Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2017.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| THE HOME DEPOT FUTUREBUILDER Strategic Asset Allocation - Equal Weight Moderate | NA | 13.04% | 4.41% | 7.04% | 5.19% | 7.25% | NA | 7.01% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| THE HOME DEPOT FUTUREBUILDER Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 02/22/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 11/30/2017.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 0.32 | 13.04 | 4.41 | 7.04 | 5.19 | 7.25 | NA | 7.01 | 0.75 | 10.01 | 8.15 | -4.36 | 3.66 | 15.57 | 10.56 | -0.55 | 11.18 | 23.88 | -20.61 | 7.03 | 12.82 | 6.26 | 12.16 | 20.68 | -3.12 | 5.69 |
| Sharpe Ratio | NA | 0.87 | 0.39 | 0.71 | 0.50 | NA | NA | 0.61 | 0.05 | 1.78 | 0.78 | -0.45 | 0.47 | 2.42 | 1.70 | -0.05 | 1.08 | 1.69 | -1.20 | 0.56 | 1.57 | 0.86 | 1.95 | 3.24 | -0.55 | 0.52 |
| Standard Deviation(%) | NA | 6.65 | 8.86 | 8.31 | 10.61 | NA | NA | 9.11 | 12.13 | 5.28 | 10.22 | 9.71 | 7.75 | 6.42 | 6.17 | 11.05 | 10.28 | 14.04 | 17.98 | 7.22 | 6.06 | 4.73 | 5.76 | 6.17 | 7.71 | 6.46 |
| Draw Down(%) | NA | 6.93 | 17.14 | 17.14 | 30.93 | NA | NA | 31.73 | 6.93 | 2.19 | 9.46 | 11.73 | 6.41 | 4.63 | 4.97 | 11.26 | 8.44 | 14.05 | 30.12 | 4.89 | 6.37 | 3.44 | 4.91 | 6.75 | 13.09 | 8.20 |
| Yield(%) | NA | 0.38 | 2.59 | 2.56 | 2.94 | NA | NA | 3.29 | 0.00 | 0.45 | 3.63 | 3.63 | 2.27 | 2.79 | 2.94 | 3.78 | 2.49 | 2.85 | 4.34 | 5.46 | 4.28 | 3.54 | 3.80 | 2.52 | 3.14 | 4.07 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE HOME DEPOT FUTUREBUILDER Strategic Asset Allocation - Equal Weight Moderate |
-5.30%
Feb 2006 - Feb 2009 |
0.12%
Feb 2004 - Feb 2009 |
4.34%
Feb 2006 - Feb 2016 |
5.67%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| THE HOME DEPOT FUTUREBUILDER Strategic Asset Allocation - Equal Weight Moderate |
16.62%
Feb 2009 - Feb 2012 |
14.29%
Feb 2009 - Feb 2014 |
8.32%
Mar 2003 - Mar 2013 |
7.59%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart