Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ATTACHMATE 401 K PLAN Tactical Asset Allocation Moderate | NA | -2.96% | 0.82% | 1.13% | 1.93% | 4.31% | 5.20% | 6.21% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ATTACHMATE 401 K 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 (%) | -0.45 | -2.96 | 0.82 | 1.13 | 1.93 | 4.31 | 5.20 | 6.21 | 0.87 | 6.75 | -14.13 | 9.69 | 14.87 | 2.24 | -6.21 | 16.02 | 5.17 | -6.65 | 1.45 | 12.45 | 6.08 | -0.09 | 4.14 | 26.41 | -4.31 | 10.23 | 11.15 | 3.66 | 16.27 | 22.31 | 8.93 | 8.06 |
Sharpe Ratio | NA | 0.35 | -0.23 | 0.22 | 0.23 | NA | NA | 0.69 | 0.08 | 0.34 | -1.65 | 1.02 | 1.32 | 0.15 | -1.07 | 3.01 | 0.87 | -1.33 | 0.25 | 1.83 | 1.17 | -0.01 | 0.34 | 2.53 | -0.85 | 0.82 | 1.06 | 0.26 | 2.03 | 3.62 | 1.74 | 1.19 |
Standard Deviation(%) | NA | 7.60 | 8.71 | 8.85 | 7.46 | NA | NA | 7.62 | 7.45 | 7.34 | 9.41 | 9.48 | 11.11 | 5.69 | 7.06 | 5.12 | 5.70 | 5.03 | 5.80 | 6.78 | 5.16 | 10.69 | 11.94 | 10.41 | 6.19 | 8.84 | 7.46 | 5.71 | 7.54 | 5.98 | 4.49 | 4.84 |
Draw Down(%) | NA | 6.31 | 18.26 | 18.26 | 18.26 | NA | NA | 18.26 | 1.58 | 6.31 | 14.49 | 5.46 | 13.25 | 4.96 | 12.02 | 2.01 | 4.09 | 7.97 | 5.93 | 4.72 | 4.02 | 11.06 | 11.35 | 4.99 | 9.79 | 7.09 | 8.95 | 5.30 | 7.37 | 2.97 | 3.12 | 4.07 |
Yield(%) | NA | 3.41 | 4.53 | 3.44 | 2.40 | NA | NA | 3.53 | 0.01 | 3.64 | 2.60 | 7.47 | 1.78 | 1.87 | 1.61 | 0.16 | 1.79 | 1.37 | 1.93 | 2.72 | 3.77 | 3.88 | 2.81 | 4.40 | 2.91 | 5.10 | 4.75 | 4.16 | 3.67 | 4.27 | 6.62 | 7.97 |
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 |
---|---|---|---|---|
ATTACHMATE 401 K PLAN Tactical Asset Allocation Moderate |
-0.14%
Dec 2013 - Dec 2016 |
-0.08%
Feb 2018 - Feb 2023 |
1.93%
Oct 2013 - Oct 2023 |
3.46%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ATTACHMATE 401 K PLAN Tactical Asset Allocation Moderate |
15.94%
Mar 2002 - Mar 2005 |
13.71%
Oct 2002 - Oct 2007 |
10.71%
Apr 2001 - Apr 2011 |
8.14%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart