Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| COLFAX CORPORATION 401K SAVINGS PLAN PLUS Tactical Asset Allocation Moderate | NA | 22.06% | 2.75% | 8.11% | 6.90% | 7.90% | 7.92% | 8.36% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COLFAX CORPORATION 401K SAVINGS PLAN PLUS Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2025 |
| 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 (%) | 1.29 | 22.06 | 2.75 | 8.11 | 6.90 | 7.90 | 7.92 | 8.36 | NA | 10.36 | 14.33 | -19.56 | 12.98 | 19.90 | 15.14 | -4.61 | 18.62 | 4.75 | -2.30 | 3.52 | 12.39 | 10.99 | 5.93 | 14.16 | 30.66 | -15.47 | 8.60 | 17.62 | 4.37 | 12.86 | 22.14 | 2.53 | 0.75 |
| Sharpe Ratio | NA | 0.69 | 0.01 | 0.50 | 0.53 | NA | NA | 0.78 | 0.39 | 0.45 | 1.03 | -1.37 | 1.29 | 2.14 | 2.44 | -0.76 | 3.50 | 0.75 | -0.34 | 0.59 | 1.92 | 2.60 | 0.66 | 1.10 | 2.83 | -1.48 | 0.60 | 1.92 | 0.31 | 1.45 | 3.82 | 0.27 | -0.29 |
| Standard Deviation(%) | NA | 8.30 | 11.35 | 10.80 | 8.89 | NA | NA | 8.46 | 7.76 | 8.44 | 9.83 | 15.28 | 10.07 | 9.17 | 5.63 | 7.76 | 5.14 | 6.02 | 6.78 | 5.97 | 6.43 | 4.20 | 8.99 | 12.82 | 10.80 | 11.07 | 9.34 | 7.49 | 7.09 | 8.21 | 5.62 | 5.17 | 5.43 |
| Draw Down(%) | NA | 6.14 | 20.30 | 23.51 | 23.51 | NA | NA | 23.51 | 1.50 | 5.44 | 8.67 | 23.39 | 6.13 | 9.77 | 3.74 | 10.79 | 2.12 | 7.37 | 9.26 | 5.78 | 6.05 | 3.25 | 7.10 | 9.62 | 4.35 | 23.30 | 5.51 | 4.90 | 4.49 | 9.78 | 1.97 | 6.02 | 4.04 |
| Yield(%) | NA | 3.49 | 4.29 | 4.11 | 3.73 | NA | NA | 4.44 | NA | 0.38 | 3.86 | 5.00 | 4.10 | 2.88 | 4.69 | 2.88 | 2.23 | 4.66 | 3.34 | 4.08 | 5.26 | 4.57 | 3.55 | 3.37 | 4.60 | 3.95 | 5.80 | 7.43 | 8.97 | 6.28 | 4.80 | 0.51 | 5.04 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| COLFAX CORPORATION 401K SAVINGS PLAN PLUS Tactical Asset Allocation Moderate |
-0.19%
Apr 2021 - Apr 2024 |
3.66%
Dec 2017 - Dec 2022 |
4.74%
Oct 2013 - Oct 2023 |
6.07%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COLFAX CORPORATION 401K SAVINGS PLAN PLUS Tactical Asset Allocation Moderate |
18.94%
Apr 2009 - Apr 2012 |
15.17%
Feb 2009 - Feb 2014 |
10.64%
Nov 2002 - Nov 2012 |
9.63%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart