Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 03/23/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| PASDX (ALL ASSET FUND D) | NA | 8.08% | 4.90% | 3.09% | 4.86% | NA | NA | 5.85% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PASDX (ALL ASSET FUND D) | 06/02/2003 | 03/23/2018 |
The return data shown below all have the same latest date: 03/23/2018.
AR inception is since 06/02/2003.
AR inception is since 06/02/2003.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.33 | 8.08 | 4.90 | 3.09 | 4.86 | NA | NA | 5.85 | -0.66 | 13.67 | 12.80 | -9.19 | 0.50 | 0.29 | 15.02 | 2.00 | 13.36 | 22.41 | -15.98 | 8.00 | 4.67 | 5.84 | 11.09 | 4.08 |
| Sharpe Ratio | NA | 1.68 | 0.70 | 0.48 | 0.54 | NA | NA | 0.61 | -0.70 | 3.51 | 1.59 | -1.41 | 0.11 | 0.05 | 3.06 | 0.30 | 2.89 | 2.42 | -0.87 | 1.09 | 0.29 | 0.82 | 1.43 | 0.90 |
| Standard Deviation(%) | NA | 4.08 | 6.30 | 5.79 | 8.45 | NA | NA | 7.64 | 5.66 | 3.73 | 7.89 | 6.55 | 4.26 | 4.87 | 4.93 | 6.57 | 4.59 | 9.21 | 19.34 | 4.60 | 4.75 | 4.46 | 7.11 | 7.15 |
| Draw Down(%) | NA | 4.55 | 16.91 | 19.66 | 27.79 | NA | NA | 27.79 | 4.55 | 1.97 | 5.39 | 13.29 | 8.20 | 8.34 | 4.85 | 8.73 | 3.91 | 12.15 | 27.79 | 3.50 | 3.97 | 3.32 | 8.74 | 8.16 |
| Yield(%) | 0.00 | 4.57 | 3.55 | 3.58 | 4.79 | 5.32 | 3.99 | 5.70 | 0.42 | 4.49 | 3.54 | 3.05 | 4.48 | 4.06 | 5.32 | 6.32 | 8.20 | 8.36 | 4.89 | 7.16 | 5.55 | 6.06 | 6.05 | 3.31 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PASDX (ALL ASSET FUND D) |
-4.89%
Feb 2006 - Feb 2009 |
-0.30%
Feb 2004 - Feb 2009 |
3.26%
Feb 2006 - Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PASDX (ALL ASSET FUND D) |
18.12%
Feb 2009 - Feb 2012 |
12.52%
Feb 2009 - Feb 2014 |
7.02%
Jul 2003 - Jul 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart