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 Strategic Asset Allocation - Equal Weight Moderate | NA | 4.32% | 1.69% | 6.02% | 4.83% | 6.35% | 5.60% | 6.18% |
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 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 (%) | -0.84 | 4.32 | 1.69 | 6.02 | 4.83 | 6.35 | 5.60 | 6.18 | 2.22 | 10.83 | -10.99 | 6.57 | 22.40 | 18.59 | -5.81 | 11.13 | 2.15 | 2.94 | 1.77 | 15.61 | 10.42 | -2.07 | 10.72 | 16.76 | -23.02 | 7.91 | 11.86 | 7.34 | 12.61 | 28.55 | -0.09 | 3.21 |
| Sharpe Ratio | NA | 0.68 | 0.06 | 0.60 | 0.49 | NA | NA | 0.55 | 0.26 | 0.85 | -0.99 | 0.71 | 1.16 | 2.78 | -0.78 | 2.11 | 0.23 | 0.34 | 0.23 | 2.42 | 1.73 | -0.18 | 1.13 | 1.41 | -1.24 | 0.55 | 1.18 | 0.88 | 1.58 | 4.43 | -0.22 | 0.13 |
| Standard Deviation(%) | NA | 7.75 | 9.94 | 11.87 | 10.05 | NA | NA | 9.72 | 7.53 | 7.74 | 12.54 | 9.17 | 19.10 | 6.19 | 9.18 | 4.98 | 8.31 | 8.54 | 7.50 | 6.44 | 5.97 | 11.87 | 9.44 | 11.79 | 19.28 | 9.02 | 7.26 | 5.87 | 7.38 | 6.29 | 5.47 | 6.76 |
| Draw Down(%) | NA | 7.23 | 18.51 | 22.42 | 22.42 | NA | NA | 34.76 | 1.45 | 7.23 | 18.51 | 6.94 | 22.42 | 3.18 | 12.35 | 3.14 | 7.41 | 7.84 | 6.87 | 5.32 | 4.92 | 13.00 | 8.08 | 12.45 | 32.87 | 6.84 | 8.03 | 4.48 | 7.00 | 5.26 | 7.39 | 8.52 |
| Yield(%) | NA | 5.01 | 3.82 | 3.46 | 2.85 | NA | NA | 3.39 | 0.14 | 5.13 | 1.59 | 4.74 | 4.07 | 1.92 | 3.90 | 0.25 | 1.96 | 2.65 | 2.50 | 2.26 | 2.81 | 3.16 | 2.62 | 3.71 | 3.08 | 6.16 | 5.41 | 4.84 | 4.03 | 3.73 | 3.13 | 4.19 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-6.01%
Feb 2006 - Feb 2009 |
-0.01%
Feb 2004 - Feb 2009 |
3.69%
Dec 2006 - Dec 2016 |
3.88%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ADTRAN, INC. 401(k) RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.83%
Mar 2003 - Mar 2006 |
14.37%
Oct 2002 - Oct 2007 |
8.26%
Dec 2011 - Dec 2021 |
7.36%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart