Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QUADRANT EPP 401K PLAN Tactical Asset Allocation Moderate | NA | 11.74% | 2.79% | 8.87% | 5.51% | 6.88% | 8.88% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QUADRANT EPP 401K PLAN Tactical Asset Allocation 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 (%) | -1.06 | 11.74 | 2.79 | 8.87 | 5.51 | 6.88 | 8.88 | … | … | 0.66 | 4.55 | 6.76 | -8.18 | 21.05 | 18.98 | 13.39 | -13.06 | 10.11 | 5.24 | -2.37 | 3.17 | 12.50 | 12.09 | 2.77 | 13.92 | 21.63 | 4.97 | 18.33 | 14.34 | 14.43 | 18.35 | 19.35 | 3.64 | 5.25 |
| Sharpe Ratio | NA | 0.00 | -0.24 | 0.49 | 0.34 | NA | NA | … | … | 0.06 | -0.21 | 0.35 | -0.75 | 2.32 | 1.10 | 1.78 | -1.69 | 1.72 | 0.60 | -0.27 | 0.41 | 1.70 | 1.49 | 0.22 | 1.19 | 1.91 | 0.65 | 1.63 | 1.40 | 1.81 | 2.22 | 2.87 | 0.46 | 0.49 |
| Standard Deviation(%) | NA | 9.52 | 10.15 | 11.68 | 9.89 | NA | NA | … | … | 9.85 | 9.59 | 7.20 | 12.83 | 9.08 | 16.99 | 6.74 | 8.50 | 5.52 | 8.38 | 8.78 | 7.63 | 7.31 | 8.06 | 12.44 | 11.60 | 11.28 | 6.25 | 9.42 | 7.93 | 6.76 | 7.85 | 6.51 | 5.49 | 6.03 |
| Draw Down(%) | NA | 6.42 | 18.78 | 22.45 | 22.45 | NA | NA | … | … | 0.74 | 6.42 | 5.25 | 18.78 | 3.93 | 22.45 | 2.94 | 17.41 | 3.03 | 7.46 | 9.81 | 6.92 | 8.77 | 5.85 | 11.88 | 8.30 | 5.69 | 4.43 | 8.02 | 10.41 | 5.30 | 8.75 | 4.42 | 4.58 | 4.79 |
| Yield(%) | NA | 4.30 | 7.99 | 9.45 | 6.61 | NA | NA | … | … | NA | 0.99 | 4.27 | 13.51 | 11.77 | 8.91 | 8.99 | 3.15 | 2.07 | 2.59 | 6.57 | 4.55 | 3.56 | 2.66 | 9.50 | 2.30 | 3.81 | 3.97 | 9.10 | 6.40 | 8.41 | 4.47 | 4.28 | 5.66 | 5.04 |
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 |
|---|---|---|---|---|
| QUADRANT EPP 401K PLAN Tactical Asset Allocation Moderate |
-2.60%
Mar 2022 – Mar 2025 |
-1.00%
Mar 2015 – Mar 2020 |
3.49%
Mar 2010 – Mar 2020 |
5.26%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QUADRANT EPP 401K PLAN Tactical Asset Allocation Moderate |
20.56%
Apr 2003 – Apr 2006 |
18.04%
Mar 2003 – Mar 2008 |
14.80%
Apr 2003 – Apr 2013 |
11.30%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart