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 Strategic Asset Allocation – Optimal Moderate | NA | 24.70% | 2.14% | 6.45% | 5.44% | 6.95% | 6.49% | … | … |
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 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 (%) | -1.21 | 24.70 | 2.14 | 6.45 | 5.44 | 6.95 | 6.49 | … | … | 0.42 | 5.38 | 12.60 | -14.68 | 5.65 | 20.79 | 19.15 | -8.01 | 9.43 | 6.09 | -1.07 | 4.65 | 12.99 | 14.59 | -0.64 | 15.32 | 27.43 | -28.26 | 12.47 | 10.79 | 10.54 | 14.82 | 24.58 | -3.04 | 3.06 |
| Sharpe Ratio | NA | 0.04 | -0.24 | 0.22 | 0.32 | NA | NA | … | … | 0.04 | -0.13 | 0.84 | -1.11 | 0.57 | 1.10 | 2.47 | -0.92 | 1.66 | 0.70 | -0.15 | 0.81 | 1.85 | 1.98 | -0.04 | 1.46 | 1.64 | -1.30 | 0.92 | 0.90 | 1.32 | 1.79 | 3.18 | -0.43 | 0.07 |
| Standard Deviation(%) | NA | 9.19 | 11.43 | 12.94 | 10.67 | NA | NA | … | … | 8.10 | 9.30 | 9.91 | 14.42 | 9.81 | 18.62 | 7.19 | 10.08 | 5.31 | 8.43 | 7.12 | 5.74 | 7.01 | 7.32 | 14.84 | 10.41 | 16.69 | 22.44 | 10.30 | 8.40 | 6.34 | 7.76 | 7.50 | 9.71 | 11.39 |
| Draw Down(%) | NA | 7.65 | 21.02 | 22.52 | 22.52 | NA | NA | … | … | 0.64 | 7.52 | 9.32 | 22.52 | 7.18 | 22.09 | 3.39 | 15.57 | 3.39 | 7.60 | 7.51 | 4.86 | 6.76 | 6.05 | 15.17 | 7.54 | 17.46 | 38.88 | 7.07 | 9.22 | 3.91 | 7.61 | 5.12 | 14.88 | 14.99 |
| Yield(%) | NA | 6.18 | 7.50 | 6.25 | 5.13 | NA | NA | … | … | NA | 1.08 | 5.67 | 6.83 | 8.35 | 5.25 | 3.53 | 7.12 | 0.50 | 2.80 | 6.07 | 3.96 | 4.81 | 4.50 | 2.16 | 3.57 | 2.59 | 4.88 | 6.67 | 6.80 | 6.77 | 5.91 | 3.88 | 2.98 | 3.85 |
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 Strategic Asset Allocation – Optimal Moderate |
-8.72%
Feb 2006 – Feb 2009 |
-0.73%
Feb 2004 – Feb 2009 |
3.65%
Oct 2013 – Oct 2023 |
3.99%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE MATHWORKS 401K RETIREMENT PLAN Strategic Asset Allocation – Optimal Moderate |
21.08%
Feb 2009 – Feb 2012 |
16.87%
Feb 2009 – Feb 2014 |
9.91%
Feb 2009 – Feb 2019 |
8.85%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart