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 Strategic Asset Allocation - Optimal Moderate | NA | 34.00% | 12.45% | 13.31% | 9.05% | 9.02% | 8.18% | 8.14% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VANGENT 401K RETIREMENT 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 (%) | -0.81 | 34.00 | 12.45 | 13.31 | 9.05 | 9.02 | 8.18 | 8.14 | NA | 21.36 | 19.91 | -3.76 | 8.38 | 20.23 | 15.08 | -3.62 | 8.33 | 5.80 | 2.00 | 4.13 | 17.06 | 7.95 | 0.63 | 11.74 | 22.79 | -19.42 | 8.55 | 11.45 | 10.18 | 10.97 | 21.60 | -10.96 | 9.47 |
| Sharpe Ratio | NA | 2.05 | 0.91 | 0.88 | 0.73 | NA | NA | 0.60 | 0.08 | 1.88 | 2.02 | -0.42 | 0.86 | 1.08 | 2.04 | -0.45 | 1.40 | 0.66 | 0.23 | 0.63 | 2.61 | 0.99 | 0.04 | 1.09 | 1.42 | -0.99 | 0.63 | 1.32 | 1.36 | 1.16 | 2.11 | -0.85 | 0.70 |
| Standard Deviation(%) | NA | 7.82 | 9.49 | 11.90 | 10.22 | NA | NA | 10.88 | 8.63 | 7.85 | 7.76 | 12.14 | 9.73 | 18.49 | 6.70 | 10.99 | 5.49 | 8.44 | 8.51 | 6.53 | 6.53 | 8.02 | 14.87 | 10.72 | 16.03 | 20.50 | 8.81 | 6.18 | 5.91 | 8.68 | 9.92 | 14.19 | 10.29 |
| Draw Down(%) | NA | 5.22 | 11.46 | 20.44 | 20.44 | NA | NA | 32.43 | 0.63 | 5.22 | 4.73 | 12.17 | 7.32 | 20.44 | 3.49 | 13.90 | 3.05 | 9.10 | 7.07 | 4.59 | 3.75 | 6.96 | 13.49 | 7.79 | 15.87 | 28.97 | 5.50 | 6.68 | 3.89 | 4.79 | 7.56 | 20.85 | 11.77 |
| Yield(%) | NA | 14.19 | 9.94 | 7.37 | 5.96 | NA | NA | 4.70 | NA | 4.62 | 13.19 | 8.00 | 2.98 | 5.19 | 1.88 | 9.03 | 0.77 | 2.79 | 6.96 | 3.66 | 4.02 | 2.55 | 1.24 | 2.43 | 1.59 | 4.38 | 8.20 | 4.98 | 5.61 | 5.50 | 1.52 | 2.44 | 4.68 |
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 |
|---|---|---|---|---|
| VANGENT 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
-5.11%
Feb 2006 - Feb 2009 |
0.92%
Feb 2004 - Feb 2009 |
5.01%
Mar 2010 - Mar 2020 |
5.34%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VANGENT 401K RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
17.34%
Feb 2009 - Feb 2012 |
14.19%
Feb 2009 - Feb 2014 |
9.26%
Nov 2014 - Nov 2024 |
10.03%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart