Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Coherent Employee Retirement and Investment Plan Tactical Asset Allocation Moderate | NA | 33.23% | 9.92% | 11.71% | 7.99% | 7.72% | 8.21% | 8.47% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Coherent Employee Retirement and Investment 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 (%) | -0.52 | 33.23 | 9.92 | 11.71 | 7.99 | 7.72 | 8.21 | 8.47 | NA | 22.42 | 21.97 | -8.99 | 12.40 | 16.94 | 8.17 | -2.60 | 10.20 | 5.80 | -1.37 | 4.55 | 10.46 | 10.16 | 3.44 | 4.97 | 18.15 | -5.37 | 9.35 | 20.24 | 7.94 | 7.30 | 16.95 | 2.57 | 7.99 |
| Sharpe Ratio | NA | 2.05 | 0.87 | 1.12 | 0.84 | NA | NA | 0.93 | 0.07 | 1.93 | 2.41 | -1.03 | 1.29 | 1.95 | 1.39 | -0.50 | 1.97 | 0.88 | -0.26 | 0.82 | 1.36 | 1.80 | 0.41 | 0.44 | 1.94 | -0.96 | 0.66 | 2.13 | 0.98 | 0.89 | 2.79 | 0.28 | 1.10 |
| Standard Deviation(%) | NA | 8.17 | 8.63 | 8.84 | 7.54 | NA | NA | 7.47 | 6.74 | 8.20 | 7.35 | 10.08 | 9.59 | 8.58 | 4.87 | 7.78 | 4.87 | 6.35 | 5.40 | 5.52 | 7.65 | 5.62 | 8.30 | 11.12 | 9.31 | 6.57 | 9.59 | 7.96 | 5.89 | 7.14 | 5.82 | 5.18 | 5.15 |
| Draw Down(%) | NA | 5.30 | 13.03 | 15.56 | 15.56 | NA | NA | 15.56 | 0.40 | 5.30 | 4.16 | 13.94 | 4.73 | 8.53 | 2.47 | 8.83 | 3.45 | 3.86 | 5.10 | 5.47 | 8.13 | 4.31 | 7.00 | 8.75 | 4.19 | 11.87 | 6.11 | 8.70 | 4.54 | 7.22 | 3.18 | 5.71 | 3.88 |
| Yield(%) | NA | 16.08 | 10.97 | 8.56 | 5.61 | NA | NA | 5.23 | NA | 4.40 | 15.57 | 7.62 | 4.64 | 5.93 | 4.78 | 2.69 | 0.40 | 4.44 | 1.56 | 4.19 | 3.01 | 4.97 | 2.57 | 4.26 | 6.30 | 4.29 | 4.74 | 5.29 | 6.92 | 3.25 | 4.07 | 6.22 | 8.09 |
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 |
|---|---|---|---|---|
| Coherent Employee Retirement and Investment Plan Tactical Asset Allocation Moderate |
2.07%
Oct 2017 - Oct 2020 |
3.01%
Feb 2015 - Feb 2020 |
4.95%
Mar 2010 - Mar 2020 |
5.37%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Coherent Employee Retirement and Investment Plan Tactical Asset Allocation Moderate |
14.39%
Oct 2004 - Oct 2007 |
13.21%
Oct 2002 - Oct 2007 |
9.35%
Apr 2003 - Apr 2013 |
8.35%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart