Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LEXICON PHARMACEUTICALS INC. 401 K PLAN Tactical Asset Allocation Moderate | NA | -3.03% | -0.14% | 0.11% | 1.52% | 2.55% | 4.03% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LEXICON PHARMACEUTICALS INC. 401 K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.19 | -3.03 | -0.14 | 0.11 | 1.52 | 2.55 | 4.03 | … | … | 1.05 | 6.99 | -16.11 | 9.75 | 12.31 | 1.72 | -3.37 | 8.14 | 6.79 | -3.44 | 1.45 | 13.85 | 0.97 | 5.46 | 0.62 | 2.58 | 6.18 | 11.56 | 11.53 | 2.07 | 9.71 | 16.16 | 7.29 | 5.29 |
| Sharpe Ratio | NA | 0.46 | -0.23 | 0.12 | 0.12 | NA | NA | … | … | 0.11 | 0.39 | -1.82 | 0.96 | 1.52 | 0.08 | -0.18 | 1.44 | 1.39 | -0.58 | 0.24 | 2.09 | 0.18 | 0.60 | 0.05 | 0.29 | 0.70 | 0.94 | 1.05 | -0.02 | 1.25 | 2.74 | 1.61 | 0.71 |
| Standard Deviation(%) | NA | 7.23 | 8.93 | 8.07 | 10.66 | NA | NA | … | … | 6.97 | 6.99 | 9.60 | 10.09 | 7.96 | 3.95 | 26.40 | 5.21 | 4.75 | 5.95 | 5.95 | 6.61 | 5.01 | 9.12 | 10.36 | 8.66 | 7.49 | 9.09 | 7.84 | 5.97 | 7.04 | 5.65 | 3.83 | 4.23 |
| Draw Down(%) | NA | 6.28 | 20.63 | 20.63 | 20.63 | NA | NA | … | … | 1.56 | 6.28 | 16.73 | 5.03 | 6.77 | 3.25 | 17.67 | 2.88 | 3.33 | 5.90 | 4.00 | 4.58 | 4.10 | 6.71 | 9.77 | 7.63 | 5.13 | 6.61 | 9.09 | 4.84 | 6.51 | 3.83 | 2.17 | 3.56 |
| Yield(%) | NA | 2.83 | 5.02 | 4.07 | 3.16 | NA | NA | … | … | 0.01 | 2.98 | 2.86 | 9.16 | 4.70 | 0.72 | 1.09 | 0.08 | 2.51 | 4.01 | 3.56 | 7.31 | 4.04 | 6.10 | 2.53 | 4.85 | 4.65 | 3.59 | 3.54 | 2.29 | 2.98 | 3.60 | 4.04 | 5.33 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| LEXICON PHARMACEUTICALS INC. 401 K PLAN Tactical Asset Allocation Moderate |
-0.50%
Dec 2020 – Dec 2023 |
-0.31%
Feb 2018 – Feb 2023 |
1.52%
Oct 2013 – Oct 2023 |
2.40%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LEXICON PHARMACEUTICALS INC. 401 K PLAN Tactical Asset Allocation Moderate |
11.14%
Oct 2004 – Oct 2007 |
11.10%
Oct 2002 – Oct 2007 |
7.86%
Apr 2001 – Apr 2011 |
6.39%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart