Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PAETEC HOLDING CORP. 401K PLAN Tactical Asset Allocation Moderate | NA | 27.04% | 9.85% | 10.63% | 5.84% | 6.45% | 7.64% | 8.27% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PAETEC HOLDING CORP. 401K 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 (%) | -0.99 | 27.04 | 9.85 | 10.63 | 5.84 | 6.45 | 7.64 | 8.27 | NA | 13.27 | 19.66 | -5.24 | 12.42 | 13.65 | 4.78 | -3.34 | 10.61 | 1.17 | -6.70 | -0.08 | 11.56 | 10.60 | -1.15 | 13.21 | 29.74 | -3.77 | 13.53 | 12.61 | 7.20 | 11.40 | 16.58 | 7.22 | 6.98 |
| Sharpe Ratio | NA | 0.96 | 0.65 | 0.89 | 0.53 | NA | NA | 0.85 | 0.09 | 0.74 | 2.24 | -0.72 | 1.17 | 1.50 | 0.61 | -0.64 | 1.87 | 0.18 | -1.11 | -0.02 | 1.81 | 2.05 | -0.14 | 1.09 | 3.11 | -0.88 | 0.82 | 0.95 | 0.78 | 1.43 | 3.36 | 1.96 | 1.21 |
| Standard Deviation(%) | NA | 8.95 | 8.45 | 9.01 | 7.64 | NA | NA | 7.73 | 8.12 | 9.04 | 6.87 | 9.21 | 10.58 | 8.92 | 5.52 | 7.24 | 5.33 | 5.45 | 6.06 | 6.16 | 6.37 | 5.15 | 8.61 | 12.06 | 9.55 | 5.32 | 12.88 | 9.84 | 6.43 | 7.30 | 4.72 | 3.13 | 3.87 |
| Draw Down(%) | NA | 6.34 | 10.96 | 12.99 | 12.99 | NA | NA | 13.38 | 0.54 | 6.34 | 3.38 | 11.02 | 5.42 | 10.80 | 2.86 | 9.48 | 3.92 | 5.57 | 9.59 | 6.87 | 6.06 | 4.32 | 9.34 | 8.14 | 4.68 | 6.25 | 9.47 | 13.38 | 4.55 | 6.19 | 3.09 | 1.59 | 2.69 |
| Yield(%) | NA | 17.27 | 11.11 | 7.71 | 5.92 | NA | NA | 5.20 | NA | 4.53 | 16.40 | 6.93 | 4.96 | 3.16 | 2.61 | 4.52 | 0.43 | 3.02 | 6.51 | 5.77 | 6.20 | 4.74 | 2.09 | 4.59 | 5.35 | 2.75 | 5.16 | 4.17 | 3.33 | 4.86 | 4.39 | 6.35 | 6.90 |
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 |
|---|---|---|---|---|
| PAETEC HOLDING CORP. 401K PLAN Tactical Asset Allocation Moderate |
-1.93%
Dec 2013 - Dec 2016 |
0.14%
Mar 2015 - Mar 2020 |
2.72%
Oct 2010 - Oct 2020 |
4.95%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PAETEC HOLDING CORP. 401K PLAN Tactical Asset Allocation Moderate |
15.21%
Oct 2004 - Oct 2007 |
14.15%
Oct 2002 - Oct 2007 |
11.65%
Apr 2001 - Apr 2011 |
8.32%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart