Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NCC Group 401k Strategic Asset Allocation - Optimal Moderate | NA | 25.42% | 0.81% | 4.22% | 3.74% | 5.52% | 5.69% | 6.58% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCC Group 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 (%) | -1.13 | 25.42 | 0.81 | 4.22 | 3.74 | 5.52 | 5.69 | 6.58 | NA | 8.75 | 9.68 | -17.06 | 6.55 | 13.03 | 15.75 | -6.24 | 5.64 | 6.55 | -2.58 | 3.00 | 11.87 | 12.67 | -2.96 | 15.40 | 32.45 | -28.20 | 13.14 | 13.24 | 8.23 | 17.37 | 30.30 | -2.92 | 4.02 |
| Sharpe Ratio | NA | 0.40 | -0.35 | 0.09 | 0.19 | NA | NA | 0.46 | 0.01 | 0.28 | 0.63 | -1.26 | 0.76 | 0.70 | 2.00 | -0.82 | 0.96 | 0.82 | -0.32 | 0.45 | 1.61 | 1.87 | -0.21 | 1.31 | 1.76 | -1.35 | 0.99 | 1.39 | 0.99 | 2.04 | 4.05 | -0.47 | 0.23 |
| Standard Deviation(%) | NA | 7.67 | 10.76 | 12.29 | 10.20 | NA | NA | 10.76 | 7.50 | 7.70 | 8.58 | 14.64 | 8.55 | 18.24 | 7.16 | 9.20 | 5.22 | 7.78 | 8.05 | 6.63 | 7.34 | 6.74 | 14.29 | 11.65 | 18.39 | 21.57 | 10.26 | 7.16 | 6.13 | 8.06 | 7.31 | 8.66 | 7.48 |
| Draw Down(%) | NA | 5.94 | 23.78 | 25.18 | 25.18 | NA | NA | 40.98 | 0.67 | 5.92 | 9.02 | 24.56 | 5.88 | 22.52 | 3.49 | 12.31 | 3.14 | 6.54 | 10.35 | 5.79 | 7.76 | 5.42 | 16.05 | 8.74 | 15.58 | 37.92 | 7.76 | 8.15 | 4.24 | 8.46 | 4.78 | 16.17 | 10.27 |
| Yield(%) | NA | 4.17 | 4.65 | 5.22 | 4.47 | NA | NA | 4.23 | NA | 0.80 | 3.95 | 3.80 | 5.42 | 8.56 | 3.08 | 5.85 | 0.33 | 2.18 | 5.68 | 4.99 | 3.33 | 4.29 | 3.97 | 3.37 | 2.96 | 3.69 | 5.15 | 4.89 | 4.34 | 3.55 | 3.88 | 3.53 | 5.85 |
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 Strategic Asset Allocation - Optimal Moderate |
-7.40%
Feb 2006 - Feb 2009 |
-0.30%
Sep 2017 - Sep 2022 |
2.01%
Oct 2013 - Oct 2023 |
2.69%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCC Group 401k Strategic Asset Allocation - Optimal Moderate |
21.00%
Mar 2003 - Mar 2006 |
18.04%
Oct 2002 - Oct 2007 |
10.41%
Mar 2003 - Mar 2013 |
8.43%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart