Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Marquette Associates 401K Tactical Asset Allocation Moderate | NA | 4.88% | -3.94% | 5.84% | 6.45% | 6.97% | 8.35% | 8.86% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Marquette Associates 401K 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 (%) | -1.28 | 4.88 | -3.94 | 5.84 | 6.45 | 6.97 | 8.35 | 8.86 | NA | 2.10 | 12.37 | -15.82 | 17.63 | 23.34 | 21.70 | 10.99 | 11.63 | 3.80 | -6.82 | 1.56 | 12.21 | 10.87 | 2.29 | 10.68 | 25.90 | -6.51 | 18.46 | 14.73 | 8.19 | 14.08 | 21.38 | 5.55 | 5.78 |
| Sharpe Ratio | NA | -0.18 | -0.28 | 0.30 | 0.49 | NA | NA | 0.79 | -0.06 | -0.20 | 0.73 | -1.09 | 1.70 | 2.58 | 2.22 | 1.08 | 2.21 | 0.61 | -1.12 | 0.26 | 1.84 | 1.98 | 0.24 | 0.84 | 2.54 | -1.26 | 1.31 | 1.22 | 0.85 | 1.58 | 4.44 | 0.90 | 0.91 |
| Standard Deviation(%) | NA | 22.81 | 17.28 | 14.73 | 11.60 | NA | NA | 9.67 | 7.88 | 22.84 | 11.16 | 15.81 | 10.35 | 8.97 | 9.14 | 8.99 | 4.98 | 5.86 | 6.12 | 5.98 | 6.63 | 5.45 | 9.23 | 12.62 | 10.16 | 5.89 | 11.80 | 9.36 | 7.05 | 8.34 | 4.66 | 4.92 | 3.83 |
| Draw Down(%) | NA | 15.94 | 19.24 | 20.46 | 20.46 | NA | NA | 20.46 | 0.82 | 15.94 | 10.39 | 20.42 | 4.38 | 3.78 | 0.48 | 7.09 | 2.09 | 5.74 | 10.04 | 7.36 | 5.55 | 3.89 | 7.92 | 9.45 | 5.11 | 10.30 | 10.01 | 13.31 | 5.88 | 11.62 | 1.67 | 8.12 | 3.04 |
| Yield(%) | NA | 5.93 | 7.93 | 10.93 | 7.85 | NA | NA | 5.71 | NA | 0.51 | 6.10 | 8.98 | 8.24 | 13.05 | 21.64 | 11.13 | 0.44 | 3.55 | 1.77 | 3.12 | 2.47 | 4.34 | 2.67 | 3.10 | 4.32 | 4.04 | 8.45 | 3.92 | 3.46 | 2.85 | 3.96 | 3.52 | 5.63 |
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 |
|---|---|---|---|---|
| Marquette Associates 401K Tactical Asset Allocation Moderate |
-3.65%
Oct 2021 - Oct 2024 |
2.65%
Apr 2011 - Apr 2016 |
5.73%
Oct 2007 - Oct 2017 |
6.98%
Oct 2009 - Oct 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Marquette Associates 401K Tactical Asset Allocation Moderate |
23.62%
Aug 2018 - Aug 2021 |
16.95%
Dec 2016 - Dec 2021 |
12.01%
Apr 2001 - Apr 2011 |
10.49%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart