Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CONCUR TECHNOLOGIES INC 401K PLAN AND TRUST Tactical Asset Allocation Moderate | NA | -2.69% | 1.68% | 0.67% | 1.66% | 4.22% | 6.50% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CONCUR TECHNOLOGIES INC 401K PLAN AND TRUST 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 (%) | -0.35 | -2.69 | 1.68 | 0.67 | 1.66 | 4.22 | 6.50 | … | … | -1.05 | 7.09 | -10.99 | 7.90 | 14.36 | 0.26 | -6.19 | 15.84 | 6.14 | -8.67 | 0.32 | 12.85 | 9.00 | -4.62 | 5.83 | 30.51 | -5.78 | 17.47 | 22.11 | 16.59 | 13.01 | 20.19 | 7.19 | 6.47 |
| Sharpe Ratio | NA | 0.15 | -0.20 | 0.18 | 0.18 | NA | NA | … | … | -0.16 | 0.41 | -1.38 | 0.77 | 1.57 | -0.21 | -0.96 | 2.85 | 0.99 | -1.53 | 0.05 | 1.79 | 1.66 | -0.53 | 0.51 | 2.96 | -1.22 | 1.14 | 1.66 | 2.14 | 1.27 | 3.59 | 1.49 | 1.09 |
| Standard Deviation(%) | NA | 7.26 | 8.65 | 8.33 | 7.36 | NA | NA | … | … | 8.57 | 6.88 | 8.97 | 10.22 | 9.00 | 5.40 | 7.80 | 5.33 | 6.00 | 5.70 | 6.40 | 7.17 | 5.39 | 8.80 | 11.22 | 10.26 | 5.51 | 12.71 | 11.32 | 6.75 | 9.47 | 5.43 | 4.07 | 3.83 |
| Draw Down(%) | NA | 6.09 | 16.68 | 16.68 | 18.90 | NA | NA | … | … | 2.58 | 6.09 | 12.31 | 4.88 | 10.90 | 6.10 | 12.44 | 2.26 | 3.30 | 11.25 | 6.53 | 6.73 | 5.28 | 9.26 | 8.88 | 5.06 | 6.56 | 9.40 | 15.05 | 5.67 | 11.41 | 3.29 | 4.97 | 2.79 |
| Yield(%) | NA | 3.50 | 3.82 | 4.05 | 3.53 | NA | NA | … | … | 0.01 | 3.72 | 3.60 | 4.12 | 5.94 | 2.88 | 2.34 | 0.13 | 1.81 | 6.50 | 4.49 | 3.54 | 5.02 | 1.64 | 4.24 | 4.72 | 2.13 | 12.72 | 9.24 | 4.33 | 3.61 | 3.08 | 4.59 | 6.38 |
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 |
|---|---|---|---|---|
| CONCUR TECHNOLOGIES INC 401K PLAN AND TRUST Tactical Asset Allocation Moderate |
-0.92%
Dec 2013 – Dec 2016 |
-0.25%
Feb 2018 – Feb 2023 |
1.66%
Oct 2013 – Oct 2023 |
3.79%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CONCUR TECHNOLOGIES INC 401K PLAN AND TRUST Tactical Asset Allocation Moderate |
22.64%
Oct 2004 – Oct 2007 |
18.89%
Oct 2002 – Oct 2007 |
13.19%
Apr 2001 – Apr 2011 |
9.81%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart