Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| 401K SAVINGS AND RETIREMENT PLAN SPONSORED BY NATIXIS GLOBAL ASSET MGMT Tactical Asset Allocation Moderate | NA | 24.69% | 3.30% | 9.77% | 8.30% | 9.24% | 10.42% | 11.05% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 401K SAVINGS AND RETIREMENT PLAN SPONSORED BY NATIXIS GLOBAL ASSET MGMT Tactical Asset Allocation 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 (%) | -1.30 | 24.69 | 3.30 | 9.77 | 8.30 | 9.24 | 10.42 | 11.05 | NA | 10.29 | 12.06 | -12.99 | 11.75 | 25.55 | 18.35 | -3.26 | 11.49 | 9.08 | 1.32 | 4.02 | 16.71 | 14.57 | 2.16 | 14.42 | 25.08 | 0.48 | 14.17 | 22.04 | 8.92 | 17.44 | 29.05 | 9.31 | -0.75 |
| Sharpe Ratio | NA | 0.45 | -0.06 | 0.46 | 0.57 | NA | NA | 0.92 | 0.05 | 0.32 | 0.86 | -1.09 | 1.15 | 1.33 | 2.82 | -0.49 | 2.02 | 1.01 | 0.14 | 0.48 | 1.94 | 1.66 | 0.13 | 1.19 | 2.22 | -0.07 | 0.94 | 2.22 | 0.94 | 1.80 | 4.75 | 1.64 | -0.50 |
| Standard Deviation(%) | NA | 11.64 | 11.44 | 13.12 | 10.83 | NA | NA | 10.00 | 11.59 | 11.66 | 9.09 | 13.14 | 10.20 | 19.02 | 6.01 | 9.35 | 5.37 | 8.78 | 9.14 | 8.32 | 8.60 | 8.76 | 15.97 | 12.06 | 11.26 | 5.95 | 11.83 | 8.45 | 7.20 | 9.15 | 5.97 | 5.00 | 6.08 |
| Draw Down(%) | NA | 7.64 | 17.17 | 19.95 | 19.95 | NA | NA | 19.95 | 0.94 | 7.60 | 7.79 | 18.42 | 5.38 | 19.95 | 3.19 | 11.14 | 2.45 | 7.47 | 9.13 | 7.28 | 8.77 | 7.16 | 13.34 | 9.24 | 5.31 | 6.37 | 8.16 | 7.18 | 5.13 | 11.35 | 3.77 | 5.04 | 8.02 |
| Yield(%) | NA | 6.39 | 7.08 | 6.51 | 6.02 | NA | NA | 0.00 | NA | 1.25 | 6.50 | 7.93 | 6.26 | 7.02 | 6.09 | 5.70 | 5.27 | 6.84 | 4.33 | 6.70 | 5.53 | 3.06 | 5.14 | 3.46 | 4.49 | 4.99 | 6.89 | 7.52 | 6.69 | 5.00 | 5.85 | 8.00 | 5.08 |
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 |
|---|---|---|---|---|
| 401K SAVINGS AND RETIREMENT PLAN SPONSORED BY NATIXIS GLOBAL ASSET MGMT Tactical Asset Allocation Moderate |
2.45%
Dec 2021 - Dec 2024 |
4.39%
Dec 2013 - Dec 2018 |
6.45%
Oct 2013 - Oct 2023 |
8.44%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 401K SAVINGS AND RETIREMENT PLAN SPONSORED BY NATIXIS GLOBAL ASSET MGMT Tactical Asset Allocation Moderate |
20.85%
Mar 2003 - Mar 2006 |
19.61%
Oct 2002 - Oct 2007 |
15.20%
Apr 2001 - Apr 2011 |
12.81%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart