Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Synchronoss 401k Plan Tactical Asset Allocation Moderate | NA | 1.86% | -0.37% | 3.20% | 2.16% | 5.06% | 5.93% | … | … |
Data as of 12/29/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Synchronoss 401k Plan Tactical Asset Allocation Moderate | 12/31/2000 | 03/27/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | 0.55 | 1.86 | -0.37 | 3.20 | 2.16 | 5.06 | 5.93 | … | … | 3.45 | 1.94 | -13.05 | 11.13 | 7.66 | 10.36 | -4.57 | 6.16 | 2.05 | -2.76 | 5.01 | 15.07 | 10.34 | -2.21 | 11.40 | 22.75 | -2.76 | 9.45 | 20.10 | 5.35 | 11.93 | 21.06 | -0.56 | 2.84 |
| Sharpe Ratio | NA | 0.89 | -0.39 | 0.13 | 0.16 | NA | NA | … | … | 0.29 | -0.32 | -1.64 | 1.03 | 0.61 | 1.81 | -0.69 | 0.90 | 0.22 | -0.34 | 0.70 | 2.10 | 1.67 | -0.20 | 0.97 | 2.42 | -2.46 | 0.68 | 2.29 | 0.54 | 1.52 | 4.51 | -0.37 | 0.11 |
| Standard Deviation(%) | NA | 7.40 | 8.81 | 9.30 | 8.48 | NA | NA | … | … | 8.99 | 7.19 | 8.83 | 10.82 | 12.10 | 4.95 | 8.51 | 6.14 | 8.35 | 8.29 | 7.10 | 7.15 | 6.15 | 10.98 | 11.69 | 9.34 | 1.50 | 9.55 | 7.35 | 5.93 | 7.23 | 4.52 | 4.56 | 4.66 |
| Draw Down(%) | NA | 5.49 | 21.19 | 22.61 | 22.61 | NA | NA | … | … | 1.60 | 7.09 | 15.31 | 6.83 | 22.61 | 2.76 | 10.95 | 5.84 | 10.47 | 9.23 | 5.95 | 5.81 | 5.92 | 12.97 | 9.95 | 4.70 | 3.35 | 6.76 | 5.40 | 4.53 | 8.96 | 1.83 | 8.20 | 3.57 |
| Yield(%) | NA | 3.28 | 3.81 | 4.21 | 4.20 | NA | NA | … | … | 0.37 | 3.38 | 2.59 | 5.87 | 5.91 | 1.95 | 3.36 | 0.75 | 3.56 | 6.38 | 6.97 | 5.30 | 3.94 | 1.95 | 3.46 | 2.97 | 2.26 | 4.08 | 6.66 | 6.93 | 3.71 | 3.92 | 2.28 | 4.67 |
Data as of 12/29/2023, 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 |
|---|---|---|---|---|
| Synchronoss 401k Plan Tactical Asset Allocation Moderate |
-2.39%
Mar 2017 – Mar 2020 |
-1.75%
Mar 2015 – Mar 2020 |
1.72%
Oct 2013 – Oct 2023 |
4.33%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Synchronoss 401k Plan Tactical Asset Allocation Moderate |
15.34%
Sep 2004 – Sep 2007 |
14.29%
Oct 2002 – Oct 2007 |
10.80%
Mar 2003 – Mar 2013 |
8.98%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart