Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| rbbn 401k Tactical Asset Allocation Moderate | NA | 15.40% | 21.86% | 20.42% | 11.84% | 11.14% | 7.33% | 7.08% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| rbbn 401k 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 (%) | 1.07 | 15.40 | 21.86 | 20.42 | 11.84 | 11.14 | 7.33 | 7.08 | NA | 7.64 | 58.61 | -2.50 | 20.78 | 17.71 | 16.37 | -5.26 | 5.49 | 3.81 | 0.43 | 9.04 | 10.74 | 7.51 | -0.01 | 19.93 | -6.70 | -25.44 | 6.05 | 10.64 | 5.21 | 13.66 | 18.71 | 2.28 | -13.93 |
| Sharpe Ratio | NA | -0.52 | 0.52 | 0.80 | 0.57 | NA | NA | 0.37 | -0.10 | 0.10 | 1.27 | -0.34 | 2.43 | 1.26 | 2.20 | -0.85 | 1.06 | 0.46 | 0.04 | 1.09 | 1.37 | 1.05 | 0.00 | 1.38 | -0.43 | -1.00 | 0.36 | 1.45 | 0.41 | 1.60 | 3.43 | 0.14 | -1.17 |
| Standard Deviation(%) | NA | 10.87 | 26.32 | 21.53 | 16.19 | NA | NA | 13.83 | 9.75 | 10.88 | 42.84 | 11.35 | 8.55 | 13.84 | 6.79 | 7.72 | 4.57 | 7.88 | 9.69 | 8.28 | 7.81 | 7.11 | 11.87 | 14.41 | 15.79 | 26.49 | 8.49 | 5.08 | 7.40 | 7.97 | 5.25 | 8.41 | 13.82 |
| Draw Down(%) | NA | 7.95 | 16.34 | 16.34 | 16.34 | NA | NA | 44.25 | 3.99 | 7.88 | 5.25 | 16.34 | 3.47 | 12.01 | 3.57 | 11.08 | 3.57 | 7.47 | 9.35 | 4.65 | 5.90 | 5.62 | 12.44 | 10.37 | 22.66 | 38.92 | 7.88 | 3.54 | 4.06 | 8.20 | 2.48 | 11.76 | 19.44 |
| Yield(%) | NA | 6.10 | 8.07 | 5.78 | 4.56 | NA | NA | 4.41 | NA | 3.60 | 5.51 | 8.30 | 8.63 | 2.21 | 3.24 | 2.33 | 3.42 | 1.44 | 6.55 | 2.84 | 3.45 | 0.78 | 5.68 | 1.56 | 1.03 | 4.38 | 4.44 | 8.70 | 9.18 | 6.33 | 4.51 | 0.83 | 2.55 |
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 |
|---|---|---|---|---|
| rbbn 401k Tactical Asset Allocation Moderate |
-11.92%
Jun 2006 - Jun 2009 |
-4.18%
Jun 2004 - Jun 2009 |
1.39%
Oct 2006 - Oct 2016 |
2.94%
Feb 2005 - Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| rbbn 401k Tactical Asset Allocation Moderate |
29.82%
Mar 2020 - Mar 2023 |
20.71%
Jun 2019 - Jun 2024 |
12.24%
Sep 2014 - Sep 2024 |
11.85%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart