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 Strategic Asset Allocation – Optimal Moderate | NA | 23.03% | 1.70% | 4.27% | 3.83% | 5.43% | 5.65% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| M&C Saatchi Mobile 401k 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 | 23.03 | 1.70 | 4.27 | 3.83 | 5.43 | 5.65 | … | … | 0.41 | 5.70 | 13.62 | -16.27 | 6.95 | 7.88 | 15.97 | -7.29 | 9.94 | 2.51 | -0.61 | 1.02 | 14.73 | 12.27 | -2.31 | 12.20 | 29.92 | -25.08 | 12.40 | 11.33 | 10.21 | 13.18 | 35.87 | -2.10 | 5.19 |
| Sharpe Ratio | NA | 0.02 | -0.30 | 0.04 | 0.17 | NA | NA | … | … | 0.05 | -0.09 | 1.07 | -1.25 | 0.70 | 0.38 | 2.03 | -0.82 | 1.78 | 0.27 | -0.07 | 0.14 | 2.07 | 1.73 | -0.18 | 1.06 | 1.80 | -1.30 | 0.95 | 1.08 | 1.20 | 1.53 | 4.30 | -0.31 | 0.33 |
| Standard Deviation(%) | NA | 9.36 | 11.05 | 13.22 | 11.00 | NA | NA | … | … | 6.53 | 9.41 | 8.76 | 14.15 | 9.89 | 20.21 | 7.19 | 10.53 | 5.24 | 8.44 | 8.86 | 7.21 | 7.09 | 7.07 | 13.07 | 11.47 | 16.54 | 20.04 | 9.86 | 7.50 | 6.70 | 7.99 | 8.18 | 10.43 | 8.66 |
| Draw Down(%) | NA | 7.78 | 21.18 | 27.13 | 27.13 | NA | NA | … | … | 0.60 | 7.78 | 8.12 | 21.73 | 6.46 | 27.13 | 3.28 | 14.89 | 3.32 | 9.25 | 9.70 | 7.10 | 6.13 | 5.65 | 13.89 | 9.45 | 17.09 | 34.84 | 7.96 | 9.51 | 6.01 | 8.43 | 6.91 | 15.78 | 10.13 |
| Yield(%) | NA | 5.93 | 5.32 | 4.78 | 3.88 | NA | NA | … | … | NA | 0.35 | 6.20 | 2.41 | 7.14 | 4.14 | 3.74 | 2.01 | 0.24 | 0.85 | 7.02 | 5.25 | 5.03 | 2.05 | 1.41 | 2.84 | 2.91 | 4.83 | 6.04 | 5.56 | 3.60 | 2.88 | 3.21 | 1.50 | 3.64 |
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 |
|---|---|---|---|---|
| M&C Saatchi Mobile 401k Plan Strategic Asset Allocation – Optimal Moderate |
-6.72%
Feb 2006 – Feb 2009 |
-0.50%
Mar 2015 – Mar 2020 |
2.11%
Oct 2013 – Oct 2023 |
2.92%
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 Strategic Asset Allocation – Optimal Moderate |
21.66%
Mar 2003 – Mar 2006 |
17.20%
Oct 2002 – Oct 2007 |
10.52%
Mar 2003 – Mar 2013 |
8.73%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart