Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| First Quality Maintenance II LlC 401(k) Tactical Asset Allocation Moderate | NA | 18.29% | 0.93% | 4.23% | 4.00% | 5.48% | 6.41% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| First Quality Maintenance II LlC 401(k) 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 | Common | Inception | 2025 | 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 (%) | -0.45 | 18.29 | 0.93 | 4.23 | 4.00 | 5.48 | 6.41 | … | … | 0.49 | 0.60 | 11.60 | -13.83 | 6.58 | 10.12 | 12.61 | -2.62 | 9.68 | 1.51 | -1.19 | 4.24 | 12.27 | 8.17 | 1.27 | 11.69 | 18.84 | -4.16 | 7.14 | 19.25 | 6.67 | 12.20 | 12.92 | -5.25 | 2.31 |
| Sharpe Ratio | NA | -0.48 | -0.52 | 0.01 | 0.20 | NA | NA | … | … | 0.06 | -0.62 | 0.94 | -1.54 | 0.82 | 1.20 | 2.16 | -0.52 | 2.03 | 0.26 | -0.19 | 0.77 | 1.93 | 1.60 | 0.14 | 0.86 | 2.33 | -1.11 | 0.41 | 2.00 | 0.59 | 1.57 | 2.67 | -1.22 | 0.01 |
| Standard Deviation(%) | NA | 9.68 | 9.21 | 8.80 | 7.46 | NA | NA | … | … | 7.67 | 9.71 | 7.84 | 9.89 | 8.04 | 8.27 | 5.19 | 7.55 | 4.47 | 5.09 | 6.30 | 5.50 | 6.34 | 5.07 | 8.87 | 13.42 | 8.06 | 4.59 | 10.15 | 7.97 | 7.57 | 7.16 | 4.57 | 5.20 | 0.05 |
| Draw Down(%) | NA | 10.93 | 14.55 | 15.65 | 15.65 | NA | NA | … | … | 0.57 | 10.93 | 7.71 | 14.71 | 3.85 | 10.22 | 2.08 | 8.37 | 2.97 | 4.17 | 6.64 | 4.64 | 6.37 | 4.41 | 8.82 | 9.71 | 4.25 | 8.51 | 6.98 | 7.34 | 4.77 | 8.39 | 3.28 | 6.67 | 0.00 |
| Yield(%) | NA | 3.85 | 5.58 | 5.64 | 5.13 | NA | NA | … | … | NA | 0.52 | 4.12 | 5.03 | 7.05 | 5.69 | 6.55 | 5.72 | 0.07 | 2.36 | 7.85 | 6.84 | 2.42 | 3.65 | 1.42 | 3.89 | 3.94 | 2.48 | 3.26 | 4.57 | 2.59 | 4.89 | 2.73 | 0.89 | 2.31 |
Data as of 10/31/2024, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| First Quality Maintenance II LlC 401(k) Tactical Asset Allocation Moderate |
-1.10%
Dec 2021 – Dec 2024 |
2.08%
Sep 2018 – Sep 2023 |
2.88%
Oct 2013 – Oct 2023 |
4.59%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| First Quality Maintenance II LlC 401(k) Tactical Asset Allocation Moderate |
14.55%
May 2004 – May 2007 |
12.32%
Oct 2002 – Oct 2007 |
9.72%
Apr 2003 – Apr 2013 |
8.04%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart