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 Asset Allocation Composite Moderate | NA | 0.09% | 7.61% | 6.03% | 8.64% | 8.20% | 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 Asset Allocation Composite 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 (%) | 1.55 | 0.09 | 7.61 | 6.03 | 8.64 | 8.20 | NA | … | … | -2.95 | 15.50 | 11.41 | -2.70 | 6.25 | 16.61 | 12.93 | -3.80 | 15.40 | 15.54 | -8.55 | 12.05 | 11.26 | 9.80 | 13.39 | 24.31 | 6.56 | 4.57 |
| Sharpe Ratio | NA | -0.48 | 0.93 | 0.66 | 0.85 | NA | NA | … | … | -0.48 | 2.64 | 1.49 | -0.39 | 0.92 | 2.06 | 1.58 | -0.23 | 1.48 | 1.62 | -1.13 | 0.86 | 0.98 | 1.06 | 1.55 | 3.45 | 1.31 | 0.56 |
| Standard Deviation(%) | NA | 8.86 | 7.47 | 7.22 | 9.25 | NA | NA | … | … | 8.86 | 5.64 | 7.53 | 6.91 | 6.75 | 8.04 | 8.17 | 16.32 | 10.37 | 9.51 | 8.39 | 10.46 | 8.12 | 7.23 | 8.02 | 6.84 | 4.18 | 4.02 |
| Draw Down(%) | NA | 9.72 | 9.72 | 9.72 | 17.43 | NA | NA | … | … | 9.72 | 2.04 | 4.97 | 7.09 | 4.28 | 6.43 | 6.43 | 17.43 | 8.08 | 7.60 | 14.83 | 7.43 | 9.02 | 5.12 | 6.60 | 2.87 | 2.31 | 4.24 |
| Yield(%) | NA | 4.52 | 3.89 | 3.24 | 3.44 | NA | NA | … | … | 4.49 | 3.97 | 2.77 | 1.91 | 2.91 | 4.80 | 2.53 | 3.56 | 3.09 | 4.25 | 4.68 | 6.96 | 9.24 | 6.39 | 7.02 | 8.47 | 5.77 | 6.56 |
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 Asset Allocation Composite Moderate |
0.61%
Feb 2006 – Feb 2009 |
4.51%
May 2007 – May 2012 |
6.81%
Jan 2006 – Jan 2016 |
8.12%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The Principal Select Savings Plan Asset Allocation Composite Moderate |
17.13%
Jan 2003 – Jan 2006 |
15.63%
Oct 2002 – Oct 2007 |
10.80%
Apr 2001 – Apr 2011 |
9.89%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart