Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MCAFEE TAX DEFERRED SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 9.09% | 7.58% | 4.32% | 3.37% | 6.15% | 7.63% | 8.95% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCAFEE TAX DEFERRED SAVINGS 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 | 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 (%) | 0.01 | 9.09 | 7.58 | 4.32 | 3.37 | 6.15 | 7.63 | 8.95 | -0.78 | 20.65 | -6.10 | 8.98 | 9.47 | 4.68 | -4.48 | 9.65 | 5.78 | -5.60 | 2.32 | 11.04 | 8.90 | -1.41 | 13.12 | 32.21 | -5.98 | 18.97 | 15.83 | 12.31 | 14.11 | 36.70 | 10.60 | 7.88 |
| Sharpe Ratio | NA | 2.00 | 0.60 | 0.66 | 0.44 | NA | NA | 0.97 | -0.12 | 2.43 | -0.80 | 0.98 | 1.03 | 0.59 | -0.74 | 1.60 | 0.80 | -0.87 | 0.35 | 1.51 | 1.44 | -0.15 | 1.04 | 3.04 | -1.05 | 1.31 | 1.32 | 1.37 | 1.41 | 5.74 | 2.08 | 1.04 |
| Standard Deviation(%) | NA | 7.15 | 8.47 | 8.15 | 7.43 | NA | NA | 8.15 | 8.59 | 6.74 | 9.31 | 9.18 | 8.96 | 5.53 | 7.78 | 5.65 | 6.95 | 6.50 | 6.51 | 7.29 | 6.12 | 9.94 | 12.56 | 10.57 | 6.57 | 12.16 | 9.50 | 7.40 | 9.34 | 6.27 | 4.57 | 5.38 |
| Draw Down(%) | NA | 3.20 | 13.12 | 13.12 | 16.35 | NA | NA | 16.35 | 2.03 | 3.20 | 12.40 | 5.28 | 12.00 | 2.69 | 11.46 | 3.22 | 4.73 | 9.46 | 7.68 | 6.12 | 4.73 | 10.32 | 9.43 | 5.09 | 9.61 | 9.39 | 13.42 | 5.95 | 11.13 | 2.60 | 2.83 | 4.10 |
| Yield(%) | NA | 15.71 | 9.32 | 7.26 | 5.48 | NA | NA | 5.41 | 0.88 | 15.66 | 8.05 | 2.90 | 5.41 | 2.90 | 3.09 | 0.34 | 3.74 | 6.23 | 5.22 | 4.60 | 4.23 | 1.95 | 3.89 | 5.94 | 3.47 | 9.02 | 9.58 | 5.69 | 2.36 | 6.04 | 4.47 | 8.83 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| MCAFEE TAX DEFERRED SAVINGS PLAN Tactical Asset Allocation Moderate |
-1.46%
Oct 2017 - Oct 2020 |
0.46%
Mar 2015 - Mar 2020 |
2.78%
Oct 2010 - Oct 2020 |
4.89%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCAFEE TAX DEFERRED SAVINGS PLAN Tactical Asset Allocation Moderate |
21.84%
Jan 2003 - Jan 2006 |
20.43%
Oct 2002 - Oct 2007 |
15.49%
Apr 2001 - Apr 2011 |
10.96%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart