Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ADTRAN, INC. 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 1.72% | 1.74% | 3.49% | 3.54% | 5.04% | 6.01% | 6.84% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ADTRAN, INC. 401(k) RETIREMENT 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 (%) | -0.46 | 1.72 | 1.74 | 3.49 | 3.54 | 5.04 | 6.01 | 6.84 | 2.30 | 13.40 | -17.43 | 10.60 | 23.73 | 5.43 | -1.94 | 11.08 | 3.66 | -4.06 | 3.86 | 16.07 | 7.86 | -4.31 | 7.56 | 12.90 | 1.06 | 11.81 | 12.68 | 4.62 | 12.43 | 27.38 | 5.74 | 6.21 |
| Sharpe Ratio | NA | 0.76 | 0.01 | 0.56 | 0.49 | NA | NA | 0.80 | 0.25 | 1.08 | -1.89 | 1.12 | 2.61 | 0.89 | -0.41 | 1.83 | 0.74 | -0.70 | 0.55 | 2.46 | 1.43 | -0.48 | 0.65 | 1.45 | 0.02 | 0.91 | 1.11 | 0.37 | 1.40 | 4.59 | 0.92 | 0.74 |
| Standard Deviation(%) | NA | 8.37 | 9.24 | 8.58 | 7.51 | NA | NA | 7.58 | 8.04 | 8.50 | 9.94 | 9.45 | 8.99 | 4.53 | 8.02 | 5.70 | 4.65 | 5.83 | 6.93 | 6.53 | 5.45 | 9.02 | 11.47 | 8.86 | 5.46 | 9.73 | 8.49 | 6.58 | 8.20 | 5.81 | 5.04 | 5.26 |
| Draw Down(%) | NA | 8.44 | 18.98 | 18.98 | 18.98 | NA | NA | 18.98 | 1.55 | 8.44 | 18.13 | 4.78 | 5.32 | 4.04 | 8.32 | 4.42 | 3.44 | 6.30 | 6.91 | 4.17 | 4.82 | 10.84 | 10.85 | 4.84 | 6.23 | 7.64 | 10.59 | 5.20 | 7.37 | 3.31 | 4.39 | 4.57 |
| Yield(%) | NA | 4.63 | 4.83 | 4.22 | 3.23 | NA | NA | 3.69 | 0.16 | 4.68 | 1.98 | 7.93 | 4.83 | 1.76 | 2.79 | 0.28 | 3.12 | 2.35 | 2.95 | 2.77 | 3.01 | 3.27 | 2.60 | 3.36 | 4.00 | 4.18 | 7.13 | 3.35 | 2.73 | 4.78 | 5.10 | 5.77 |
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 |
|---|---|---|---|---|
| ADTRAN, INC. 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
0.68%
Nov 2020 - Nov 2023 |
2.28%
Aug 2014 - Aug 2019 |
3.54%
Oct 2013 - Oct 2023 |
4.45%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADTRAN, INC. 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
16.02%
Mar 2003 - Mar 2006 |
14.99%
Oct 2002 - Oct 2007 |
10.53%
Apr 2001 - Apr 2011 |
8.51%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart