Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Quantcast 401K Strategic Asset Allocation – Optimal Moderate | NA | 23.71% | 2.31% | 5.35% | 5.35% | 7.02% | 6.43% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Quantcast 401K 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 (%) | -1.26 | 23.71 | 2.31 | 5.35 | 5.35 | 7.02 | 6.43 | … | … | -0.18 | 4.57 | 13.54 | -12.81 | 5.54 | 10.58 | 19.50 | -6.35 | 13.80 | 6.46 | -1.73 | 7.36 | 12.24 | 13.07 | -0.96 | 15.61 | 33.02 | -27.70 | 6.39 | 14.27 | 6.96 | 14.89 | 25.05 | 3.60 | 14.11 |
| Sharpe Ratio | NA | -0.19 | -0.27 | 0.11 | 0.32 | NA | NA | … | … | -0.04 | -0.26 | 1.08 | -1.08 | 0.67 | 0.55 | 2.89 | -0.93 | 3.04 | 0.78 | -0.22 | 1.21 | 1.82 | 1.69 | -0.07 | 1.34 | 1.67 | -1.20 | 0.36 | 1.40 | 0.85 | 2.18 | 3.36 | 0.27 | 1.54 |
| Standard Deviation(%) | NA | 7.83 | 10.13 | 12.13 | 9.94 | NA | NA | … | … | 5.94 | 7.89 | 8.63 | 13.09 | 8.18 | 18.96 | 6.26 | 8.24 | 4.33 | 8.06 | 8.03 | 6.08 | 6.72 | 7.70 | 14.14 | 11.62 | 19.77 | 23.83 | 9.39 | 7.87 | 5.63 | 6.39 | 7.25 | 9.19 | 7.65 |
| Draw Down(%) | NA | 7.43 | 20.07 | 25.19 | 25.19 | NA | NA | … | … | 0.69 | 7.26 | 8.38 | 20.32 | 4.05 | 25.19 | 3.19 | 12.66 | 1.65 | 6.41 | 9.16 | 5.14 | 6.55 | 7.00 | 14.65 | 8.70 | 19.26 | 39.81 | 6.09 | 7.98 | 4.04 | 6.18 | 7.49 | 13.25 | 9.51 |
| Yield(%) | NA | 5.61 | 4.12 | 4.50 | 4.17 | NA | NA | … | … | NA | 0.44 | 5.68 | 3.15 | 3.78 | 4.71 | 4.82 | 4.61 | 3.86 | 3.44 | 3.84 | 4.01 | 4.34 | 2.61 | 3.64 | 2.87 | 3.16 | 3.18 | 6.50 | 6.98 | 4.67 | 4.42 | 2.81 | 4.21 | 5.80 |
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 Strategic Asset Allocation – Optimal Moderate |
-9.55%
Feb 2006 – Feb 2009 |
-1.76%
Feb 2004 – Feb 2009 |
3.95%
Oct 2013 – Oct 2023 |
4.27%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Quantcast 401K Strategic Asset Allocation – Optimal Moderate |
23.25%
Feb 2009 – Feb 2012 |
17.51%
Feb 2009 – Feb 2014 |
11.00%
Feb 2009 – Feb 2019 |
9.09%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart