Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QA Consulting, Inc. 401k Plan Tactical Asset Allocation Moderate | NA | 22.17% | -1.74% | 4.97% | 2.94% | 4.32% | 5.84% | 6.22% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QA Consulting, 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 (%) | -1.70 | 22.17 | -1.74 | 4.97 | 2.94 | 4.32 | 5.84 | 6.22 | NA | 1.53 | 10.19 | -20.53 | 17.29 | 16.29 | 4.01 | -5.18 | 9.06 | 1.42 | -6.06 | -3.79 | 12.68 | 13.82 | -0.58 | 12.83 | 22.07 | -5.45 | 15.80 | 15.89 | 4.94 | 12.75 | 19.14 | -0.50 | 2.31 |
| Sharpe Ratio | NA | -0.47 | -0.53 | 0.09 | 0.02 | NA | NA | 0.47 | -0.08 | -0.47 | 0.46 | -1.32 | 1.55 | 1.43 | 0.53 | -0.81 | 1.12 | 0.15 | -0.62 | -0.44 | 2.10 | 2.79 | -0.06 | 0.93 | 2.04 | -1.00 | 1.04 | 1.21 | 0.44 | 1.55 | 2.67 | -0.48 | 0.01 |
| Standard Deviation(%) | NA | 10.82 | 13.66 | 12.75 | 10.59 | NA | NA | 9.41 | 13.84 | 10.81 | 12.98 | 16.56 | 11.16 | 11.20 | 4.95 | 8.02 | 7.55 | 8.29 | 9.79 | 8.73 | 6.03 | 4.93 | 9.94 | 13.76 | 10.78 | 6.39 | 12.36 | 10.46 | 6.35 | 7.60 | 6.92 | 3.37 | 0.05 |
| Draw Down(%) | NA | 9.42 | 22.84 | 25.05 | 25.05 | NA | NA | 25.05 | 1.50 | 8.58 | 13.81 | 24.43 | 7.13 | 12.78 | 2.84 | 10.69 | 5.15 | 6.31 | 13.47 | 12.96 | 6.44 | 4.16 | 10.53 | 9.06 | 5.18 | 7.86 | 9.97 | 12.44 | 4.26 | 11.08 | 3.22 | 4.16 | 0.00 |
| Yield(%) | NA | 2.78 | 2.73 | 2.23 | 2.55 | NA | NA | 3.45 | NA | 0.63 | 2.90 | 3.72 | 0.80 | 0.86 | 2.08 | 6.21 | 0.13 | 2.92 | 3.45 | 1.24 | 6.31 | 4.29 | 2.59 | 4.44 | 4.53 | 4.11 | 9.07 | 7.68 | 2.67 | 3.63 | 1.97 | 0.92 | 2.31 |
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 |
|---|---|---|---|---|
| QA Consulting, Inc. 401k Plan Tactical Asset Allocation Moderate |
-3.84%
Dec 2021 - Dec 2024 |
-1.39%
Feb 2014 - Feb 2019 |
0.56%
Oct 2013 - Oct 2023 |
3.58%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QA Consulting, Inc. 401k Plan Tactical Asset Allocation Moderate |
16.20%
Oct 2004 - Oct 2007 |
14.66%
Oct 2002 - Oct 2007 |
11.34%
Apr 2003 - Apr 2013 |
8.18%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart