Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NUANCE COMMUNICATIONS INC. 401K PLAN Tactical Asset Allocation Moderate | NA | 24.29% | 1.26% | 4.98% | 3.22% | 3.95% | 4.71% | 5.35% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NUANCE COMMUNICATIONS INC. 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 (%) | -0.91 | 24.29 | 1.26 | 4.98 | 3.22 | 3.95 | 4.71 | 5.35 | NA | 7.42 | 15.28 | -17.71 | 8.66 | 10.24 | 6.01 | -5.64 | 7.29 | 6.67 | -5.51 | 0.42 | 12.35 | 5.17 | 3.22 | 2.99 | 19.46 | 2.19 | 5.25 | 6.12 | 2.50 | 8.79 | 14.24 | 5.77 | 5.12 |
| Sharpe Ratio | NA | 0.23 | -0.26 | 0.16 | 0.15 | NA | NA | 0.53 | 0.05 | 0.09 | 1.26 | -1.35 | 0.87 | 1.17 | 1.04 | -0.98 | 1.17 | 1.60 | -1.00 | 0.06 | 1.99 | 1.20 | 0.36 | 0.30 | 3.11 | 0.25 | 0.34 | 0.58 | 0.08 | 1.49 | 3.04 | 1.32 | 0.67 |
| Standard Deviation(%) | NA | 9.11 | 10.99 | 10.32 | 8.26 | NA | NA | 7.05 | 6.69 | 9.16 | 8.74 | 14.18 | 9.89 | 8.52 | 4.43 | 7.10 | 5.71 | 4.04 | 5.51 | 6.83 | 6.19 | 4.28 | 8.99 | 9.78 | 6.22 | 5.15 | 6.72 | 4.95 | 4.38 | 5.26 | 4.46 | 3.54 | 4.19 |
| Draw Down(%) | NA | 7.02 | 23.19 | 26.09 | 26.09 | NA | NA | 26.09 | 0.55 | 7.02 | 8.79 | 24.04 | 5.19 | 10.50 | 3.33 | 10.58 | 5.50 | 2.67 | 6.39 | 4.23 | 5.09 | 3.57 | 8.72 | 9.81 | 2.85 | 4.26 | 4.56 | 4.50 | 3.66 | 4.72 | 2.48 | 2.08 | 3.56 |
| Yield(%) | NA | 4.70 | 5.38 | 4.55 | 4.20 | NA | NA | 4.48 | NA | 0.70 | 4.87 | 3.98 | 6.79 | 3.53 | 3.79 | 4.40 | 0.34 | 3.87 | 5.56 | 4.82 | 4.54 | 4.57 | 2.62 | 4.43 | 6.27 | 4.17 | 3.60 | 4.99 | 5.55 | 3.91 | 4.60 | 5.35 | 5.83 |
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 |
|---|---|---|---|---|
| NUANCE COMMUNICATIONS INC. 401K PLAN Tactical Asset Allocation Moderate |
-2.39%
Sep 2019 - Sep 2022 |
-2.36%
Sep 2017 - Sep 2022 |
1.14%
Sep 2012 - Sep 2022 |
2.87%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NUANCE COMMUNICATIONS INC. 401K PLAN Tactical Asset Allocation Moderate |
9.54%
Dec 2001 - Dec 2004 |
8.96%
Feb 2009 - Feb 2014 |
7.79%
Apr 2001 - Apr 2011 |
6.35%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart