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 - Optimal Moderate | NA | 22.72% | -0.53% | 3.47% | 3.27% | 5.24% | 5.47% | 6.49% |
Data as of 10/31/2024, 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 - 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 (%) | -1.01 | 22.72 | -0.53 | 3.47 | 3.27 | 5.24 | 5.47 | 6.49 | NA | 1.22 | 10.24 | -13.95 | 0.57 | 16.79 | 14.07 | -7.34 | 4.50 | 4.66 | -1.79 | 6.15 | 7.84 | 12.20 | 0.98 | 14.99 | 31.05 | -24.84 | 7.79 | 15.14 | 9.12 | 14.70 | 29.76 | -2.44 | 7.39 |
| Sharpe Ratio | NA | -0.51 | -0.51 | -0.01 | 0.09 | NA | NA | 0.43 | -0.01 | -0.67 | 0.71 | -1.20 | 0.06 | 0.98 | 1.71 | -0.95 | 0.69 | 0.58 | -0.22 | 0.96 | 1.11 | 1.86 | 0.07 | 1.41 | 1.73 | -1.10 | 0.47 | 1.64 | 1.09 | 1.91 | 3.80 | -0.38 | 0.48 |
| Standard Deviation(%) | NA | 7.90 | 9.99 | 11.56 | 9.80 | NA | NA | 10.72 | 6.84 | 7.99 | 8.48 | 12.78 | 9.06 | 16.88 | 7.40 | 9.10 | 5.60 | 7.70 | 8.21 | 6.43 | 7.05 | 6.53 | 12.75 | 10.59 | 17.84 | 23.49 | 10.29 | 7.24 | 6.40 | 7.22 | 7.66 | 9.35 | 10.63 |
| Draw Down(%) | NA | 9.40 | 20.28 | 25.32 | 25.32 | NA | NA | 38.33 | 0.64 | 9.28 | 10.30 | 20.67 | 8.40 | 23.60 | 5.10 | 13.32 | 4.81 | 6.86 | 9.38 | 4.71 | 8.36 | 5.62 | 12.68 | 7.62 | 16.37 | 38.33 | 6.40 | 7.39 | 4.62 | 7.84 | 4.84 | 14.29 | 10.10 |
| Yield(%) | NA | 3.74 | 4.16 | 4.30 | 4.63 | NA | NA | 5.11 | NA | 0.64 | 3.68 | 4.64 | 3.50 | 5.63 | 3.27 | 7.19 | 0.36 | 2.32 | 7.77 | 7.51 | 3.51 | 2.91 | 2.97 | 3.79 | 3.17 | 4.87 | 12.75 | 8.28 | 6.61 | 6.50 | 3.43 | 6.05 | 6.16 |
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 |
|---|---|---|---|---|
| TANGOE INC. 401K PROFIT SHARING PLAN and TRUST Strategic Asset Allocation - Optimal Moderate |
-6.91%
Feb 2006 - Feb 2009 |
-1.10%
Mar 2015 - Mar 2020 |
1.80%
Oct 2013 - Oct 2023 |
2.98%
Sep 2007 - Sep 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 - Optimal Moderate |
21.47%
Feb 2009 - Feb 2012 |
16.46%
Oct 2002 - Oct 2007 |
10.40%
Mar 2003 - Mar 2013 |
8.52%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart