Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Town of Needham MA 403B Plan Tactical Asset Allocation Moderate | NA | 3.79% | 13.34% | 10.68% | 8.31% | 7.85% | 10.12% | … | … |
Data as of 01/31/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Town of Needham MA 403B Plan Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 3.79 | 13.34 | 10.68 | 8.31 | 7.85 | 10.12 | … | … | -5.60 | 11.75 | 19.94 | 21.07 | -5.41 | 15.38 | 9.57 | -4.24 | 2.49 | 13.15 | 11.78 | -10.94 | 13.68 | 15.64 | -3.02 | 20.94 | 18.93 | 18.19 | 11.54 | 30.37 | 8.08 | 5.79 |
| Sharpe Ratio | NA | -0.14 | 1.14 | 1.06 | 1.03 | NA | NA | … | … | -0.59 | 1.27 | 1.64 | 3.44 | -0.84 | 2.82 | 1.69 | -0.65 | 0.42 | 2.01 | 2.54 | -0.83 | 1.42 | 1.29 | -0.44 | 1.35 | 1.64 | 2.25 | 1.22 | 5.23 | 1.51 | 0.83 |
| Standard Deviation(%) | NA | 8.25 | 9.73 | 8.68 | 7.43 | NA | NA | … | … | 9.61 | 9.20 | 12.03 | 5.72 | 8.00 | 5.23 | 5.55 | 6.52 | 5.86 | 6.53 | 4.62 | 13.30 | 9.58 | 12.03 | 8.87 | 13.25 | 9.57 | 7.11 | 8.66 | 5.67 | 4.62 | 4.21 |
| Draw Down(%) | NA | 8.55 | 13.17 | 13.17 | 13.17 | NA | NA | … | … | 8.18 | 4.80 | 13.17 | 2.00 | 12.37 | 2.03 | 5.51 | 9.38 | 5.30 | 6.49 | 4.13 | 19.78 | 7.49 | 8.44 | 11.15 | 10.09 | 13.35 | 6.46 | 11.19 | 2.61 | 4.85 | 2.37 |
| Yield(%) | NA | 5.81 | 4.86 | 4.06 | 3.91 | NA | NA | … | … | 0.72 | 5.78 | 5.18 | 3.49 | 5.28 | 0.62 | 5.04 | 2.00 | 3.58 | 5.29 | 3.71 | 2.95 | 4.95 | 3.84 | 2.52 | 6.78 | 6.01 | 5.33 | 4.19 | 4.14 | 3.56 | 6.93 |
Data as of 01/31/2022, 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 |
|---|---|---|---|---|
| Town of Needham MA 403B Plan Tactical Asset Allocation Moderate |
1.99%
Feb 2014 – Feb 2017 |
1.86%
Feb 2011 – Feb 2016 |
4.88%
Mar 2010 – Mar 2020 |
7.72%
Feb 2007 – Feb 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Town of Needham MA 403B Plan Tactical Asset Allocation Moderate |
24.24%
Oct 2004 – Oct 2007 |
21.81%
Oct 2002 – Oct 2007 |
14.09%
Apr 2001 – Apr 2011 |
10.60%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart