Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NCC Group 401k Tactical Asset Allocation Moderate | NA | 22.18% | 3.32% | 8.47% | 6.98% | 8.49% | 9.22% | 9.42% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCC Group 401k 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 (%) | -1.42 | 22.18 | 3.32 | 8.47 | 6.98 | 8.49 | 9.22 | 9.42 | NA | 7.14 | 13.58 | -14.53 | 13.17 | 19.78 | 20.94 | -7.64 | 10.74 | 6.95 | -0.03 | 4.43 | 13.70 | 12.08 | 5.64 | 16.43 | 15.67 | 13.02 | 14.13 | 10.89 | 4.02 | 16.46 | 17.04 | 5.30 | 1.20 |
| Sharpe Ratio | NA | 0.21 | -0.11 | 0.36 | 0.44 | NA | NA | 0.76 | 0.07 | 0.05 | 1.12 | -1.16 | 1.15 | 1.07 | 3.29 | -0.87 | 1.90 | 0.81 | -0.01 | 0.58 | 1.75 | 1.63 | 0.38 | 1.31 | 1.28 | 1.62 | 0.90 | 0.76 | 0.26 | 2.01 | 2.40 | 0.63 | -0.17 |
| Standard Deviation(%) | NA | 11.34 | 11.32 | 13.08 | 10.84 | NA | NA | 10.03 | 12.89 | 11.35 | 8.34 | 13.68 | 11.40 | 18.35 | 5.93 | 10.31 | 5.31 | 8.28 | 9.02 | 7.60 | 7.81 | 7.37 | 14.64 | 12.43 | 12.17 | 7.49 | 12.40 | 10.09 | 7.02 | 7.73 | 6.81 | 6.62 | 6.56 |
| Draw Down(%) | NA | 7.94 | 18.79 | 21.38 | 21.38 | NA | NA | 21.38 | 1.07 | 7.94 | 6.06 | 21.21 | 6.69 | 20.39 | 2.19 | 15.21 | 2.38 | 6.04 | 9.78 | 5.41 | 9.22 | 5.14 | 10.69 | 9.04 | 8.51 | 4.95 | 10.46 | 13.95 | 4.70 | 9.94 | 4.22 | 3.48 | 6.74 |
| Yield(%) | NA | 4.63 | 4.50 | 5.00 | 4.63 | NA | NA | 0.00 | NA | 1.21 | 4.55 | 3.33 | 5.98 | 8.88 | 3.33 | 4.43 | 5.45 | 2.54 | 2.45 | 6.46 | 4.43 | 3.57 | 4.20 | 3.00 | 4.76 | 6.15 | 6.18 | 3.36 | 3.70 | 3.32 | 5.47 | 5.55 | 5.02 |
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 |
|---|---|---|---|---|
| NCC Group 401k Tactical Asset Allocation Moderate |
1.32%
Dec 2021 - Dec 2024 |
2.27%
Mar 2015 - Mar 2020 |
5.38%
Sep 2012 - Sep 2022 |
7.54%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCC Group 401k Tactical Asset Allocation Moderate |
17.91%
Dec 2018 - Dec 2021 |
15.38%
May 2006 - May 2011 |
13.45%
Apr 2003 - Apr 2013 |
11.04%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart