Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ARBSX (ONE CHOICE 2020 PORTFOLIO I CLASS) | NA | -0.18% | 3.84% | 5.47% | 6.36% | NA | NA | 5.34% |
Data as of 10/02/2020, AR inception is 06/04/2008
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ARBSX (ONE CHOICE 2020 PORTFOLIO I CLASS) | 06/04/2008 | 10/02/2020 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -7.52 | -0.18 | 3.84 | 5.47 | 6.36 | NA | NA | 5.34 | -4.91 | 16.27 | -1.13 | 11.15 | 6.19 | -1.42 | 6.92 | 12.82 | 11.59 | 2.70 | 12.04 | 20.22 | -21.20 |
Sharpe Ratio | NA | -0.04 | 0.25 | 0.50 | 0.67 | NA | NA | 0.43 | -0.35 | 2.90 | -0.32 | 3.26 | 0.84 | -0.20 | 1.24 | 2.13 | 1.41 | 0.21 | 1.17 | 1.31 | -1.26 |
Standard Deviation(%) | NA | 16.78 | 11.04 | 9.34 | 8.87 | NA | NA | 11.21 | 19.20 | 5.13 | 7.68 | 3.24 | 7.07 | 7.18 | 5.56 | 6.02 | 8.28 | 12.76 | 10.18 | 15.37 | 27.38 |
Draw Down(%) | NA | 18.78 | 18.78 | 18.78 | 18.78 | NA | NA | 33.04 | 18.78 | 2.29 | 9.59 | 1.08 | 5.47 | 6.98 | 4.39 | 4.47 | 5.22 | 10.79 | 7.90 | 15.71 | 31.54 |
Yield(%) | 0.00 | 7.64 | 6.69 | 6.05 | 5.42 | 3.71 | 2.79 | 4.64 | 0.00 | 8.45 | 9.46 | 3.44 | 3.66 | 5.20 | 4.15 | 3.21 | 3.22 | 2.79 | 2.31 | 2.29 | 1.27 |
Data as of 10/02/2020, AR inception is 06/04/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ARBSX (ONE CHOICE 2020 PORTFOLIO I CLASS) |
3.50%
Mar 2017 - Mar 2020 |
3.46%
Mar 2015 - Mar 2020 |
6.08%
Mar 2010 - Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ARBSX (ONE CHOICE 2020 PORTFOLIO I CLASS) |
17.73%
Feb 2009 - Feb 2012 |
14.50%
Feb 2009 - Feb 2014 |
9.73%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart