Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| New American Mortgage 401(k) Plan Strategic Asset Allocation – Optimal Moderate | NA | 17.01% | -1.72% | 4.87% | 4.76% | 6.08% | 5.57% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| New American Mortgage 401(k) Plan Strategic Asset Allocation – Optimal 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 (%) | -0.73 | 17.01 | -1.72 | 4.87 | 4.76 | 6.08 | 5.57 | … | … | 1.67 | 2.88 | 15.29 | -20.33 | 5.89 | 22.69 | 16.60 | -5.32 | 11.04 | 3.29 | 1.04 | 3.66 | 17.89 | 12.22 | -3.24 | 10.81 | 28.51 | -27.68 | 10.45 | 10.08 | 6.51 | 8.20 | 18.03 | -6.07 | 2.31 |
| Sharpe Ratio | NA | -0.04 | -0.33 | 0.13 | 0.27 | NA | NA | … | … | 0.16 | -0.25 | 1.23 | -1.37 | 0.40 | 1.30 | 2.16 | -0.67 | 2.05 | 0.37 | 0.12 | 0.53 | 2.54 | 1.64 | -0.24 | 1.02 | 1.79 | -1.40 | 0.78 | 0.95 | 0.68 | 0.99 | 2.10 | -0.69 | 0.01 |
| Standard Deviation(%) | NA | 14.87 | 13.61 | 14.62 | 11.74 | NA | NA | … | … | 10.24 | 14.90 | 9.01 | 15.83 | 14.52 | 17.34 | 7.03 | 9.92 | 5.09 | 8.38 | 8.17 | 6.91 | 7.02 | 7.42 | 13.67 | 10.50 | 15.86 | 20.44 | 9.57 | 7.14 | 6.39 | 7.36 | 8.27 | 10.42 | 0.05 |
| Draw Down(%) | NA | 7.30 | 23.78 | 26.22 | 26.22 | NA | NA | … | … | 0.73 | 7.30 | 9.44 | 25.37 | 8.27 | 19.91 | 3.40 | 13.58 | 4.17 | 7.62 | 8.19 | 6.12 | 6.55 | 6.08 | 14.84 | 8.39 | 15.28 | 37.64 | 7.11 | 8.70 | 4.98 | 6.62 | 9.12 | 13.70 | 0.00 |
| Yield(%) | NA | 3.95 | 3.93 | 3.76 | 3.38 | NA | NA | … | … | NA | 0.36 | 4.03 | 1.38 | 6.05 | 3.77 | 3.66 | 4.74 | 0.12 | 0.66 | 4.82 | 4.99 | 4.44 | 1.71 | 1.36 | 1.41 | 1.45 | 1.87 | 7.37 | 4.22 | 2.00 | 2.19 | 0.69 | 0.78 | 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 |
|---|---|---|---|---|
| New American Mortgage 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
-8.37%
Feb 2006 – Feb 2009 |
-2.29%
Feb 2004 – Feb 2009 |
3.69%
Oct 2013 – Oct 2023 |
3.59%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| New American Mortgage 401(k) Plan Strategic Asset Allocation – Optimal Moderate |
18.11%
Feb 2009 – Feb 2012 |
15.79%
Feb 2009 – Feb 2014 |
9.47%
Feb 2009 – Feb 2019 |
8.28%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart