Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NLIGHT CORP 401k Strategic Asset Allocation - Optimal Moderate | NA | 25.01% | -0.25% | 6.18% | 5.77% | 7.11% | 6.75% | 7.11% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLIGHT CORP 401k 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 (%) | -1.03 | 25.01 | -0.25 | 6.18 | 5.77 | 7.11 | 6.75 | 7.11 | NA | 6.06 | 10.87 | -18.87 | 7.58 | 22.35 | 21.84 | -5.26 | 14.59 | 3.56 | -1.00 | 5.29 | 10.99 | 13.55 | -3.99 | 18.48 | 27.07 | -27.38 | 11.28 | 14.37 | 9.66 | 17.99 | 26.75 | 1.38 | -6.60 |
| Sharpe Ratio | NA | 0.09 | -0.41 | 0.16 | 0.37 | NA | NA | 0.49 | 0.01 | -0.06 | 0.67 | -1.28 | 0.83 | 1.26 | 2.86 | -0.71 | 3.01 | 0.41 | -0.13 | 0.85 | 1.44 | 1.89 | -0.27 | 1.63 | 1.43 | -1.23 | 0.77 | 1.41 | 1.18 | 2.20 | 4.50 | 0.04 | -1.13 |
| Standard Deviation(%) | NA | 9.02 | 12.00 | 12.84 | 10.55 | NA | NA | 11.04 | 7.64 | 9.11 | 9.87 | 15.85 | 9.08 | 17.55 | 7.14 | 9.20 | 4.64 | 8.25 | 8.06 | 6.18 | 7.59 | 7.15 | 15.14 | 11.28 | 18.82 | 22.96 | 10.79 | 7.89 | 6.37 | 7.77 | 5.79 | 6.84 | 7.90 |
| Draw Down(%) | NA | 6.17 | 24.41 | 26.12 | 26.12 | NA | NA | 42.72 | 0.73 | 6.17 | 10.96 | 25.41 | 6.09 | 21.71 | 3.31 | 11.68 | 1.87 | 6.87 | 8.66 | 4.96 | 8.40 | 5.69 | 16.67 | 7.52 | 18.13 | 37.91 | 8.04 | 8.53 | 4.11 | 7.00 | 3.94 | 9.63 | 15.98 |
| Yield(%) | NA | 3.00 | 4.88 | 5.76 | 5.15 | NA | NA | 4.70 | NA | 0.69 | 3.07 | 3.98 | 7.14 | 8.69 | 5.37 | 7.32 | 3.74 | 3.98 | 3.85 | 4.23 | 4.53 | 4.08 | 3.79 | 4.34 | 2.94 | 3.11 | 7.72 | 6.74 | 4.48 | 3.49 | 3.29 | 4.05 | 3.41 |
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 |
|---|---|---|---|---|
| NLIGHT CORP 401k Strategic Asset Allocation - Optimal Moderate |
-8.17%
Feb 2006 - Feb 2009 |
0.06%
Feb 2004 - Feb 2009 |
4.17%
Oct 2013 - Oct 2023 |
4.04%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLIGHT CORP 401k Strategic Asset Allocation - Optimal Moderate |
21.18%
Feb 2009 - Feb 2012 |
17.59%
Oct 2002 - Oct 2007 |
10.35%
Feb 2009 - Feb 2019 |
8.98%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart