Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TANGOE INC. 401K PROFIT SHARING PLAN and TRUST Strategic Asset Allocation - Equal Weight Moderate | NA | 0.79% | -1.12% | 2.15% | 1.84% | 4.85% | 5.18% | 5.98% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TANGOE INC. 401K PROFIT SHARING PLAN and TRUST Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 0.00 | 0.79 | -1.12 | 2.15 | 1.84 | 4.85 | 5.18 | 5.98 | -0.81 | 8.42 | -12.07 | 3.68 | 11.11 | 15.21 | -7.43 | 5.25 | 3.02 | -2.00 | 7.99 | 5.45 | 12.10 | 0.41 | 14.84 | 27.49 | -25.74 | 12.68 | 17.42 | 8.99 | 15.86 | 27.07 | 2.23 | 6.61 |
| Sharpe Ratio | NA | -0.16 | -0.29 | 0.19 | 0.22 | NA | NA | 0.50 | -0.14 | 0.51 | -1.16 | 0.40 | 0.62 | 2.10 | -1.08 | 0.80 | 0.37 | -0.25 | 1.30 | 0.79 | 1.99 | 0.03 | 1.47 | 1.57 | -1.22 | 1.08 | 2.07 | 1.16 | 2.11 | 5.15 | 0.18 | 0.51 |
| Standard Deviation(%) | NA | 8.07 | 9.68 | 11.25 | 9.47 | NA | NA | 10.18 | 7.87 | 8.09 | 11.63 | 9.06 | 17.51 | 6.57 | 8.12 | 5.76 | 7.68 | 8.13 | 6.14 | 6.88 | 6.06 | 12.95 | 10.01 | 17.42 | 21.93 | 9.00 | 6.83 | 5.90 | 7.05 | 5.12 | 6.36 | 8.41 |
| Draw Down(%) | NA | 9.97 | 21.72 | 24.72 | 24.72 | NA | NA | 37.99 | 2.24 | 9.97 | 18.16 | 6.87 | 24.72 | 3.94 | 12.27 | 6.00 | 6.36 | 9.41 | 4.48 | 8.55 | 5.01 | 13.23 | 7.09 | 15.73 | 36.43 | 5.83 | 7.65 | 4.31 | 8.93 | 2.80 | 10.38 | 7.51 |
| Yield(%) | NA | 3.63 | 3.71 | 3.78 | 4.01 | NA | NA | 4.89 | 0.01 | 3.88 | 3.17 | 4.21 | 4.61 | 3.39 | 5.02 | 0.35 | 2.42 | 6.29 | 7.19 | 2.29 | 3.09 | 3.11 | 4.37 | 3.08 | 4.31 | 12.69 | 8.88 | 7.34 | 5.75 | 4.43 | 6.65 | 5.84 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| TANGOE INC. 401K PROFIT SHARING PLAN and TRUST Strategic Asset Allocation - Equal Weight Moderate |
-5.63%
Feb 2006 - Feb 2009 |
-1.40%
Mar 2015 - Mar 2020 |
1.84%
Oct 2013 - Oct 2023 |
2.71%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TANGOE INC. 401K PROFIT SHARING PLAN and TRUST Strategic Asset Allocation - Equal Weight Moderate |
20.07%
Feb 2009 - Feb 2012 |
17.76%
Oct 2002 - Oct 2007 |
10.48%
Mar 2003 - Mar 2013 |
8.44%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart