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 Strategic Asset Allocation - Optimal Moderate | NA | 20.10% | 1.49% | 5.92% | 5.08% | 6.48% | 5.97% | 5.64% |
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 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 (%) | -0.95 | 20.10 | 1.49 | 5.92 | 5.08 | 6.48 | 5.97 | 5.64 | NA | 8.32 | 11.54 | -15.60 | 9.80 | 15.00 | 17.34 | -8.43 | 12.52 | 5.12 | -1.13 | 2.06 | 9.62 | 14.15 | -1.56 | 17.13 | 30.80 | -26.19 | 8.06 | 11.17 | 8.09 | 9.16 | 17.53 | -7.21 | -2.22 |
| Sharpe Ratio | NA | 0.35 | -0.27 | 0.22 | 0.33 | NA | NA | 0.38 | 0.00 | 0.25 | 0.98 | -1.22 | 1.06 | 0.79 | 2.47 | -1.11 | 2.71 | 0.61 | -0.14 | 0.32 | 1.31 | 1.88 | -0.12 | 1.44 | 1.68 | -1.18 | 0.54 | 1.07 | 0.96 | 1.12 | 2.43 | -0.83 | -0.55 |
| Standard Deviation(%) | NA | 6.84 | 9.93 | 12.08 | 9.99 | NA | NA | 10.79 | 5.85 | 6.90 | 7.44 | 13.91 | 9.19 | 18.62 | 6.45 | 8.76 | 4.39 | 8.05 | 8.29 | 6.47 | 7.31 | 7.50 | 13.63 | 11.84 | 18.23 | 22.97 | 9.34 | 7.36 | 6.16 | 7.37 | 6.93 | 10.05 | 8.25 |
| Draw Down(%) | NA | 4.41 | 20.94 | 24.93 | 24.93 | NA | NA | 40.70 | 0.47 | 4.41 | 6.95 | 21.87 | 4.63 | 24.93 | 3.32 | 13.70 | 1.67 | 6.86 | 9.01 | 5.13 | 8.20 | 6.10 | 15.62 | 8.35 | 18.54 | 38.48 | 5.87 | 7.48 | 4.62 | 6.00 | 6.95 | 15.04 | 12.07 |
| Yield(%) | NA | 3.05 | 4.87 | 5.24 | 4.65 | NA | NA | 3.95 | NA | 0.58 | 3.30 | 4.41 | 10.59 | 3.89 | 1.94 | 8.26 | 0.36 | 2.85 | 5.85 | 3.19 | 5.03 | 2.99 | 4.96 | 4.18 | 3.15 | 3.26 | 8.91 | 4.79 | 2.21 | 1.15 | 0.85 | 1.45 | 2.60 |
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 Strategic Asset Allocation - Optimal Moderate |
-8.89%
Feb 2006 - Feb 2009 |
-2.14%
Feb 2004 - Feb 2009 |
3.51%
Oct 2013 - Oct 2023 |
3.86%
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 Strategic Asset Allocation - Optimal Moderate |
22.58%
Feb 2009 - Feb 2012 |
17.00%
Feb 2009 - Feb 2014 |
9.66%
Feb 2009 - Feb 2019 |
8.38%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart