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 Strategic Asset Allocation - Equal Weight Moderate | NA | 5.18% | 2.53% | 5.32% | 4.36% | 6.77% | 5.93% | 6.40% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.30 | 5.18 | 2.53 | 5.32 | 4.36 | 6.77 | 5.93 | 6.40 | 0.96 | 16.35 | -11.01 | 7.71 | 13.09 | 20.84 | -7.84 | 11.65 | 5.48 | -0.58 | 3.14 | 11.03 | 12.19 | -0.79 | 12.48 | 27.36 | -18.20 | 7.48 | 10.33 | 7.04 | 10.57 | 21.82 | -0.05 | 5.90 |
| Sharpe Ratio | NA | 0.98 | 0.20 | 0.55 | 0.48 | NA | NA | 0.66 | 0.09 | 1.47 | -0.89 | 0.84 | 0.71 | 2.93 | -0.99 | 2.76 | 0.66 | -0.08 | 0.48 | 1.94 | 2.36 | -0.09 | 1.64 | 2.29 | -1.40 | 0.65 | 1.33 | 1.15 | 1.75 | 4.82 | -0.20 | 0.61 |
| Standard Deviation(%) | NA | 8.15 | 10.69 | 11.93 | 9.90 | NA | NA | 8.65 | 7.33 | 8.25 | 13.99 | 9.14 | 17.98 | 6.63 | 9.27 | 3.99 | 7.94 | 7.58 | 6.47 | 5.68 | 5.15 | 9.04 | 7.57 | 11.90 | 13.66 | 6.86 | 5.32 | 4.25 | 5.51 | 4.38 | 5.85 | 5.93 |
| Draw Down(%) | NA | 6.89 | 18.69 | 21.87 | 21.87 | NA | NA | 29.09 | 1.71 | 6.89 | 17.39 | 4.57 | 21.87 | 2.74 | 14.10 | 1.56 | 6.00 | 7.68 | 5.40 | 6.03 | 4.32 | 11.79 | 6.45 | 13.77 | 27.69 | 5.37 | 5.56 | 3.51 | 5.65 | 2.88 | 10.72 | 6.26 |
| Yield(%) | NA | 5.44 | 4.37 | 3.74 | 3.17 | NA | NA | 4.04 | 0.00 | 5.78 | 1.14 | 6.45 | 3.01 | 2.78 | 3.09 | 0.45 | 3.96 | 2.53 | 2.89 | 3.46 | 4.18 | 4.48 | 5.08 | 4.98 | 3.54 | 6.83 | 5.70 | 4.39 | 4.19 | 4.75 | 3.96 | 5.41 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.52%
Feb 2006 - Feb 2009 |
0.55%
Feb 2004 - Feb 2009 |
4.36%
Oct 2013 - Oct 2023 |
4.64%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TECH DATA CORPORATION 401(k) SAVINGS PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.59%
Feb 2009 - Feb 2012 |
14.07%
Feb 2009 - Feb 2014 |
8.69%
Feb 2009 - Feb 2019 |
7.79%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart