Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RED VENTURES L.L.C. 401K PLAN Tactical Asset Allocation Moderate | NA | 22.47% | -0.23% | -2.04% | -0.28% | 1.24% | 2.57% | 3.68% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RED VENTURES L.L.C. 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 (%) | -1.08 | 22.47 | -0.23 | -2.04 | -0.28 | 1.24 | 2.57 | 3.68 | NA | 13.35 | 5.91 | -16.13 | 4.12 | -16.07 | 5.25 | -4.09 | 12.82 | 1.02 | -4.00 | -2.65 | 18.71 | 0.06 | 2.09 | 0.13 | 6.54 | 4.56 | 7.74 | 7.70 | 4.24 | 11.13 | 13.74 | 5.16 | 11.85 |
| Sharpe Ratio | NA | 0.89 | -0.34 | -0.36 | -0.17 | NA | NA | 0.26 | 0.07 | 0.71 | 0.21 | -1.69 | 0.19 | -1.06 | 0.89 | -0.74 | 2.22 | 0.18 | -0.79 | -0.38 | 2.57 | 0.00 | 0.24 | 0.00 | 0.78 | 1.17 | 0.49 | 0.61 | 0.38 | 1.21 | 2.04 | 1.15 | 1.30 |
| Standard Deviation(%) | NA | 9.61 | 9.37 | 13.88 | 10.55 | NA | NA | 8.77 | 12.81 | 9.57 | 7.89 | 10.39 | 21.43 | 15.46 | 4.30 | 7.33 | 5.50 | 4.63 | 5.08 | 7.07 | 7.26 | 5.16 | 8.53 | 10.01 | 8.24 | 3.11 | 9.74 | 7.29 | 5.39 | 8.44 | 6.40 | 3.53 | 7.34 |
| Draw Down(%) | NA | 6.14 | 19.78 | 35.45 | 36.48 | NA | NA | 36.48 | 1.03 | 6.14 | 7.24 | 17.31 | 15.71 | 35.45 | 3.92 | 10.18 | 3.20 | 4.65 | 5.32 | 5.42 | 4.21 | 4.78 | 7.94 | 10.95 | 4.87 | 1.42 | 6.76 | 9.08 | 4.13 | 8.55 | 3.88 | 2.46 | 4.16 |
| Yield(%) | NA | 4.14 | 4.24 | 4.41 | 3.84 | NA | NA | 3.47 | NA | 0.86 | 3.95 | 2.00 | 6.22 | 3.27 | 5.89 | 4.65 | 0.15 | 2.33 | 3.58 | 4.64 | 2.14 | 1.76 | 1.64 | 1.99 | 3.21 | 3.00 | 5.66 | 7.36 | 4.19 | 1.57 | 1.81 | 3.36 | 4.63 |
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 |
|---|---|---|---|---|
| RED VENTURES L.L.C. 401K PLAN Tactical Asset Allocation Moderate |
-9.84%
Dec 2019 - Dec 2022 |
-6.59%
Sep 2018 - Sep 2023 |
-2.15%
Oct 2013 - Oct 2023 |
0.08%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RED VENTURES L.L.C. 401K PLAN Tactical Asset Allocation Moderate |
11.89%
Apr 2003 - Apr 2006 |
9.85%
Oct 2002 - Oct 2007 |
7.08%
Apr 2001 - Apr 2011 |
5.71%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart