Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MACANDREWS and FORBES GROUP LLC SAVINGS OR CASH OPTION PLAN FOR EMPLOYEES Tactical Asset Allocation Moderate | NA | -2.49% | 6.50% | 6.15% | 4.70% | 6.36% | 6.31% | 6.68% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MACANDREWS and FORBES GROUP LLC SAVINGS OR CASH OPTION PLAN FOR EMPLOYEES Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
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 (%) | -0.36 | -2.49 | 6.50 | 6.15 | 4.70 | 6.36 | 6.31 | 6.68 | 0.18 | 3.71 | -8.93 | 20.62 | 13.16 | 12.03 | -6.18 | 13.76 | 6.79 | -4.90 | 3.56 | 11.71 | 5.32 | 1.72 | 13.93 | 18.87 | -6.20 | 14.66 | 9.19 | -0.35 | 10.54 | 13.60 | 8.59 | 3.59 |
| Sharpe Ratio | NA | -0.37 | 0.25 | 0.68 | 0.58 | NA | NA | 0.77 | -0.01 | -0.07 | -1.17 | 2.29 | 1.32 | 2.28 | -1.07 | 2.66 | 1.25 | -0.84 | 0.56 | 1.77 | 0.90 | 0.18 | 1.53 | 2.82 | -0.63 | 1.66 | 1.01 | -0.56 | 1.84 | 2.01 | 1.23 | 0.24 |
| Standard Deviation(%) | NA | 7.86 | 8.45 | 8.27 | 7.17 | NA | NA | 7.14 | 8.11 | 7.82 | 8.84 | 9.01 | 9.76 | 4.65 | 7.00 | 4.94 | 5.29 | 5.86 | 6.29 | 6.60 | 5.85 | 9.24 | 9.02 | 6.65 | 11.39 | 7.03 | 5.86 | 4.49 | 5.21 | 6.42 | 6.06 | 5.41 |
| Draw Down(%) | NA | 7.68 | 15.16 | 15.16 | 15.16 | NA | NA | 19.44 | 2.04 | 7.68 | 13.90 | 4.30 | 14.13 | 2.77 | 10.87 | 2.64 | 5.36 | 7.77 | 6.09 | 5.86 | 4.52 | 9.13 | 8.03 | 3.16 | 19.44 | 5.98 | 3.85 | 4.60 | 5.54 | 5.61 | 4.63 | 4.22 |
| Yield(%) | NA | 3.95 | 8.55 | 6.61 | 5.11 | NA | NA | 5.73 | 0.20 | 4.14 | 12.12 | 9.61 | 2.51 | 5.03 | 3.17 | 3.16 | 3.61 | 2.84 | 5.31 | 4.13 | 5.32 | 9.40 | 3.50 | 3.59 | 5.37 | 5.15 | 11.55 | 6.53 | 7.89 | 5.78 | 4.70 | 7.08 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MACANDREWS and FORBES GROUP LLC SAVINGS OR CASH OPTION PLAN FOR EMPLOYEES Tactical Asset Allocation Moderate |
1.69%
Dec 2013 - Dec 2016 |
1.94%
Mar 2015 - Mar 2020 |
4.14%
Mar 2010 - Mar 2020 |
5.14%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MACANDREWS and FORBES GROUP LLC SAVINGS OR CASH OPTION PLAN FOR EMPLOYEES Tactical Asset Allocation Moderate |
15.21%
Dec 2018 - Dec 2021 |
11.14%
May 2006 - May 2011 |
9.00%
Apr 2001 - Apr 2011 |
7.85%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart