Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Newell Rubbermaid 401(k) Savings and Retirement Plan Strategic Asset Allocation – Optimal Moderate | NA | 24.69% | 3.88% | 6.97% | 5.66% | 7.14% | 6.23% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Newell Rubbermaid 401(k) Savings and Retirement 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 (%) | -0.92 | 24.69 | 3.88 | 6.97 | 5.66 | 7.14 | 6.23 | … | … | 0.46 | 5.71 | 14.33 | -10.91 | 11.25 | 9.55 | 16.19 | -5.55 | 7.59 | 8.34 | -1.59 | 5.82 | 16.97 | 15.54 | -1.08 | 11.00 | 25.49 | -28.19 | 6.66 | 12.42 | 7.56 | 13.66 | 24.93 | -8.82 | 2.73 |
| Sharpe Ratio | NA | 0.03 | -0.09 | 0.24 | 0.33 | NA | NA | … | … | 0.06 | -0.08 | 1.18 | -0.85 | 0.97 | 0.48 | 2.18 | -0.78 | 1.48 | 0.84 | -0.18 | 0.79 | 2.31 | 1.92 | -0.07 | 0.93 | 1.49 | -1.28 | 0.41 | 1.31 | 0.85 | 1.76 | 2.81 | -0.73 | 0.04 |
| Standard Deviation(%) | NA | 10.35 | 11.37 | 13.40 | 11.02 | NA | NA | … | … | 6.94 | 10.41 | 8.53 | 14.39 | 11.62 | 19.32 | 6.78 | 8.76 | 4.71 | 9.71 | 8.98 | 7.31 | 7.34 | 8.05 | 15.27 | 11.76 | 17.10 | 22.82 | 8.98 | 6.99 | 6.38 | 7.23 | 8.63 | 13.64 | 11.43 |
| Draw Down(%) | NA | 8.26 | 18.40 | 25.92 | 25.93 | NA | NA | … | … | 0.56 | 8.26 | 7.96 | 18.69 | 5.20 | 25.92 | 3.67 | 12.76 | 3.12 | 9.14 | 9.38 | 6.06 | 6.26 | 6.62 | 14.94 | 9.80 | 18.55 | 37.35 | 5.99 | 7.64 | 4.48 | 5.84 | 7.76 | 18.22 | 13.25 |
| Yield(%) | NA | 6.90 | 6.78 | 5.44 | 4.35 | NA | NA | … | … | NA | 0.72 | 6.69 | 4.35 | 8.98 | 4.01 | 2.66 | 4.50 | 0.26 | 3.16 | 5.51 | 2.95 | 3.44 | 4.05 | 3.51 | 2.21 | 3.05 | 3.80 | 5.13 | 3.74 | 4.36 | 3.12 | 2.33 | 2.44 | 2.80 |
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 |
|---|---|---|---|---|
| Newell Rubbermaid 401(k) Savings and Retirement Plan Strategic Asset Allocation – Optimal Moderate |
-9.73%
Feb 2006 – Feb 2009 |
-2.27%
Feb 2004 – Feb 2009 |
4.17%
Oct 2013 – Oct 2023 |
3.86%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Newell Rubbermaid 401(k) Savings and Retirement Plan Strategic Asset Allocation – Optimal Moderate |
19.19%
Feb 2009 – Feb 2012 |
16.73%
Feb 2009 – Feb 2014 |
10.12%
Feb 2009 – Feb 2019 |
8.88%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart