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 |
|---|---|---|---|---|---|---|---|---|
| LOWES 401K PLAN Tactical Asset Allocation Moderate | NA | 31.75% | 11.02% | 10.70% | 6.81% | 6.31% | 6.44% | 7.33% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LOWES 401K PLAN Tactical Asset Allocation 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 (%) | -0.34 | 31.75 | 11.02 | 10.70 | 6.81 | 6.31 | 6.44 | 7.33 | NA | 20.61 | 24.01 | -6.99 | 4.51 | 13.00 | 6.15 | -1.52 | 10.79 | 5.43 | -3.38 | -1.56 | 14.56 | 7.23 | -2.22 | 5.27 | 17.48 | -1.64 | 7.47 | 10.18 | 1.00 | 10.06 | 16.64 | 10.21 | 8.65 |
| Sharpe Ratio | NA | 2.45 | 0.91 | 0.88 | 0.71 | NA | NA | 0.82 | 0.12 | 2.26 | 2.89 | -0.66 | 0.46 | 1.49 | 1.04 | -0.40 | 2.08 | 1.22 | -0.67 | -0.27 | 2.21 | 1.32 | -0.29 | 0.50 | 2.04 | -0.41 | 0.54 | 1.34 | -0.23 | 1.33 | 2.36 | 2.09 | 1.17 |
| Standard Deviation(%) | NA | 6.16 | 9.04 | 9.12 | 7.45 | NA | NA | 7.09 | 4.40 | 6.21 | 6.85 | 12.63 | 9.84 | 8.57 | 4.58 | 7.06 | 4.88 | 4.28 | 5.10 | 5.89 | 6.58 | 5.42 | 7.91 | 10.28 | 8.51 | 6.29 | 8.28 | 5.18 | 5.14 | 6.86 | 6.75 | 4.35 | 5.43 |
| Draw Down(%) | NA | 3.66 | 13.81 | 16.01 | 16.01 | NA | NA | 16.01 | 0.22 | 3.66 | 3.73 | 14.61 | 5.30 | 10.38 | 3.70 | 7.48 | 3.04 | 2.54 | 4.62 | 5.34 | 5.26 | 4.50 | 8.80 | 8.67 | 4.27 | 7.10 | 5.62 | 4.05 | 3.52 | 4.60 | 3.36 | 2.44 | 4.10 |
| Yield(%) | NA | 17.67 | 11.14 | 8.59 | 6.29 | NA | NA | 5.42 | NA | 5.62 | 16.46 | 7.06 | 3.41 | 5.45 | 4.83 | 4.17 | 0.34 | 3.76 | 7.02 | 4.00 | 2.77 | 5.64 | 1.67 | 4.61 | 5.78 | 4.20 | 2.91 | 5.61 | 4.37 | 4.47 | 3.78 | 7.91 | 8.82 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOWES 401K PLAN Tactical Asset Allocation Moderate |
0.09%
Dec 2013 - Dec 2016 |
1.24%
Sep 2017 - Sep 2022 |
3.13%
Mar 2010 - Mar 2020 |
3.71%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOWES 401K PLAN Tactical Asset Allocation Moderate |
13.32%
Nov 2021 - Nov 2024 |
11.44%
Nov 2019 - Nov 2024 |
8.93%
Apr 2001 - Apr 2011 |
6.56%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart