Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JDA SOFTWARE INC. 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 19.64% | 0.95% | 6.65% | 5.78% | 7.60% | 8.83% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JDA SOFTWARE INC. 401K PROFIT SHARING 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 (%) | -1.10 | 19.64 | 0.95 | 6.65 | 5.78 | 7.60 | 8.83 | … | … | 0.46 | 8.10 | 11.45 | -14.18 | 7.86 | 18.83 | 17.82 | -5.17 | 8.59 | 7.90 | -1.04 | 5.19 | 17.11 | 15.73 | -0.26 | 17.06 | 20.48 | 2.78 | 13.51 | 15.78 | 9.07 | 13.94 | 15.08 | 1.02 | -1.00 |
| Sharpe Ratio | NA | 0.32 | -0.13 | 0.27 | 0.38 | NA | NA | … | … | 0.06 | 0.18 | 0.88 | -1.12 | 0.73 | 1.03 | 2.46 | -0.66 | 1.55 | 0.88 | -0.11 | 0.62 | 2.14 | 1.93 | -0.02 | 1.51 | 1.98 | 0.31 | 1.06 | 1.60 | 1.13 | 1.78 | 1.91 | -0.01 | -0.48 |
| Standard Deviation(%) | NA | 8.24 | 10.45 | 12.45 | 10.51 | NA | NA | … | … | 6.97 | 8.34 | 8.22 | 13.93 | 10.81 | 18.03 | 6.67 | 9.75 | 5.13 | 8.70 | 9.55 | 8.40 | 7.99 | 8.14 | 15.61 | 11.25 | 10.29 | 5.97 | 9.87 | 7.84 | 6.12 | 7.29 | 7.54 | 6.33 | 6.87 |
| Draw Down(%) | NA | 5.42 | 16.48 | 21.29 | 21.29 | NA | NA | … | … | 0.41 | 5.42 | 7.08 | 19.11 | 5.04 | 21.29 | 3.30 | 13.53 | 2.66 | 7.12 | 9.33 | 6.40 | 4.98 | 6.25 | 14.36 | 8.89 | 4.94 | 5.01 | 6.48 | 8.91 | 4.23 | 7.20 | 5.72 | 6.20 | 9.09 |
| Yield(%) | NA | 3.60 | 4.63 | 5.68 | 4.90 | NA | NA | … | … | NA | 1.21 | 3.56 | 3.28 | 6.50 | 10.55 | 5.65 | 4.09 | 2.04 | 3.12 | 5.07 | 6.17 | 4.58 | 4.04 | 2.07 | 3.69 | 5.34 | 9.12 | 7.91 | 4.77 | 4.94 | 3.80 | 3.60 | 6.29 | 7.22 |
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 |
|---|---|---|---|---|
| JDA SOFTWARE INC. 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
-0.46%
Apr 2021 – Apr 2024 |
2.26%
Mar 2015 – Mar 2020 |
4.47%
Oct 2013 – Oct 2023 |
6.44%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JDA SOFTWARE INC. 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
16.49%
Apr 2003 – Apr 2006 |
14.62%
Feb 2009 – Feb 2014 |
13.08%
Jul 2003 – Jul 2013 |
10.97%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart