Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Palo Alto Research Center (PARC) 401K Tactical Asset Allocation Moderate | NA | 14.48% | -0.88% | 4.42% | 2.45% | 4.90% | 7.27% | 8.97% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Palo Alto Research Center (PARC) 401K 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 (%) | -1.21 | 14.48 | -0.88 | 4.42 | 2.45 | 4.90 | 7.27 | 8.97 | NA | 0.20 | 12.45 | -17.64 | 12.42 | 12.01 | 8.05 | -4.30 | 8.93 | -0.13 | -8.73 | 3.64 | 9.72 | 10.00 | 4.49 | 17.13 | 26.61 | -5.28 | 18.81 | 17.56 | 16.29 | 17.15 | 39.84 | 11.45 | 5.72 |
| Sharpe Ratio | NA | -0.46 | -0.55 | 0.08 | 0.03 | NA | NA | 0.86 | 0.07 | -0.68 | 0.92 | -1.77 | 1.15 | 1.24 | 1.27 | -0.76 | 1.50 | -0.05 | -1.26 | 0.56 | 1.45 | 2.00 | 0.48 | 1.15 | 3.08 | -1.00 | 1.19 | 1.57 | 2.09 | 1.90 | 7.81 | 2.25 | 0.78 |
| Standard Deviation(%) | NA | 9.36 | 9.72 | 9.94 | 8.32 | NA | NA | 8.34 | 9.35 | 9.47 | 8.89 | 10.74 | 10.83 | 9.53 | 5.25 | 7.41 | 5.55 | 6.09 | 6.95 | 6.48 | 6.68 | 4.97 | 9.30 | 14.84 | 8.61 | 6.20 | 13.25 | 9.11 | 6.76 | 8.53 | 5.02 | 4.59 | 4.37 |
| Draw Down(%) | NA | 6.63 | 15.87 | 18.90 | 18.90 | NA | NA | 18.90 | 0.66 | 6.57 | 8.72 | 17.84 | 5.93 | 13.46 | 3.71 | 11.38 | 3.97 | 5.62 | 13.17 | 6.82 | 6.12 | 4.63 | 7.47 | 10.58 | 4.51 | 10.32 | 10.59 | 12.15 | 5.12 | 11.23 | 1.77 | 5.85 | 2.97 |
| Yield(%) | NA | 5.67 | 4.83 | 4.18 | 3.73 | NA | NA | 4.90 | NA | 1.16 | 5.42 | 3.15 | 5.07 | 3.25 | 3.74 | 3.90 | 0.52 | 4.61 | 3.60 | 3.52 | 1.09 | 5.28 | 4.33 | 2.62 | 5.40 | 3.51 | 11.68 | 8.53 | 5.00 | 6.16 | 7.07 | 5.71 | 8.44 |
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 |
|---|---|---|---|---|
| Palo Alto Research Center (PARC) 401K Tactical Asset Allocation Moderate |
-2.46%
Dec 2021 - Dec 2024 |
-1.17%
Mar 2015 - Mar 2020 |
1.55%
Oct 2013 - Oct 2023 |
4.14%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Palo Alto Research Center (PARC) 401K Tactical Asset Allocation Moderate |
25.39%
Jan 2003 - Jan 2006 |
23.22%
Oct 2002 - Oct 2007 |
16.71%
Apr 2001 - Apr 2011 |
11.71%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart