Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ETF 401K Strategic Asset Allocation - Equal Weight Moderate | NA | 10.86% | 3.26% | 5.24% | 4.14% | 6.80% | NA | 6.01% |
Data as of 09/30/2016, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ETF 401K Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | 10.86 | 3.26 | 5.24 | 4.14 | 6.80 | NA | 6.01 | 8.54 | -4.18 | 3.35 | 1.07 | 10.07 | 0.38 | 11.43 | 17.21 | -21.92 | 11.37 | 13.77 | 13.82 | 14.41 | 26.77 | -3.50 | -4.20 |
| Sharpe Ratio | NA | 0.88 | 0.30 | 0.45 | 0.20 | NA | NA | 0.39 | 0.90 | -0.48 | 0.60 | 0.15 | 1.22 | 0.02 | 0.86 | 0.84 | -0.97 | 0.66 | 1.25 | 1.47 | 1.68 | 3.42 | -0.52 | -0.69 |
| Standard Deviation(%) | NA | 9.22 | 7.99 | 7.86 | 13.46 | NA | NA | 11.82 | 9.24 | 8.69 | 5.55 | 7.14 | 8.18 | 13.99 | 13.21 | 20.39 | 23.59 | 12.61 | 8.41 | 7.95 | 7.99 | 7.62 | 8.84 | 9.37 |
| Draw Down(%) | NA | 6.36 | 15.13 | 15.13 | 40.36 | NA | NA | 40.36 | 6.17 | 11.69 | 4.61 | 8.01 | 7.35 | 12.66 | 9.60 | 18.44 | 39.22 | 8.19 | 8.36 | 5.51 | 7.78 | 3.80 | 14.32 | 14.27 |
| Yield(%) | NA | 4.26 | 2.96 | 2.69 | 3.11 | NA | NA | 3.17 | 4.30 | 2.48 | 2.15 | 1.80 | 2.71 | 3.53 | 2.87 | 3.23 | 3.68 | 4.18 | 2.71 | 4.14 | 5.45 | 2.72 | 1.88 | 2.87 |
Data as of 09/30/2016, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETF 401K Strategic Asset Allocation - Equal Weight Moderate |
-6.51%
Feb 2006 - Feb 2009 |
0.90%
Feb 2011 - Feb 2016 |
2.87%
Jan 2006 - Jan 2016 |
5.16%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETF 401K Strategic Asset Allocation - Equal Weight Moderate |
20.59%
Sep 2002 - Sep 2005 |
17.85%
Oct 2002 - Oct 2007 |
9.36%
Sep 2002 - Sep 2012 |
6.80%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison Chart