Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TECH DATA CORPORATION 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 0.87% | 1.09% | 2.63% | 2.70% | 5.24% | 6.10% | 6.52% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TECH DATA CORPORATION 401(k) 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 (%) | -0.11 | 0.87 | 1.09 | 2.63 | 2.70 | 5.24 | 6.10 | 6.52 | 0.89 | 11.28 | -16.73 | 9.86 | 14.03 | 9.25 | -3.78 | 9.30 | 4.46 | -3.21 | 2.58 | 14.97 | 5.58 | 1.69 | 6.65 | 19.94 | 9.29 | 7.63 | 12.57 | 5.14 | 11.62 | 11.75 | 7.03 | 7.77 |
| Sharpe Ratio | NA | 0.34 | -0.12 | 0.40 | 0.37 | NA | NA | 0.79 | 0.08 | 0.90 | -1.81 | 1.06 | 1.61 | 1.94 | -0.71 | 1.90 | 1.00 | -0.66 | 0.42 | 2.41 | 1.19 | 0.19 | 0.60 | 2.45 | 1.37 | 0.56 | 1.22 | 0.51 | 1.45 | 2.13 | 1.10 | 1.00 |
| Standard Deviation(%) | NA | 7.54 | 8.99 | 8.26 | 6.99 | NA | NA | 7.07 | 7.20 | 7.77 | 10.01 | 9.32 | 8.55 | 4.04 | 7.21 | 4.57 | 4.26 | 4.92 | 6.04 | 6.19 | 4.64 | 8.76 | 10.95 | 8.10 | 6.11 | 8.29 | 7.62 | 5.88 | 7.34 | 5.19 | 5.38 | 5.48 |
| Draw Down(%) | NA | 7.00 | 18.31 | 18.31 | 18.31 | NA | NA | 18.31 | 1.61 | 7.00 | 17.38 | 3.81 | 5.97 | 2.35 | 8.94 | 2.75 | 3.64 | 5.11 | 4.99 | 4.71 | 3.49 | 9.01 | 10.00 | 4.99 | 3.40 | 6.36 | 8.43 | 4.66 | 7.43 | 4.80 | 4.13 | 4.10 |
| Yield(%) | NA | 2.82 | 3.07 | 3.33 | 3.14 | NA | NA | 4.54 | 0.01 | 2.96 | 1.51 | 4.84 | 3.08 | 4.43 | 2.44 | 0.50 | 4.35 | 3.10 | 4.49 | 5.91 | 4.42 | 3.70 | 4.65 | 5.82 | 4.79 | 7.60 | 7.02 | 6.96 | 3.37 | 4.70 | 5.23 | 8.61 |
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 |
|---|---|---|---|---|
| TECH DATA CORPORATION 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate |
0.60%
Dec 2020 - Dec 2023 |
1.75%
Dec 2013 - Dec 2018 |
2.70%
Oct 2013 - Oct 2023 |
5.13%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TECH DATA CORPORATION 401(k) SAVINGS PLAN Tactical Asset Allocation Moderate |
13.88%
Apr 2008 - Apr 2011 |
12.18%
Apr 2005 - Apr 2010 |
10.66%
Apr 2001 - Apr 2011 |
8.13%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart