Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Ingram Micro 401(k) Investment Savings Plan Tactical Asset Allocation Moderate | NA | 24.89% | 1.17% | 4.75% | 4.29% | 4.95% | 5.73% | 6.41% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Ingram Micro 401(k) Investment 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 (%) | -1.16 | 24.89 | 1.17 | 4.75 | 4.29 | 4.95 | 5.73 | 6.41 | NA | 8.51 | 16.68 | -20.10 | 7.48 | 11.67 | 9.66 | -2.73 | 12.15 | 1.62 | -0.04 | 2.16 | 15.81 | 7.39 | -5.03 | 8.64 | 16.23 | -3.02 | 9.03 | 11.63 | 5.64 | 10.69 | 18.35 | 3.90 | 6.98 |
| Sharpe Ratio | NA | 0.36 | -0.24 | 0.15 | 0.29 | NA | NA | 0.65 | 0.06 | 0.20 | 1.45 | -1.42 | 0.91 | 1.33 | 1.88 | -0.57 | 2.57 | 0.35 | -0.01 | 0.36 | 2.46 | 1.50 | -0.59 | 0.79 | 2.06 | -0.95 | 0.65 | 1.11 | 0.60 | 1.35 | 3.40 | 0.72 | 1.14 |
| Standard Deviation(%) | NA | 9.33 | 11.42 | 10.34 | 8.15 | NA | NA | 7.42 | 8.09 | 9.37 | 8.59 | 15.11 | 8.24 | 8.62 | 4.38 | 7.04 | 4.48 | 4.09 | 4.96 | 5.89 | 6.41 | 4.89 | 8.62 | 10.89 | 7.82 | 4.16 | 9.26 | 7.51 | 5.80 | 7.20 | 5.20 | 3.86 | 4.09 |
| Draw Down(%) | NA | 6.10 | 24.28 | 26.34 | 26.34 | NA | NA | 26.34 | 0.65 | 6.09 | 8.76 | 25.57 | 4.58 | 10.28 | 2.89 | 8.21 | 2.89 | 3.25 | 4.40 | 5.59 | 4.23 | 4.25 | 11.91 | 9.67 | 4.25 | 6.50 | 6.97 | 9.15 | 4.52 | 6.71 | 2.98 | 4.32 | 2.77 |
| Yield(%) | NA | 4.52 | 4.29 | 3.92 | 3.40 | NA | NA | 3.86 | NA | 0.76 | 4.58 | 2.39 | 5.18 | 3.63 | 4.07 | 1.72 | 0.27 | 2.30 | 5.28 | 4.29 | 3.47 | 3.91 | 1.60 | 4.11 | 4.16 | 2.66 | 6.16 | 5.38 | 3.27 | 4.27 | 3.14 | 5.25 | 6.93 |
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 |
|---|---|---|---|---|
| Ingram Micro 401(k) Investment Savings Plan Tactical Asset Allocation Moderate |
-2.61%
Sep 2019 - Sep 2022 |
-0.71%
Sep 2017 - Sep 2022 |
2.39%
Oct 2013 - Oct 2023 |
3.28%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Ingram Micro 401(k) Investment Savings Plan Tactical Asset Allocation Moderate |
13.09%
Apr 2003 - Apr 2006 |
11.95%
Oct 2002 - Oct 2007 |
9.13%
Apr 2001 - Apr 2011 |
7.44%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart