Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VONAGE 401K RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 5.41% | 2.17% | 4.64% | 4.93% | 6.98% | 6.25% | 6.14% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VONAGE 401K RETIREMENT PLAN 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 (%) | -0.50 | 5.41 | 2.17 | 4.64 | 4.93 | 6.98 | 6.25 | 6.14 | -0.29 | 17.49 | -15.19 | 11.31 | 12.75 | 17.17 | -4.53 | 10.28 | 3.91 | 5.35 | 8.11 | 9.03 | 12.36 | 0.45 | 12.40 | 24.36 | -19.20 | 5.22 | 12.97 | 7.88 | 12.57 | 17.39 | -2.32 | 0.40 |
| Sharpe Ratio | NA | 0.87 | 0.14 | 0.44 | 0.53 | NA | NA | 0.51 | -0.07 | 1.52 | -1.23 | 1.34 | 0.66 | 2.57 | -0.71 | 2.25 | 0.46 | 0.60 | 1.24 | 1.43 | 1.91 | 0.03 | 1.19 | 1.24 | -0.92 | 0.24 | 1.48 | 1.01 | 1.72 | 3.05 | -0.48 | -0.28 |
| Standard Deviation(%) | NA | 8.55 | 10.40 | 11.99 | 9.96 | NA | NA | 10.51 | 7.81 | 8.70 | 13.42 | 8.40 | 18.84 | 6.13 | 8.17 | 4.30 | 8.11 | 8.84 | 6.52 | 6.28 | 6.43 | 13.04 | 10.33 | 19.51 | 21.89 | 9.29 | 6.57 | 5.66 | 6.78 | 5.47 | 7.21 | 6.77 |
| Draw Down(%) | NA | 7.63 | 20.29 | 23.23 | 23.23 | NA | NA | 35.50 | 1.99 | 7.63 | 19.82 | 4.68 | 23.23 | 2.94 | 9.94 | 2.23 | 7.80 | 7.64 | 4.63 | 6.82 | 5.24 | 11.84 | 7.18 | 18.98 | 33.45 | 6.08 | 5.74 | 3.80 | 6.88 | 3.81 | 9.68 | 8.40 |
| Yield(%) | NA | 4.64 | 3.48 | 3.81 | 3.67 | NA | NA | 3.87 | 0.01 | 4.96 | 2.85 | 2.71 | 4.94 | 3.98 | 2.73 | 0.35 | 3.86 | 7.07 | 3.67 | 3.55 | 3.79 | 2.43 | 2.34 | 4.02 | 5.24 | 5.77 | 5.22 | 3.94 | 4.20 | 3.39 | 3.47 | 4.57 |
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 |
|---|---|---|---|---|
| VONAGE 401K RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.76%
Feb 2006 - Feb 2009 |
-0.34%
Feb 2004 - Feb 2009 |
4.93%
Oct 2013 - Oct 2023 |
4.88%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VONAGE 401K RETIREMENT PLAN Strategic Asset Allocation - Equal Weight Moderate |
19.49%
Feb 2009 - Feb 2012 |
15.29%
Feb 2009 - Feb 2014 |
10.17%
Feb 2009 - Feb 2019 |
8.01%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart