Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TELCORDIA TECHNOLOGIES 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate | NA | 24.54% | 0.66% | 6.67% | 6.56% | 7.52% | 7.23% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TELCORDIA TECHNOLOGIES 401K SAVINGS 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 (%) | -1.03 | 24.54 | 0.66 | 6.67 | 6.56 | 7.52 | 7.23 | … | … | 0.40 | 6.08 | 16.00 | -19.15 | 6.75 | 20.41 | 19.38 | -5.27 | 17.60 | 7.12 | -0.07 | 6.08 | 13.13 | 12.42 | -1.03 | 12.45 | 27.26 | -26.12 | 11.72 | 14.91 | 10.88 | 14.07 | 22.80 | -5.90 | 1.64 |
| Sharpe Ratio | NA | 0.08 | -0.28 | 0.20 | 0.43 | NA | NA | … | … | 0.05 | -0.06 | 1.26 | -1.26 | 0.72 | 1.13 | 2.44 | -0.67 | 3.84 | 0.82 | -0.01 | 1.05 | 1.87 | 1.52 | -0.08 | 1.11 | 1.66 | -1.20 | 0.84 | 1.44 | 1.42 | 1.80 | 2.92 | -0.63 | -0.06 |
| Standard Deviation(%) | NA | 9.13 | 12.09 | 13.02 | 10.67 | NA | NA | … | … | 7.02 | 9.19 | 9.30 | 16.34 | 9.28 | 17.92 | 7.38 | 9.87 | 4.42 | 8.38 | 7.14 | 5.79 | 7.00 | 8.13 | 13.50 | 11.16 | 16.37 | 22.50 | 10.36 | 8.07 | 6.13 | 7.31 | 7.56 | 11.14 | 11.65 |
| Draw Down(%) | NA | 6.01 | 24.49 | 26.54 | 26.54 | NA | NA | … | … | 0.59 | 6.01 | 9.42 | 25.19 | 6.06 | 21.25 | 4.08 | 12.68 | 1.26 | 5.85 | 8.10 | 4.19 | 6.72 | 7.21 | 12.70 | 8.51 | 16.27 | 36.29 | 7.11 | 9.44 | 4.75 | 7.63 | 7.79 | 16.29 | 15.53 |
| Yield(%) | NA | 5.04 | 4.80 | 4.40 | 3.53 | NA | NA | … | … | NA | 0.78 | 4.87 | 3.75 | 4.97 | 3.88 | 3.72 | 3.23 | 0.33 | 2.76 | 3.59 | 3.47 | 3.26 | 2.64 | 3.04 | 2.75 | 2.96 | 4.79 | 6.97 | 6.81 | 3.41 | 2.77 | 2.39 | 2.32 | 2.85 |
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 |
|---|---|---|---|---|
| TELCORDIA TECHNOLOGIES 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
-6.66%
Feb 2006 – Feb 2009 |
0.59%
Feb 2004 – Feb 2009 |
5.01%
Oct 2013 – Oct 2023 |
4.54%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TELCORDIA TECHNOLOGIES 401K SAVINGS PLAN Strategic Asset Allocation – Optimal Moderate |
19.35%
Feb 2009 – Feb 2012 |
15.57%
Oct 2002 – Oct 2007 |
10.55%
Feb 2009 – Feb 2019 |
9.23%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart