Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| THE MATHWORKS 401K RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 16.31% | -1.58% | 4.28% | 2.98% | 3.54% | 5.65% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE MATHWORKS 401K RETIREMENT PLAN 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 (%) | -1.53 | 16.31 | -1.58 | 4.28 | 2.98 | 3.54 | 5.65 | … | … | 0.79 | 2.83 | 4.89 | -15.16 | 14.60 | 12.74 | 6.65 | -6.34 | 7.53 | 9.85 | -5.61 | -3.10 | 12.47 | 8.50 | -1.52 | 4.84 | 19.54 | -0.13 | 11.34 | 18.82 | 8.92 | 16.84 | 21.86 | 10.59 | 11.60 |
| Sharpe Ratio | NA | -0.11 | -0.68 | 0.12 | 0.15 | NA | NA | … | … | 0.07 | -0.37 | 0.08 | -1.88 | 1.39 | 1.31 | 0.99 | -0.93 | 1.22 | 1.49 | -1.03 | -0.42 | 1.74 | 1.65 | -0.18 | 0.55 | 2.49 | -0.17 | 0.79 | 1.99 | 1.20 | 2.32 | 3.65 | 2.20 | 1.76 |
| Standard Deviation(%) | NA | 10.02 | 8.90 | 9.39 | 8.00 | NA | NA | … | … | 10.05 | 10.11 | 7.60 | 8.80 | 10.49 | 9.54 | 5.32 | 8.26 | 5.67 | 6.48 | 5.48 | 7.47 | 7.16 | 5.12 | 8.85 | 8.59 | 7.82 | 6.05 | 10.62 | 7.80 | 5.62 | 6.86 | 5.80 | 4.32 | 5.29 |
| Draw Down(%) | NA | 7.17 | 19.56 | 20.76 | 20.76 | NA | NA | … | … | 0.84 | 7.17 | 8.40 | 15.68 | 4.49 | 11.22 | 4.10 | 12.89 | 4.89 | 4.75 | 8.08 | 6.45 | 5.61 | 5.25 | 10.96 | 8.22 | 4.17 | 7.29 | 6.74 | 7.94 | 3.84 | 8.98 | 3.49 | 2.87 | 4.49 |
| Yield(%) | NA | 5.40 | 6.59 | 5.16 | 4.24 | NA | NA | … | … | NA | 0.92 | 5.02 | 5.82 | 8.08 | 3.36 | 3.05 | 0.82 | 0.45 | 3.48 | 6.76 | 4.89 | 5.78 | 6.90 | 3.69 | 5.86 | 5.35 | 3.99 | 6.96 | 8.91 | 4.89 | 2.70 | 4.94 | 7.07 | 8.28 |
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 |
|---|---|---|---|---|
| THE MATHWORKS 401K RETIREMENT PLAN Tactical Asset Allocation Moderate |
-2.91%
Dec 2021 – Dec 2024 |
0.24%
Dec 2013 – Dec 2018 |
1.23%
Oct 2013 – Oct 2023 |
3.22%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE MATHWORKS 401K RETIREMENT PLAN Tactical Asset Allocation Moderate |
17.50%
Apr 2003 – Apr 2006 |
17.17%
Oct 2002 – Oct 2007 |
12.46%
Apr 2001 – Apr 2011 |
8.83%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart