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 Strategic Asset Allocation - Optimal Moderate | NA | 30.86% | 11.16% | 10.82% | 6.89% | 7.39% | 6.94% | 7.33% |
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 Strategic Asset Allocation - Optimal 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 (%) | -0.86 | 30.86 | 11.16 | 10.82 | 6.89 | 7.39 | 6.94 | 7.33 | NA | 17.40 | 23.13 | -5.79 | 7.13 | 10.69 | 15.76 | -5.89 | 7.98 | 4.88 | -0.20 | 1.18 | 12.42 | 10.85 | -1.56 | 11.84 | 24.09 | -24.32 | 11.20 | 11.04 | 10.73 | 14.35 | 20.17 | -2.36 | 5.67 |
| Sharpe Ratio | NA | 1.56 | 0.77 | 0.66 | 0.57 | NA | NA | 0.53 | 0.09 | 1.42 | 2.50 | -0.58 | 0.74 | 0.59 | 2.27 | -0.77 | 1.34 | 0.58 | -0.03 | 0.17 | 1.91 | 1.37 | -0.11 | 1.05 | 1.53 | -1.14 | 0.85 | 1.15 | 1.20 | 1.73 | 2.30 | -0.28 | 0.34 |
| Standard Deviation(%) | NA | 7.60 | 9.44 | 11.66 | 9.87 | NA | NA | 10.75 | 5.98 | 7.63 | 7.55 | 12.29 | 9.67 | 17.84 | 6.34 | 9.41 | 5.48 | 8.09 | 8.49 | 6.99 | 6.48 | 7.88 | 14.70 | 11.23 | 15.65 | 22.08 | 9.67 | 6.78 | 7.16 | 7.75 | 8.46 | 12.20 | 9.92 |
| Draw Down(%) | NA | 5.25 | 13.28 | 21.18 | 21.18 | NA | NA | 36.86 | 0.41 | 5.25 | 4.55 | 13.59 | 4.78 | 21.18 | 3.66 | 11.96 | 4.31 | 7.57 | 8.54 | 5.09 | 5.33 | 6.79 | 14.03 | 7.86 | 15.47 | 31.82 | 6.68 | 7.35 | 4.43 | 5.33 | 6.29 | 14.25 | 12.14 |
| Yield(%) | NA | 16.45 | 11.38 | 7.54 | 6.19 | NA | NA | 4.55 | NA | 4.58 | 15.90 | 7.43 | 5.88 | 2.08 | 1.60 | 5.24 | 0.74 | 3.23 | 8.46 | 6.95 | 5.88 | 2.27 | 3.21 | 1.76 | 2.99 | 4.20 | 5.23 | 5.10 | 2.98 | 3.46 | 1.93 | 1.70 | 1.81 |
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 Strategic Asset Allocation - Optimal Moderate |
-6.35%
Feb 2006 - Feb 2009 |
0.70%
Feb 2004 - Feb 2009 |
3.65%
Mar 2010 - Mar 2020 |
3.34%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PAETEC HOLDING CORP. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
17.32%
Mar 2003 - Mar 2006 |
14.45%
Oct 2002 - Oct 2007 |
8.50%
Mar 2003 - Mar 2013 |
8.41%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart