Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Target Corporation 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | 24.37% | 1.25% | 5.94% | 5.40% | 6.83% | 6.56% | 6.90% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Target Corporation 401(k) Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.08 | 24.37 | 1.25 | 5.94 | 5.40 | 6.83 | 6.56 | 6.90 | NA | 7.67 | 13.02 | -16.20 | 9.78 | 13.63 | 17.91 | -7.16 | 11.45 | 9.30 | -1.66 | 6.47 | 8.70 | 14.16 | -0.37 | 14.53 | 31.12 | -26.87 | 8.24 | 15.12 | 8.97 | 14.53 | 26.44 | -4.83 | 1.03 |
| Sharpe Ratio | NA | 0.24 | -0.28 | 0.19 | 0.35 | NA | NA | 0.46 | -0.05 | 0.13 | 0.96 | -1.27 | 1.21 | 0.71 | 2.73 | -1.07 | 2.54 | 1.05 | -0.20 | 1.09 | 1.16 | 1.77 | -0.03 | 1.20 | 1.56 | -1.14 | 0.50 | 1.53 | 1.06 | 1.89 | 3.42 | -0.56 | -0.12 |
| Standard Deviation(%) | NA | 8.06 | 10.68 | 12.37 | 10.14 | NA | NA | 11.32 | 5.27 | 8.14 | 9.12 | 13.89 | 8.09 | 18.85 | 6.04 | 7.89 | 4.26 | 8.65 | 8.56 | 5.92 | 7.50 | 7.99 | 14.47 | 12.08 | 19.90 | 24.29 | 10.44 | 7.76 | 6.41 | 7.17 | 7.52 | 10.67 | 10.59 |
| Draw Down(%) | NA | 4.49 | 21.76 | 23.96 | 23.96 | NA | NA | 42.02 | 0.53 | 4.29 | 9.27 | 22.13 | 4.07 | 23.96 | 3.25 | 12.45 | 1.80 | 6.06 | 10.25 | 5.15 | 8.45 | 6.61 | 14.03 | 8.97 | 18.96 | 39.24 | 6.53 | 7.75 | 4.42 | 7.96 | 7.20 | 16.60 | 15.36 |
| Yield(%) | NA | 3.78 | 3.42 | 3.41 | 3.08 | NA | NA | 3.40 | NA | 1.06 | 3.20 | 2.82 | 3.44 | 3.32 | 3.34 | 2.05 | 0.36 | 4.69 | 3.83 | 3.19 | 3.12 | 3.89 | 3.40 | 3.24 | 3.32 | 3.47 | 3.96 | 4.59 | 3.36 | 3.37 | 3.72 | 2.96 | 4.42 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Target Corporation 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-8.83%
Feb 2006 - Feb 2009 |
-1.10%
Feb 2004 - Feb 2009 |
3.86%
Oct 2013 - Oct 2023 |
4.13%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Target Corporation 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
23.06%
Feb 2009 - Feb 2012 |
16.83%
Feb 2009 - Feb 2014 |
10.55%
Feb 2009 - Feb 2019 |
8.83%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart