Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VANGENT 401K RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 3.78% | 3.80% | 3.13% | 2.86% | 4.16% | 5.27% | 5.86% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VANGENT 401K RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.50 | 3.78 | 3.80 | 3.13 | 2.86 | 4.16 | 5.27 | 5.86 | 2.27 | 15.65 | -9.16 | 4.97 | 13.16 | 6.25 | -0.86 | 8.65 | 4.30 | -3.55 | -0.77 | 17.17 | 5.03 | -1.66 | 3.49 | 14.21 | 0.60 | 10.72 | 11.77 | 4.54 | 11.02 | 15.78 | 6.63 | 6.71 |
| Sharpe Ratio | NA | 1.70 | 0.25 | 0.56 | 0.42 | NA | NA | 0.72 | 0.27 | 1.56 | -1.13 | 0.49 | 1.43 | 1.06 | -0.29 | 1.52 | 0.98 | -0.70 | -0.13 | 2.42 | 0.89 | -0.17 | 0.34 | 1.88 | -0.08 | 0.87 | 1.19 | 0.39 | 1.21 | 2.84 | 1.49 | 1.20 |
| Standard Deviation(%) | NA | 7.56 | 8.87 | 8.33 | 7.13 | NA | NA | 7.10 | 7.41 | 7.29 | 9.30 | 10.08 | 9.04 | 4.55 | 7.61 | 5.26 | 4.18 | 5.13 | 6.10 | 7.08 | 5.56 | 10.09 | 10.14 | 7.49 | 3.89 | 8.87 | 7.13 | 6.01 | 8.36 | 5.30 | 3.70 | 3.65 |
| Draw Down(%) | NA | 4.72 | 13.82 | 13.82 | 13.82 | NA | NA | 13.82 | 1.47 | 4.72 | 13.49 | 7.56 | 10.38 | 3.86 | 8.60 | 3.11 | 2.58 | 5.14 | 5.14 | 4.50 | 5.10 | 12.16 | 10.02 | 3.74 | 3.30 | 6.64 | 8.61 | 4.15 | 6.18 | 3.16 | 2.27 | 2.70 |
| Yield(%) | NA | 12.49 | 9.09 | 7.42 | 5.38 | NA | NA | 4.82 | 0.91 | 12.49 | 7.70 | 5.83 | 5.67 | 4.23 | 2.39 | 0.34 | 2.80 | 6.33 | 4.82 | 3.47 | 3.97 | 1.48 | 3.60 | 4.76 | 3.31 | 5.31 | 5.64 | 4.21 | 5.15 | 3.45 | 6.22 | 6.82 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| VANGENT 401K RETIREMENT PLAN Tactical Asset Allocation Moderate |
-0.06%
Dec 2013 - Dec 2016 |
1.46%
Dec 2013 - Dec 2018 |
2.86%
Oct 2013 - Oct 2023 |
3.73%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VANGENT 401K RETIREMENT PLAN Tactical Asset Allocation Moderate |
11.92%
Apr 2003 - Apr 2006 |
11.51%
Oct 2002 - Oct 2007 |
9.14%
Apr 2001 - Apr 2011 |
6.82%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart