Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CAMBRIDGE ASSOCIATES LLC 401K SAVINGS PLAN and TRUST Tactical Asset Allocation Moderate | NA | 21.36% | 4.44% | 6.90% | 6.16% | 7.75% | 9.57% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAMBRIDGE ASSOCIATES LLC 401K SAVINGS PLAN and TRUST 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 (%) | -1.30 | 21.36 | 4.44 | 6.90 | 6.16 | 7.75 | 9.57 | … | … | 0.74 | 7.61 | 13.87 | -11.69 | 12.63 | 9.37 | 16.11 | -4.16 | 11.27 | 7.62 | -2.21 | 3.98 | 14.54 | 11.62 | 3.84 | 20.13 | 14.15 | 12.34 | 18.55 | 14.87 | 12.78 | 13.65 | 29.25 | 7.95 | 4.47 |
| Sharpe Ratio | NA | 0.30 | -0.01 | 0.27 | 0.38 | NA | NA | … | … | 0.06 | 0.10 | 1.18 | -1.05 | 1.22 | 0.47 | 2.34 | -0.58 | 2.34 | 0.90 | -0.24 | 0.51 | 1.88 | 1.53 | 0.26 | 1.52 | 1.32 | 1.52 | 1.26 | 1.20 | 1.40 | 1.37 | 4.56 | 1.24 | 0.35 |
| Standard Deviation(%) | NA | 10.03 | 10.37 | 12.72 | 10.55 | NA | NA | … | … | 10.74 | 10.14 | 8.16 | 12.43 | 10.35 | 19.38 | 6.28 | 9.38 | 4.55 | 8.20 | 9.50 | 7.80 | 7.70 | 7.56 | 14.86 | 13.15 | 10.63 | 7.53 | 12.38 | 9.67 | 7.60 | 9.24 | 6.26 | 5.51 | 6.17 |
| Draw Down(%) | NA | 6.27 | 15.74 | 22.88 | 22.88 | NA | NA | … | … | 0.92 | 6.27 | 6.46 | 18.10 | 7.30 | 22.88 | 3.30 | 12.92 | 1.96 | 5.18 | 11.34 | 6.10 | 7.52 | 5.37 | 13.12 | 8.62 | 6.53 | 4.95 | 9.19 | 12.88 | 5.63 | 13.53 | 2.60 | 3.91 | 5.42 |
| Yield(%) | NA | 2.18 | 2.59 | 3.27 | 3.35 | NA | NA | … | … | NA | 1.41 | 2.15 | 2.53 | 2.37 | 4.05 | 5.47 | 1.74 | 2.62 | 4.67 | 3.40 | 4.62 | 5.65 | 3.44 | 4.76 | 4.34 | 5.27 | 6.10 | 4.02 | 4.05 | 4.65 | 4.42 | 7.09 | 6.23 | 5.30 |
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 |
|---|---|---|---|---|
| CAMBRIDGE ASSOCIATES LLC 401K SAVINGS PLAN and TRUST Tactical Asset Allocation Moderate |
1.57%
Sep 2019 – Sep 2022 |
2.58%
Mar 2015 – Mar 2020 |
4.53%
Oct 2013 – Oct 2023 |
7.24%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAMBRIDGE ASSOCIATES LLC 401K SAVINGS PLAN and TRUST Tactical Asset Allocation Moderate |
20.26%
Apr 2003 – Apr 2006 |
18.14%
Mar 2003 – Mar 2008 |
15.69%
May 2001 – May 2011 |
12.40%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart