Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CAMBRIDGE ASSOCIATES LLC 401K SAVINGS PLAN and TRUST Strategic Asset Allocation – Optimal Moderate | NA | 23.79% | 1.32% | 5.08% | 4.97% | 6.32% | 6.34% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAMBRIDGE ASSOCIATES LLC 401K SAVINGS PLAN and TRUST 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 (%) | -1.08 | 23.79 | 1.32 | 5.08 | 4.97 | 6.32 | 6.34 | … | … | -0.11 | 6.71 | 12.21 | -15.78 | 7.10 | 12.22 | 19.30 | -6.44 | 10.96 | 6.83 | -1.13 | 5.17 | 8.56 | 12.42 | -0.81 | 16.01 | 23.10 | -21.33 | 9.81 | 13.89 | 10.72 | 14.34 | 25.88 | -4.09 | -0.87 |
| Sharpe Ratio | NA | 0.14 | -0.34 | 0.11 | 0.31 | NA | NA | … | … | -0.03 | 0.02 | 0.92 | -1.28 | 0.85 | 0.65 | 2.84 | -0.91 | 2.43 | 0.81 | -0.14 | 0.85 | 1.16 | 1.65 | -0.06 | 1.42 | 1.24 | -0.97 | 0.69 | 1.33 | 1.38 | 1.78 | 3.35 | -0.55 | -0.36 |
| Standard Deviation(%) | NA | 7.49 | 10.20 | 12.06 | 9.98 | NA | NA | … | … | 6.62 | 7.57 | 8.64 | 13.41 | 8.37 | 18.55 | 6.30 | 8.52 | 4.24 | 8.14 | 8.54 | 6.06 | 7.32 | 7.52 | 14.24 | 11.24 | 18.49 | 22.89 | 9.87 | 7.99 | 6.22 | 7.54 | 7.52 | 9.46 | 8.92 |
| Draw Down(%) | NA | 5.11 | 22.94 | 23.98 | 23.98 | NA | NA | … | … | 0.64 | 4.96 | 8.92 | 23.30 | 5.70 | 23.98 | 2.93 | 12.51 | 1.96 | 6.30 | 9.72 | 4.87 | 8.11 | 6.13 | 13.48 | 8.42 | 17.47 | 34.82 | 6.54 | 9.34 | 4.18 | 8.89 | 5.79 | 15.30 | 13.14 |
| Yield(%) | NA | 3.84 | 3.41 | 3.34 | 2.94 | NA | NA | … | … | NA | 1.05 | 3.37 | 2.87 | 3.09 | 3.36 | 3.05 | 1.87 | 0.52 | 3.81 | 3.47 | 3.30 | 5.00 | 3.67 | 3.59 | 3.89 | 3.53 | 3.38 | 4.33 | 3.98 | 3.45 | 3.44 | 3.96 | 3.17 | 4.26 |
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 |
|---|---|---|---|---|
| CAMBRIDGE ASSOCIATES LLC 401K SAVINGS PLAN and TRUST Strategic Asset Allocation – Optimal Moderate |
-6.33%
Feb 2006 – Feb 2009 |
0.74%
Feb 2004 – Feb 2009 |
3.30%
Oct 2013 – Oct 2023 |
3.80%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAMBRIDGE ASSOCIATES LLC 401K SAVINGS PLAN and TRUST Strategic Asset Allocation – Optimal Moderate |
20.30%
Feb 2009 – Feb 2012 |
15.86%
Oct 2002 – Oct 2007 |
10.22%
Mar 2003 – Mar 2013 |
8.67%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart