Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Cabot Retirement Savings Plan Tactical Asset Allocation Moderate | NA | 20.84% | -1.88% | 4.74% | 4.59% | 4.89% | 5.62% | 6.29% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Cabot Retirement Savings Plan 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 (%) | -0.76 | 20.84 | -1.88 | 4.74 | 4.59 | 4.89 | 5.62 | 6.29 | NA | 0.23 | 12.43 | -18.66 | 5.21 | 23.90 | 8.49 | -1.41 | 12.48 | 5.17 | -2.89 | -0.61 | 12.24 | 2.81 | 3.70 | 7.28 | 12.69 | -0.49 | 8.85 | 12.90 | 4.49 | 8.11 | 17.77 | 4.47 | 7.16 |
| Sharpe Ratio | NA | -0.45 | -0.48 | 0.11 | 0.25 | NA | NA | 0.57 | 0.05 | -0.61 | 0.81 | -1.23 | 0.52 | 3.03 | 1.23 | -0.36 | 1.87 | 0.97 | -0.54 | -0.10 | 1.48 | 0.55 | 0.50 | 0.70 | 1.65 | -0.37 | 0.55 | 1.29 | 0.42 | 1.07 | 2.99 | 0.98 | 1.17 |
| Standard Deviation(%) | NA | 10.38 | 12.58 | 11.28 | 9.07 | NA | NA | 7.90 | 6.64 | 10.50 | 10.03 | 16.26 | 9.93 | 7.81 | 5.75 | 7.66 | 6.34 | 5.14 | 5.39 | 6.50 | 8.25 | 5.02 | 7.38 | 10.34 | 7.64 | 3.86 | 10.62 | 7.45 | 5.55 | 6.71 | 5.72 | 3.42 | 4.13 |
| Draw Down(%) | NA | 8.76 | 23.32 | 26.98 | 26.98 | NA | NA | 26.98 | 0.51 | 8.73 | 11.36 | 24.49 | 5.92 | 6.53 | 3.63 | 10.27 | 4.08 | 4.36 | 6.41 | 6.51 | 4.62 | 4.96 | 4.93 | 9.17 | 4.21 | 4.74 | 7.65 | 8.82 | 4.48 | 6.56 | 3.08 | 2.70 | 2.98 |
| Yield(%) | NA | 2.31 | 4.46 | 3.92 | 2.99 | NA | NA | 3.50 | NA | 0.55 | 2.12 | 2.92 | 7.80 | 4.64 | 2.13 | 3.78 | 0.05 | 3.09 | 1.53 | 1.80 | 0.42 | 2.17 | 2.35 | 2.55 | 3.55 | 3.15 | 6.72 | 7.26 | 4.73 | 2.76 | 3.79 | 4.59 | 6.05 |
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 |
|---|---|---|---|---|
| Cabot Retirement Savings Plan Tactical Asset Allocation Moderate |
-2.94%
Apr 2021 - Apr 2024 |
1.08%
Sep 2017 - Sep 2022 |
2.37%
Oct 2013 - Oct 2023 |
3.77%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Cabot Retirement Savings Plan Tactical Asset Allocation Moderate |
12.25%
Dec 2018 - Dec 2021 |
11.36%
Oct 2002 - Oct 2007 |
8.60%
Apr 2001 - Apr 2011 |
7.18%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart