Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Quantcast 401K Tactical Asset Allocation Moderate | NA | 21.12% | 3.49% | 7.11% | 6.04% | 6.29% | 8.79% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Quantcast 401K 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 (%) | -1.35 | 21.12 | 3.49 | 7.11 | 6.04 | 6.29 | 8.79 | … | … | -0.27 | 1.71 | 13.14 | -11.26 | 12.67 | 13.12 | 19.22 | -7.69 | 12.62 | 9.01 | -3.56 | 0.86 | 13.58 | 8.84 | -1.09 | 7.99 | 33.49 | -5.64 | 20.32 | 18.49 | 16.64 | 14.68 | 26.55 | 8.88 | 6.30 |
| Sharpe Ratio | NA | -0.49 | -0.26 | 0.26 | 0.42 | NA | NA | … | … | -0.05 | -0.53 | 0.88 | -0.93 | 1.34 | 1.12 | 2.93 | -1.11 | 2.58 | 1.88 | -0.58 | 0.16 | 2.08 | 1.93 | -0.12 | 0.81 | 3.53 | -1.26 | 1.52 | 1.55 | 2.30 | 1.63 | 5.24 | 1.71 | 0.92 |
| Standard Deviation(%) | NA | 9.20 | 11.15 | 10.93 | 8.85 | NA | NA | … | … | 6.88 | 9.29 | 10.09 | 13.66 | 9.46 | 11.55 | 6.09 | 8.10 | 4.65 | 4.68 | 6.18 | 5.36 | 6.53 | 4.56 | 9.29 | 9.76 | 9.46 | 5.22 | 11.42 | 9.80 | 6.28 | 8.43 | 4.94 | 4.55 | 4.32 |
| Draw Down(%) | NA | 8.75 | 15.26 | 16.51 | 16.51 | NA | NA | … | … | 0.65 | 8.75 | 8.81 | 16.51 | 4.79 | 15.01 | 2.83 | 15.00 | 2.24 | 3.41 | 7.90 | 5.85 | 4.19 | 4.32 | 10.10 | 8.11 | 4.48 | 7.41 | 9.53 | 14.12 | 5.58 | 9.33 | 2.17 | 4.53 | 3.55 |
| Yield(%) | NA | 7.15 | 5.73 | 5.71 | 4.44 | NA | NA | … | … | NA | 0.51 | 7.44 | 5.80 | 3.55 | 5.40 | 5.99 | 3.64 | 4.27 | 3.50 | 2.52 | 2.42 | 3.01 | 4.67 | 1.40 | 4.59 | 4.85 | 2.83 | 6.67 | 7.45 | 3.96 | 2.96 | 4.36 | 5.98 | 8.34 |
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 |
|---|---|---|---|---|
| Quantcast 401K Tactical Asset Allocation Moderate |
0.70%
Dec 2021 – Dec 2024 |
1.97%
Dec 2013 – Dec 2018 |
4.28%
Oct 2013 – Oct 2023 |
5.58%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Quantcast 401K Tactical Asset Allocation Moderate |
22.52%
Oct 2004 – Oct 2007 |
20.47%
Oct 2002 – Oct 2007 |
14.94%
Apr 2001 – Apr 2011 |
11.30%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart