Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Atrenta-401k Tactical Asset Allocation Moderate | NA | 27.42% | 1.28% | 7.75% | 6.28% | 7.25% | 9.23% | 9.32% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Atrenta-401k Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| 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 (%) | -1.00 | 27.42 | 1.28 | 7.75 | 6.28 | 7.25 | 9.23 | 9.32 | NA | 12.01 | 9.91 | -16.15 | 12.14 | 16.18 | 21.89 | -13.96 | 17.73 | 2.94 | 2.93 | 6.83 | 16.75 | 11.88 | -0.65 | 8.92 | 16.72 | -0.11 | 21.59 | 18.89 | 16.95 | 14.38 | 22.36 | -0.42 | 3.39 |
| Sharpe Ratio | NA | 0.56 | -0.05 | 0.24 | 0.34 | NA | NA | 0.71 | 0.06 | 0.39 | 0.54 | -1.10 | 0.95 | 0.76 | 2.07 | -1.29 | 3.31 | 0.31 | 0.33 | 0.78 | 2.38 | 1.53 | -0.05 | 0.80 | 1.59 | -0.18 | 1.49 | 1.51 | 2.20 | 1.41 | 3.47 | -0.32 | 0.19 |
| Standard Deviation(%) | NA | 13.75 | 13.53 | 15.23 | 12.56 | NA | NA | 10.65 | 14.07 | 13.85 | 10.45 | 16.00 | 12.75 | 20.92 | 9.90 | 11.80 | 5.17 | 8.83 | 8.76 | 8.71 | 7.03 | 7.73 | 14.20 | 11.05 | 10.45 | 5.86 | 12.50 | 10.37 | 6.71 | 9.52 | 6.24 | 4.73 | 5.74 |
| Draw Down(%) | NA | 9.86 | 19.39 | 26.29 | 26.29 | NA | NA | 26.29 | 1.03 | 9.86 | 8.48 | 22.92 | 7.96 | 21.59 | 5.52 | 21.92 | 1.96 | 8.95 | 8.02 | 6.49 | 4.48 | 7.44 | 13.15 | 9.66 | 5.72 | 5.34 | 9.81 | 14.38 | 5.57 | 11.85 | 3.37 | 6.25 | 5.67 |
| Yield(%) | NA | 5.51 | 4.92 | 4.61 | 4.21 | NA | NA | 0.00 | NA | 3.80 | 2.08 | 1.82 | 9.84 | 3.06 | 3.65 | 3.03 | 7.35 | 1.90 | 4.67 | 2.51 | 5.62 | 2.74 | 1.73 | 2.21 | 3.48 | 3.88 | 6.03 | 3.96 | 3.34 | 2.37 | 3.82 | 3.68 | 4.91 |
Data as of 10/31/2024, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Atrenta-401k Tactical Asset Allocation Moderate |
-0.17%
Apr 2021 - Apr 2024 |
1.48%
Sep 2017 - Sep 2022 |
4.59%
Oct 2013 - Oct 2023 |
5.96%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Atrenta-401k Tactical Asset Allocation Moderate |
23.61%
Oct 2004 - Oct 2007 |
19.51%
Oct 2002 - Oct 2007 |
13.23%
Jul 2003 - Jul 2013 |
11.97%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart