Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QUADRANT EPP 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 16.14% | 8.99% | 8.57% | 6.06% | 6.81% | 6.70% | 7.85% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QUADRANT EPP 401K PLAN Strategic Asset Allocation - Equal Weight 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 (%) | -1.24 | 16.14 | 8.99 | 8.57 | 6.06 | 6.81 | 6.70 | 7.85 | NA | 2.95 | 36.54 | -12.67 | 11.66 | 7.12 | 11.75 | -7.06 | 5.86 | 5.72 | 2.64 | 3.57 | 6.79 | 11.95 | -2.11 | 15.45 | 28.07 | -21.60 | 9.55 | 10.32 | 11.62 | 15.51 | 27.82 | 4.44 | 6.49 |
| Sharpe Ratio | NA | -0.36 | 0.23 | 0.38 | 0.36 | NA | NA | 0.56 | 0.07 | -0.56 | 1.33 | -1.28 | 1.60 | 0.42 | 1.74 | -1.14 | 1.04 | 0.69 | 0.25 | 0.68 | 1.01 | 1.88 | -0.17 | 1.60 | 1.62 | -1.12 | 0.77 | 1.04 | 1.65 | 2.08 | 4.29 | 0.42 | 0.47 |
| Standard Deviation(%) | NA | 6.51 | 15.80 | 14.61 | 11.62 | NA | NA | 10.80 | 4.20 | 6.55 | 24.20 | 10.98 | 7.25 | 16.36 | 5.94 | 7.34 | 5.00 | 7.99 | 10.35 | 5.25 | 6.70 | 6.32 | 12.56 | 9.62 | 17.31 | 20.04 | 8.53 | 6.80 | 5.72 | 6.99 | 6.33 | 7.92 | 8.92 |
| Draw Down(%) | NA | 6.93 | 17.12 | 24.76 | 25.58 | NA | NA | 35.69 | 0.24 | 6.93 | 6.15 | 17.32 | 3.86 | 24.76 | 2.89 | 11.63 | 3.57 | 6.09 | 6.21 | 5.05 | 7.52 | 5.38 | 14.18 | 6.98 | 14.67 | 35.69 | 6.57 | 7.75 | 4.12 | 6.54 | 4.75 | 12.33 | 11.06 |
| Yield(%) | NA | 6.37 | 7.88 | 6.46 | 4.91 | NA | NA | 5.07 | NA | 1.49 | 7.42 | 8.54 | 7.49 | 5.18 | 2.96 | 4.88 | 0.40 | 2.23 | 5.64 | 4.07 | 4.10 | 2.89 | 6.19 | 3.59 | 3.93 | 6.35 | 7.31 | 5.66 | 9.37 | 4.98 | 3.91 | 2.77 | 5.24 |
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 |
|---|---|---|---|---|
| QUADRANT EPP 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-5.85%
Feb 2006 - Feb 2009 |
-0.64%
Mar 2015 - Mar 2020 |
2.81%
Sep 2012 - Sep 2022 |
3.47%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QUADRANT EPP 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
20.05%
Mar 2003 - Mar 2006 |
16.21%
Oct 2002 - Oct 2007 |
10.39%
Apr 2001 - Apr 2011 |
8.94%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart