Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ECHOPASS CORPORATION 401(k) PLAN Strategic Asset Allocation - Optimal Moderate | NA | 18.72% | -0.82% | 4.33% | 3.80% | 4.49% | 5.54% | 6.31% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ECHOPASS CORPORATION 401(k) 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 (%) | -0.73 | 18.72 | -0.82 | 4.33 | 3.80 | 4.49 | 5.54 | 6.31 | NA | 1.05 | 5.14 | -12.77 | 1.83 | 19.44 | 16.10 | -7.60 | 8.86 | 5.04 | -1.08 | 1.26 | 12.05 | 8.24 | -9.35 | 12.33 | 34.84 | -25.56 | 14.62 | 16.44 | 10.74 | 16.46 | 27.78 | -5.00 | 5.96 |
| Sharpe Ratio | NA | -0.56 | -0.59 | 0.00 | 0.15 | NA | NA | 0.40 | 0.00 | -0.63 | 0.10 | -0.98 | 0.19 | 1.18 | 1.99 | -0.86 | 1.45 | 0.55 | -0.13 | 0.19 | 1.64 | 0.91 | -0.62 | 1.09 | 2.05 | -1.22 | 1.08 | 1.63 | 1.35 | 1.73 | 3.68 | -0.64 | 0.36 |
| Standard Deviation(%) | NA | 8.80 | 11.12 | 12.04 | 10.35 | NA | NA | 11.04 | 6.26 | 8.82 | 9.13 | 14.51 | 9.29 | 16.29 | 7.37 | 10.37 | 5.67 | 8.78 | 8.84 | 6.61 | 7.34 | 8.97 | 15.24 | 11.21 | 16.96 | 21.72 | 10.79 | 8.08 | 6.33 | 9.00 | 7.36 | 9.61 | 10.04 |
| Draw Down(%) | NA | 9.42 | 22.32 | 25.87 | 25.87 | NA | NA | 37.33 | 0.46 | 9.24 | 11.60 | 22.32 | 8.18 | 19.46 | 3.88 | 15.34 | 5.60 | 9.44 | 10.43 | 5.92 | 6.98 | 10.45 | 19.02 | 8.27 | 14.85 | 37.23 | 9.12 | 10.42 | 5.58 | 8.85 | 6.93 | 16.89 | 14.45 |
| Yield(%) | NA | 4.07 | 4.07 | 3.51 | 3.63 | NA | NA | 3.92 | NA | 1.04 | 3.51 | 3.35 | 4.21 | 3.27 | 2.28 | 4.56 | 0.61 | 3.79 | 6.14 | 3.72 | 3.06 | 3.17 | 4.15 | 2.99 | 2.58 | 4.27 | 9.05 | 6.09 | 3.57 | 3.12 | 2.87 | 4.32 | 4.54 |
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 |
|---|---|---|---|---|
| ECHOPASS CORPORATION 401(k) PLAN Strategic Asset Allocation - Optimal Moderate |
-4.28%
Feb 2006 - Feb 2009 |
-0.02%
Sep 2017 - Sep 2022 |
2.44%
Mar 2010 - Mar 2020 |
2.52%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECHOPASS CORPORATION 401(k) PLAN Strategic Asset Allocation - Optimal Moderate |
21.54%
Mar 2003 - Mar 2006 |
18.46%
Oct 2002 - Oct 2007 |
10.01%
Mar 2001 - Mar 2011 |
8.40%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart