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 |
|---|---|---|---|---|---|---|---|---|
| CERULLI ASSOCIATES INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 22.31% | 0.82% | 6.85% | 5.71% | 7.65% | 6.71% | 6.61% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CERULLI ASSOCIATES INC. 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 (%) | -1.15 | 22.31 | 0.82 | 6.85 | 5.71 | 7.65 | 6.71 | 6.61 | NA | 7.32 | 9.32 | -13.41 | 3.85 | 25.20 | 13.92 | -5.98 | 9.33 | 4.96 | 2.34 | 5.69 | 13.71 | 14.52 | 1.12 | 19.08 | 28.44 | -28.06 | 6.59 | 14.16 | 8.02 | 12.82 | 20.34 | -4.59 | -3.01 |
| Sharpe Ratio | NA | 0.17 | -0.30 | 0.26 | 0.35 | NA | NA | 0.43 | 0.05 | 0.09 | 0.62 | -1.12 | 0.42 | 1.25 | 1.89 | -0.75 | 1.89 | 0.57 | 0.27 | 0.84 | 1.94 | 1.77 | 0.07 | 1.50 | 1.39 | -1.22 | 0.36 | 1.47 | 0.96 | 1.75 | 2.38 | -0.63 | -0.53 |
| Standard Deviation(%) | NA | 8.26 | 10.18 | 12.60 | 10.47 | NA | NA | 11.43 | 8.99 | 8.27 | 8.16 | 13.23 | 9.18 | 19.92 | 6.64 | 9.74 | 4.61 | 8.32 | 8.71 | 6.72 | 7.06 | 8.15 | 15.76 | 12.64 | 20.32 | 23.69 | 10.10 | 7.40 | 6.08 | 6.79 | 8.24 | 9.03 | 10.03 |
| Draw Down(%) | NA | 7.09 | 20.79 | 24.23 | 24.23 | NA | NA | 43.48 | 0.82 | 7.09 | 8.55 | 21.21 | 5.45 | 22.66 | 3.49 | 13.06 | 2.52 | 8.55 | 7.87 | 4.43 | 5.94 | 6.75 | 15.09 | 8.93 | 20.86 | 39.67 | 7.11 | 7.52 | 3.94 | 6.50 | 7.75 | 13.23 | 16.21 |
| Yield(%) | NA | 3.66 | 2.90 | 3.35 | 3.59 | NA | NA | 3.73 | NA | 0.55 | 3.82 | 2.96 | 1.35 | 5.80 | 2.40 | 6.66 | 0.32 | 3.55 | 5.24 | 3.50 | 3.33 | 4.14 | 2.91 | 2.39 | 2.58 | 3.28 | 5.95 | 8.80 | 4.22 | 3.30 | 1.77 | 3.74 | 3.17 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CERULLI ASSOCIATES INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-10.21%
Feb 2006 - Feb 2009 |
-2.29%
Feb 2004 - Feb 2009 |
4.19%
Oct 2013 - Oct 2023 |
4.65%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CERULLI ASSOCIATES INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
24.51%
Feb 2009 - Feb 2012 |
19.13%
Feb 2009 - Feb 2014 |
11.15%
Feb 2009 - Feb 2019 |
9.66%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart