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 Strategic Asset Allocation - Optimal Moderate | NA | 33.93% | 12.24% | 12.71% | 8.95% | 9.34% | 7.55% | 8.14% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LOWES 401K 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 (%) | -0.76 | 33.93 | 12.24 | 12.71 | 8.95 | 9.34 | 7.55 | 8.14 | NA | 19.14 | 20.76 | -3.24 | 5.44 | 17.17 | 18.58 | -4.04 | 9.98 | 6.30 | 0.64 | 2.78 | 19.10 | 10.02 | -1.32 | 15.99 | 21.38 | -21.05 | 3.42 | 7.97 | 5.92 | 11.94 | 20.85 | -0.95 | 10.39 |
| Sharpe Ratio | NA | 1.74 | 0.86 | 0.77 | 0.72 | NA | NA | 0.60 | 0.10 | 1.56 | 2.15 | -0.37 | 0.55 | 0.95 | 2.37 | -0.58 | 1.87 | 0.70 | 0.07 | 0.42 | 2.91 | 1.24 | -0.09 | 1.34 | 1.20 | -0.98 | 0.05 | 0.65 | 0.61 | 1.58 | 2.18 | -0.18 | 0.89 |
| Standard Deviation(%) | NA | 8.00 | 9.64 | 11.80 | 10.01 | NA | NA | 10.86 | 7.68 | 8.03 | 7.66 | 12.48 | 9.84 | 17.88 | 7.24 | 9.30 | 5.01 | 8.66 | 8.34 | 6.56 | 6.55 | 8.04 | 14.56 | 11.84 | 17.75 | 22.33 | 8.48 | 7.18 | 6.11 | 6.96 | 9.24 | 11.39 | 9.12 |
| Draw Down(%) | NA | 5.62 | 12.56 | 21.03 | 21.03 | NA | NA | 35.09 | 0.49 | 5.62 | 4.87 | 13.38 | 6.24 | 21.03 | 3.86 | 11.80 | 2.41 | 8.06 | 7.73 | 5.23 | 4.52 | 6.86 | 14.44 | 9.43 | 16.89 | 30.95 | 6.00 | 7.83 | 4.11 | 4.06 | 7.60 | 17.78 | 9.58 |
| Yield(%) | NA | 15.10 | 11.15 | 8.24 | 5.64 | NA | NA | 4.54 | NA | 4.55 | 14.29 | 10.43 | 2.97 | 4.92 | 2.91 | 4.39 | 0.75 | 2.98 | 4.65 | 2.51 | 3.46 | 3.70 | 1.38 | 1.84 | 1.64 | 3.31 | 5.86 | 6.87 | 7.01 | 4.55 | 1.92 | 2.08 | 5.45 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOWES 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-8.66%
Feb 2006 - Feb 2009 |
-2.16%
Feb 2004 - Feb 2009 |
4.43%
Feb 2006 - Feb 2016 |
4.92%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOWES 401K PLAN Strategic Asset Allocation - Optimal Moderate |
18.00%
Feb 2009 - Feb 2012 |
15.78%
Feb 2009 - Feb 2014 |
9.88%
Feb 2009 - Feb 2019 |
10.21%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart