Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| TELCORDIA TECHNOLOGIES 401K SAVINGS PLAN Tactical Asset Allocation Moderate | 10.22% | NA | 23.22% | 4.97% | 7.79% | 6.84% | 8.33% | 10.03% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TELCORDIA TECHNOLOGIES 401K SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -1.10 | 23.22 | 4.97 | 7.79 | 6.84 | 8.33 | 10.03 | 10.22 | NA | 9.69 | 18.96 | -12.50 | 13.26 | 8.17 | 16.80 | -4.31 | 15.92 | 3.29 | 1.55 | 11.19 | 15.64 | 12.81 | 2.92 | 12.74 | 16.22 | 0.45 | 20.01 | 21.49 | 15.29 | 15.19 | 28.89 | 1.15 | -0.59 |
| Sharpe Ratio | NA | 0.45 | 0.13 | 0.36 | 0.48 | NA | NA | 0.89 | 0.07 | 0.35 | 1.68 | -0.94 | 1.41 | 0.44 | 2.18 | -0.55 | 3.01 | 0.37 | 0.17 | 1.58 | 2.20 | 1.67 | 0.22 | 1.13 | 1.61 | -0.08 | 1.24 | 1.73 | 2.01 | 1.66 | 4.76 | 0.01 | -0.51 |
| Standard Deviation(%) | NA | 8.71 | 11.11 | 12.51 | 10.53 | NA | NA | 9.60 | 7.26 | 8.76 | 8.73 | 14.77 | 9.37 | 17.96 | 7.06 | 10.26 | 5.07 | 8.25 | 8.96 | 7.08 | 7.11 | 7.65 | 13.41 | 11.19 | 10.00 | 5.76 | 13.68 | 10.52 | 6.52 | 8.59 | 5.92 | 4.70 | 5.72 |
| Draw Down(%) | NA | 6.49 | 15.83 | 21.23 | 21.23 | NA | NA | 21.23 | 0.51 | 6.49 | 7.15 | 17.19 | 5.77 | 21.23 | 3.01 | 12.50 | 2.52 | 6.21 | 7.93 | 4.58 | 5.13 | 5.90 | 11.09 | 8.48 | 5.07 | 5.42 | 9.40 | 14.33 | 5.94 | 10.91 | 2.44 | 3.95 | 8.95 |
| Yield(%) | NA | 7.00 | 4.85 | 4.36 | 3.74 | NA | NA | 0.00 | NA | 1.21 | 7.37 | 4.16 | 2.23 | 3.39 | 4.82 | 3.46 | 1.83 | 3.03 | 3.38 | 3.86 | 3.00 | 3.04 | 2.42 | 2.43 | 3.87 | 4.49 | 11.25 | 10.51 | 3.12 | 2.94 | 2.97 | 4.84 | 5.42 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TELCORDIA TECHNOLOGIES 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
2.17%
Sep 2019 - Sep 2022 |
2.95%
Sep 2017 - Sep 2022 |
5.82%
Oct 2013 - Oct 2023 |
6.92%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TELCORDIA TECHNOLOGIES 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
23.66%
Oct 2004 - Oct 2007 |
20.37%
Oct 2002 - Oct 2007 |
14.68%
Apr 2003 - Apr 2013 |
12.89%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart