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 - Optimal Moderate | NA | 23.18% | 2.49% | 5.23% | 4.54% | 5.99% | 6.19% | 7.25% |
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 - 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 (%) | -1.23 | 23.18 | 2.49 | 5.23 | 4.54 | 5.99 | 6.19 | 7.25 | NA | 4.32 | 10.90 | -12.19 | 7.38 | 14.03 | 11.30 | -5.73 | 6.76 | 5.56 | 1.59 | 3.74 | 8.72 | 13.20 | -3.14 | 16.92 | 28.52 | -22.67 | 12.46 | 10.62 | 10.35 | 18.02 | 25.65 | 1.69 | 7.20 |
| Sharpe Ratio | NA | -0.13 | -0.31 | 0.18 | 0.25 | NA | NA | 0.52 | 0.03 | -0.30 | 0.75 | -1.04 | 0.83 | 0.85 | 1.31 | -0.80 | 1.25 | 0.65 | 0.17 | 0.65 | 1.23 | 1.86 | -0.22 | 1.56 | 1.58 | -1.15 | 1.00 | 0.96 | 1.27 | 2.23 | 3.38 | 0.06 | 0.58 |
| Standard Deviation(%) | NA | 7.58 | 10.10 | 11.41 | 9.77 | NA | NA | 10.46 | 3.98 | 7.67 | 8.88 | 12.99 | 8.88 | 16.29 | 7.55 | 8.78 | 4.91 | 8.18 | 8.99 | 5.77 | 7.08 | 7.05 | 14.35 | 10.81 | 17.97 | 20.53 | 9.45 | 7.69 | 6.43 | 7.65 | 7.38 | 9.51 | 8.43 |
| Draw Down(%) | NA | 7.44 | 19.61 | 22.15 | 22.89 | NA | NA | 37.38 | 0.34 | 7.43 | 8.87 | 19.61 | 5.73 | 22.15 | 4.26 | 11.56 | 3.67 | 6.43 | 6.93 | 5.10 | 7.92 | 5.59 | 15.87 | 7.54 | 17.55 | 36.81 | 6.95 | 9.31 | 4.52 | 7.23 | 4.47 | 13.46 | 10.49 |
| Yield(%) | NA | 5.71 | 6.23 | 5.40 | 4.58 | NA | NA | 4.75 | NA | 0.69 | 5.54 | 6.04 | 6.78 | 4.70 | 3.37 | 7.19 | 0.35 | 2.06 | 4.89 | 4.30 | 3.17 | 3.29 | 4.49 | 2.82 | 3.07 | 6.46 | 7.23 | 6.85 | 7.65 | 4.83 | 4.21 | 2.65 | 6.65 |
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 - Optimal Moderate |
-5.97%
Feb 2006 - Feb 2009 |
-0.01%
Mar 2015 - Mar 2020 |
2.93%
Oct 2013 - Oct 2023 |
3.68%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QUADRANT EPP 401K PLAN Strategic Asset Allocation - Optimal Moderate |
20.73%
Feb 2009 - Feb 2012 |
16.33%
Oct 2002 - Oct 2007 |
10.57%
Mar 2003 - Mar 2013 |
8.89%
Sep 2001 - Sep 2016 |
Annualized Rolling Returns Comparison Chart