Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SciQuest Inc. 401k Plan Tactical Asset Allocation Moderate | NA | 4.90% | 1.51% | -0.03% | 1.61% | 4.72% | 6.36% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SciQuest Inc. 401k Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 (%) | -0.53 | 4.90 | 1.51 | -0.03 | 1.61 | 4.72 | 6.36 | … | … | 2.17 | 17.34 | -18.27 | 9.89 | 1.88 | 5.93 | -3.31 | 15.14 | 4.72 | -5.14 | 0.81 | 14.12 | 4.80 | 0.34 | 9.66 | 28.29 | -7.27 | 17.68 | 16.71 | 15.71 | 12.44 | 30.11 | 3.54 | 3.52 |
| Sharpe Ratio | NA | 1.04 | 0.02 | 0.13 | 0.22 | NA | NA | … | … | 0.23 | 1.60 | -1.80 | 0.96 | 0.17 | 0.51 | -0.51 | 2.82 | 0.85 | -0.82 | 0.12 | 2.13 | 0.80 | 0.04 | 0.89 | 2.85 | -1.46 | 1.23 | 1.37 | 2.14 | 1.37 | 5.81 | 0.57 | 0.49 |
| Standard Deviation(%) | NA | 8.11 | 9.79 | 9.66 | 8.25 | NA | NA | … | … | 8.03 | 8.18 | 10.94 | 10.30 | 9.45 | 8.88 | 9.03 | 5.15 | 5.31 | 6.31 | 6.45 | 6.62 | 5.93 | 7.75 | 10.69 | 9.89 | 5.61 | 11.92 | 9.79 | 6.34 | 8.38 | 5.07 | 4.23 | 2.44 |
| Draw Down(%) | NA | 8.06 | 22.28 | 22.28 | 22.28 | NA | NA | … | … | 1.60 | 8.06 | 19.37 | 5.93 | 14.41 | 4.67 | 9.58 | 3.26 | 4.12 | 8.57 | 6.69 | 4.49 | 5.58 | 7.68 | 8.21 | 4.20 | 12.34 | 9.47 | 14.39 | 5.23 | 9.77 | 2.51 | 7.27 | 2.75 |
| Yield(%) | NA | 4.81 | 5.03 | 5.25 | 3.76 | NA | NA | … | … | 0.00 | 5.10 | 2.65 | 7.60 | 3.85 | 7.43 | 3.21 | 0.37 | 1.96 | 2.31 | 3.64 | 8.57 | 2.11 | 3.58 | 2.51 | 2.87 | 3.27 | 7.13 | 6.71 | 5.03 | 2.30 | 5.44 | 3.45 | 4.00 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| SciQuest Inc. 401k Plan Tactical Asset Allocation Moderate |
-3.01%
Jun 2019 – Jun 2022 |
-1.37%
Oct 2017 – Oct 2022 |
1.61%
Oct 2013 – Oct 2023 |
3.37%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SciQuest Inc. 401k Plan Tactical Asset Allocation Moderate |
21.35%
Oct 2004 – Oct 2007 |
20.04%
Oct 2002 – Oct 2007 |
12.75%
Apr 2001 – Apr 2011 |
10.37%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart