Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Atrenta-401k Strategic Asset Allocation - Equal Weight Moderate | NA | 21.21% | 2.61% | 6.49% | 5.03% | 5.93% | 6.06% | 6.61% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Atrenta-401k Strategic Asset Allocation - Equal Weight 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 (%) | -0.86 | 21.21 | 2.61 | 6.49 | 5.03 | 5.93 | 6.06 | 6.61 | NA | 10.46 | 11.45 | -12.17 | 3.34 | 16.07 | 17.98 | -8.79 | 15.49 | 2.01 | -1.86 | 2.00 | 10.13 | 11.32 | -1.11 | 12.09 | 31.33 | -25.60 | 12.60 | 11.41 | 10.77 | 9.65 | 22.92 | 0.86 | 4.15 |
| Sharpe Ratio | NA | 0.61 | -0.09 | 0.25 | 0.32 | NA | NA | 0.55 | 0.07 | 0.47 | 1.01 | -1.07 | 0.37 | 0.94 | 2.33 | -0.64 | 3.33 | 0.21 | -0.23 | 0.30 | 1.79 | 2.23 | -0.12 | 1.64 | 2.51 | -1.67 | 1.28 | 1.51 | 1.87 | 1.50 | 4.50 | -0.04 | 0.28 |
| Standard Deviation(%) | NA | 8.24 | 9.68 | 11.39 | 10.52 | NA | NA | 9.15 | 8.01 | 8.26 | 7.14 | 12.70 | 8.95 | 16.92 | 7.12 | 15.69 | 4.46 | 8.76 | 8.15 | 6.63 | 5.64 | 5.05 | 9.61 | 7.32 | 12.44 | 15.84 | 7.52 | 5.41 | 4.59 | 5.80 | 4.94 | 5.61 | 6.69 |
| Draw Down(%) | NA | 6.02 | 18.51 | 20.83 | 20.83 | NA | NA | 34.30 | 0.67 | 6.02 | 6.48 | 18.86 | 5.61 | 19.14 | 3.87 | 14.93 | 1.78 | 8.03 | 9.90 | 5.45 | 5.92 | 4.46 | 10.27 | 5.50 | 12.18 | 33.33 | 5.92 | 7.36 | 3.96 | 7.48 | 3.53 | 10.12 | 9.14 |
| Yield(%) | NA | 3.57 | 3.12 | 2.61 | 2.18 | NA | NA | 3.01 | NA | 0.54 | 3.88 | 1.38 | 3.54 | 1.48 | 2.56 | 2.07 | 0.28 | 2.04 | 1.89 | 2.32 | 1.94 | 3.09 | 3.12 | 3.18 | 3.66 | 3.28 | 5.09 | 4.74 | 4.39 | 3.45 | 4.43 | 3.08 | 3.73 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.60%
Feb 2006 - Feb 2009 |
0.50%
Feb 2004 - Feb 2009 |
3.40%
Sep 2012 - Sep 2022 |
3.44%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Atrenta-401k Strategic Asset Allocation - Equal Weight Moderate |
18.26%
Feb 2009 - Feb 2012 |
14.57%
Oct 2002 - Oct 2007 |
8.80%
Mar 2003 - Mar 2013 |
7.68%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart