Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| M&C Saatchi Mobile 401k Plan Tactical Asset Allocation Moderate | NA | 26.24% | 8.00% | 10.34% | 7.07% | 7.75% | 9.60% | … | … |
Data as of 09/30/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| M&C Saatchi Mobile 401k Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/19/2024 |
| 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 (%) | 0.28 | 26.24 | 8.00 | 10.34 | 7.07 | 7.75 | 9.60 | … | … | 10.19 | 13.34 | -8.70 | 14.15 | 14.11 | 15.49 | -11.14 | 12.06 | 8.80 | -0.98 | 2.30 | 16.97 | 10.62 | 2.63 | 10.60 | 27.33 | 2.11 | 17.01 | 15.99 | 10.80 | 13.08 | 39.21 | 3.59 | 3.07 |
| Sharpe Ratio | NA | 0.38 | 0.12 | 0.45 | 0.42 | NA | NA | … | … | 0.36 | 1.21 | -0.84 | 1.23 | 0.67 | 2.19 | -1.19 | 2.22 | 0.97 | -0.11 | 0.28 | 2.32 | 1.27 | 0.19 | 1.01 | 3.38 | 0.20 | 1.30 | 1.55 | 1.46 | 1.46 | 6.65 | 0.51 | 0.11 |
| Standard Deviation(%) | NA | 10.23 | 10.16 | 13.16 | 11.02 | NA | NA | … | … | 10.30 | 7.52 | 12.04 | 11.44 | 20.73 | 6.43 | 10.48 | 5.16 | 8.84 | 9.54 | 8.11 | 7.30 | 8.33 | 13.64 | 10.40 | 8.07 | 5.89 | 10.78 | 8.23 | 5.90 | 8.31 | 5.80 | 4.81 | 6.70 |
| Draw Down(%) | NA | 6.88 | 15.51 | 25.11 | 25.11 | NA | NA | … | … | 6.88 | 6.92 | 15.13 | 5.29 | 25.11 | 4.47 | 18.34 | 2.41 | 6.33 | 10.51 | 7.28 | 5.00 | 7.87 | 12.38 | 10.15 | 3.84 | 5.10 | 8.91 | 11.34 | 5.72 | 9.57 | 2.57 | 5.63 | 5.87 |
| Yield(%) | NA | 8.49 | 7.32 | 5.83 | 5.23 | NA | NA | … | … | 0.97 | 8.79 | 3.14 | 10.64 | 3.49 | 4.46 | 5.79 | 1.25 | 2.39 | 6.14 | 8.11 | 7.62 | 1.98 | 1.58 | 2.72 | 4.76 | 8.02 | 8.86 | 6.26 | 4.54 | 2.28 | 3.99 | 2.83 | 7.49 |
Data as of 09/30/2024, 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 |
|---|---|---|---|---|
| M&C Saatchi Mobile 401k Plan Tactical Asset Allocation Moderate |
-1.68%
Mar 2017 – Mar 2020 |
0.31%
Mar 2015 – Mar 2020 |
4.37%
Mar 2010 – Mar 2020 |
6.96%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| M&C Saatchi Mobile 401k Plan Tactical Asset Allocation Moderate |
21.61%
Jan 2003 – Jan 2006 |
19.98%
Oct 2002 – Oct 2007 |
14.80%
Apr 2001 – Apr 2011 |
12.35%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart