Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CERULLI ASSOCIATES INC. 401K PLAN Tactical Asset Allocation Moderate | NA | 7.74% | 3.93% | 7.00% | 4.71% | 7.29% | 7.45% | 8.19% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CERULLI ASSOCIATES INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 02/28/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 (%) | 0.31 | 7.74 | 3.93 | 7.00 | 4.71 | 7.29 | 7.45 | 8.19 | 1.16 | 13.69 | -13.24 | 14.01 | 17.42 | 13.98 | -3.09 | 8.99 | 4.08 | -3.55 | 1.78 | 12.12 | 10.39 | 0.54 | 17.34 | 25.97 | -8.91 | 9.09 | 20.26 | 5.89 | 12.52 | 22.29 | 5.29 | 7.13 |
| Sharpe Ratio | NA | 0.74 | 0.19 | 0.69 | 0.50 | NA | NA | 0.93 | 0.06 | 1.18 | -1.45 | 1.53 | 1.74 | 2.60 | -0.53 | 1.70 | 0.80 | -0.53 | 0.29 | 1.74 | 2.25 | 0.05 | 1.59 | 3.14 | -2.05 | 0.60 | 2.22 | 0.59 | 1.53 | 4.09 | 1.06 | 1.46 |
| Standard Deviation(%) | NA | 8.32 | 9.01 | 8.74 | 7.58 | NA | NA | 7.50 | 9.87 | 7.98 | 10.08 | 9.14 | 9.85 | 4.83 | 8.33 | 4.91 | 4.87 | 6.74 | 6.09 | 6.93 | 4.59 | 11.20 | 10.86 | 8.24 | 4.79 | 10.10 | 7.67 | 6.27 | 7.57 | 5.28 | 3.95 | 3.29 |
| Draw Down(%) | NA | 7.19 | 14.46 | 14.46 | 14.46 | NA | NA | 14.46 | 2.14 | 7.19 | 14.46 | 4.73 | 13.29 | 1.80 | 9.98 | 2.28 | 4.06 | 8.89 | 5.66 | 6.76 | 3.97 | 11.80 | 8.07 | 4.83 | 12.72 | 6.08 | 6.12 | 4.42 | 9.09 | 2.12 | 6.33 | 2.67 |
| Yield(%) | NA | 3.50 | 3.34 | 4.06 | 3.30 | NA | NA | 4.31 | 0.14 | 3.94 | 2.04 | 4.13 | 5.67 | 4.61 | 2.57 | 0.43 | 4.26 | 2.25 | 3.23 | 4.82 | 4.97 | 3.34 | 4.66 | 3.85 | 4.43 | 6.14 | 9.43 | 6.40 | 4.10 | 3.19 | 3.19 | 7.37 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CERULLI ASSOCIATES INC. 401K PLAN Tactical Asset Allocation Moderate |
0.57%
Feb 2014 - Feb 2017 |
1.53%
Dec 2013 - Dec 2018 |
4.20%
Oct 2013 - Oct 2023 |
5.88%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CERULLI ASSOCIATES INC. 401K PLAN Tactical Asset Allocation Moderate |
15.93%
Mar 2009 - Mar 2012 |
14.92%
Oct 2002 - Oct 2007 |
11.94%
Apr 2001 - Apr 2011 |
9.20%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart