Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CEPHALON, INC. 401(k) PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate | NA | 23.49% | 3.99% | 8.15% | 7.39% | 8.83% | 7.68% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEPHALON, INC. 401(k) PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.94 | 23.49 | 3.99 | 8.15 | 7.39 | 8.83 | 7.68 | … | … | 0.22 | 11.17 | 10.19 | -9.61 | 13.50 | 13.61 | 21.07 | -1.07 | 7.67 | 7.33 | 1.10 | 9.49 | 18.58 | 10.13 | 2.86 | 13.15 | 20.34 | -17.52 | 7.91 | 9.99 | 6.45 | 10.52 | 20.33 | 3.40 | 12.53 |
| Sharpe Ratio | NA | 0.63 | 0.01 | 0.40 | 0.53 | NA | NA | … | … | 0.02 | 0.57 | 0.69 | -0.84 | 1.35 | 0.71 | 2.78 | -0.23 | 1.07 | 0.89 | 0.12 | 1.31 | 2.62 | 1.53 | 0.20 | 1.22 | 1.16 | -0.89 | 0.57 | 0.98 | 0.65 | 1.23 | 2.23 | 0.22 | 1.19 |
| Standard Deviation(%) | NA | 7.99 | 10.15 | 12.36 | 10.52 | NA | NA | … | … | 7.67 | 8.01 | 8.55 | 13.12 | 10.01 | 18.78 | 7.08 | 10.27 | 6.58 | 8.01 | 9.08 | 7.23 | 7.07 | 6.58 | 13.87 | 10.74 | 17.47 | 20.76 | 8.57 | 6.83 | 6.55 | 7.78 | 8.81 | 10.21 | 8.57 |
| Draw Down(%) | NA | 5.52 | 16.19 | 20.73 | 20.73 | NA | NA | … | … | 0.63 | 5.52 | 7.45 | 17.01 | 5.10 | 20.73 | 2.76 | 11.22 | 4.01 | 6.39 | 6.90 | 4.74 | 4.57 | 4.59 | 12.68 | 8.84 | 18.56 | 28.87 | 5.55 | 5.98 | 4.40 | 6.32 | 6.60 | 12.48 | 8.49 |
| Yield(%) | NA | 4.38 | 4.09 | 4.57 | 4.04 | NA | NA | … | … | NA | 0.86 | 4.01 | 6.19 | 0.84 | 7.44 | 3.08 | 3.33 | 0.24 | 6.90 | 3.86 | 3.14 | 4.01 | 4.46 | 2.99 | 2.38 | 3.74 | 4.70 | 7.50 | 7.33 | 3.98 | 5.95 | 3.02 | 3.44 | 5.58 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| CEPHALON, INC. 401(k) PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate |
-5.60%
Feb 2006 – Feb 2009 |
-0.72%
Feb 2004 – Feb 2009 |
6.15%
Oct 2013 – Oct 2023 |
6.24%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEPHALON, INC. 401(k) PROFIT SHARING PLAN Strategic Asset Allocation – Optimal Moderate |
18.53%
Feb 2009 – Feb 2012 |
16.70%
Feb 2009 – Feb 2014 |
11.20%
Feb 2009 – Feb 2019 |
10.11%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart