Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DIAMOND OFFSHORE 401(k) PLAN Tactical Asset Allocation Moderate | NA | 14.32% | 10.52% | 9.07% | 11.18% | 11.13% | NA | 10.74% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DIAMOND OFFSHORE 401(k) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| 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 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.19 | 14.32 | 10.52 | 9.07 | 11.18 | 11.13 | NA | 10.74 | 2.51 | 13.12 | 5.48 | 0.80 | 7.53 | 20.04 | 13.74 | 2.44 | 18.28 | 21.84 | 2.99 | 9.72 | 12.10 | 7.93 | 14.15 | 15.51 | 2.38 | 6.71 |
| Sharpe Ratio | NA | 0.33 | 0.80 | 0.71 | 1.07 | NA | NA | 1.02 | 0.15 | 2.47 | 0.57 | 0.08 | 0.92 | 2.50 | 1.50 | 0.15 | 1.61 | 2.26 | 0.35 | 0.75 | 1.20 | 0.99 | 1.84 | 1.94 | 0.23 | 0.72 |
| Standard Deviation(%) | NA | 8.83 | 8.15 | 8.31 | 9.79 | NA | NA | 8.66 | 9.29 | 5.05 | 9.34 | 9.29 | 8.19 | 7.99 | 9.15 | 15.78 | 11.32 | 9.63 | 5.96 | 8.99 | 7.35 | 5.83 | 7.19 | 7.62 | 5.58 | 6.09 |
| Draw Down(%) | NA | 8.75 | 9.74 | 11.35 | 14.62 | NA | NA | 14.62 | 8.75 | 2.33 | 8.26 | 9.44 | 5.15 | 4.62 | 7.11 | 14.62 | 9.68 | 4.57 | 5.01 | 6.57 | 8.44 | 4.02 | 6.21 | 6.20 | 3.99 | 5.30 |
| Yield(%) | NA | 4.07 | 4.93 | 4.21 | 4.17 | NA | NA | 0.00 | 0.89 | 5.41 | 3.58 | 6.46 | 4.44 | 1.79 | 4.14 | 1.72 | 3.80 | 5.32 | 9.12 | 7.09 | 5.60 | 4.27 | 4.79 | 3.31 | 5.26 | 8.01 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| DIAMOND OFFSHORE 401(k) PLAN Tactical Asset Allocation Moderate |
3.80%
Oct 2013 - Oct 2016 |
6.18%
Oct 2013 - Oct 2018 |
9.78%
Feb 2006 - Feb 2016 |
9.67%
Oct 2001 - Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIAMOND OFFSHORE 401(k) PLAN Tactical Asset Allocation Moderate |
16.86%
Mar 2009 - Mar 2012 |
15.88%
Feb 2009 - Feb 2014 |
12.74%
Jul 2003 - Jul 2013 |
11.30%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart