | 7.78 | 6.27 |
| Sharpe Ratio | NA | -0.31 | -0.49 | -0.04 | 0.11 | NA | NA | … | … | -0.05 | -0.35 | 0.66 | -1.39 | 0.53 | 1.75 | 2.06 | -0.94 | 1.81 | 1.06 | -0.74 | 0.79 | 1.11 | 1.72 | 0.69 | 1.31 | 3.64 | -0.84 | 1.24 | 1.64 | 1.87 | 1.55 | 4.37 | 1.34 | 0.85 |
| Standard Deviation(%) | NA | 9.14 | 12.14 | 11.15 | 8.90 | NA | NA | … | … | 8.56 | 9.25 | 10.62 | 15.65 | 9.96 | 8.81 | 4.84 | 7.13 | 5.10 | 5.59 | 6.28 | 5.81 | 6.67 | 5.02 | 8.24 | 11.96 | 7.96 | 9.57 | 11.57 | 8.57 | 6.62 | 7.76 | 4.90 | 5.00 | 4.65 |
| Draw Down(%) | NA | 7.40 | 23.21 | 26.62 | 26.62 | NA | NA | … | … | 1.05 | 7.24 | 11.60 | 25.67 | 7.02 | 8.92 | 2.34 | 11.04 | 3.66 | 3.91 | 9.63 | 4.97 | 7.02 | 4.23 | 6.36 | 7.67 | 3.59 | 12.60 | 9.10 | 11.11 | 4.75 | 10.85 | 2.03 | 7.21 | 3.15 |
| Yield(%) | NA | 3.02 | 4.48 | 5.28 | 4.14 | NA | NA | … | … | NA | 0.84 | 2.69 | 3.90 | 5.48 | 9.68 | 3.73 | 3.56 | 0.17 | 3.67 | 3.32 | 4.09 | 6.07 | 5.26 | 2.71 | 4.36 | 4.07 | 3.56 | 7.03 | 5.97 | 3.66 | 4.53 | 4.06 | 5.88 | 8.17 |
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 |
|---|---|---|---|---|
| ADP Mykplan 401k Plans for Small Business Tactical Asset Allocation Moderate |
-3.87%
Apr 2021 – Apr 2024 |
-0.71%
Sep 2017 – Sep 2022 |
1.65%
Oct 2013 – Oct 2023 |
4.13%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADP Mykplan 401k Plans for Small Business Tactical Asset Allocation Moderate |
20.61%
Oct 2004 – Oct 2007 |
18.07%
Oct 2002 – Oct 2007 |
13.82%
Apr 2001 – Apr 2011 |
10.56%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart