Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IGT PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | -1.91% | 4.27% | 3.73% | 7.20% | 7.77% | NA | 8.65% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGT PROFIT SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| 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 (%) | 0.72 | -1.91 | 4.27 | 3.73 | 7.20 | 7.77 | NA | 8.65 | 5.90 | 9.63 | 2.99 | -0.33 | 2.91 | 17.13 | 8.14 | 0.41 | 9.74 | 20.47 | -0.01 | 12.00 | 12.67 | 5.02 | 12.34 | 20.96 | 6.64 | 8.65 |
| Sharpe Ratio | NA | -0.76 | -1.51 | -1.76 | -1.41 | NA | NA | -1.50 | -0.77 | -1.80 | -7.32 | -3.71 | -2.41 | -0.22 | -1.96 | -2.18 | -0.86 | 0.23 | -2.91 | -1.09 | -1.37 | -3.13 | -1.05 | 0.34 | -2.96 | -2.31 |
| Standard Deviation(%) | NA | 20.37 | 12.39 | 10.27 | 9.14 | NA | NA | 8.04 | 20.37 | 5.33 | 4.26 | 5.08 | 6.46 | 6.34 | 5.32 | 8.30 | 10.34 | 7.98 | 6.73 | 9.20 | 7.05 | 5.11 | 6.93 | 4.95 | 4.44 | 5.43 |
| Draw Down(%) | NA | 13.65 | 13.65 | 13.65 | 13.65 | NA | NA | 13.65 | 13.65 | 4.37 | 3.96 | 4.52 | 5.27 | 4.37 | 4.24 | 8.15 | 8.83 | 3.98 | 6.64 | 6.65 | 7.99 | 4.03 | 6.51 | 2.40 | 3.77 | 4.10 |
| Yield(%) | NA | 6.71 | 3.33 | 3.94 | 4.27 | NA | NA | 4.70 | 6.68 | 0.08 | 3.00 | 2.51 | 7.39 | 5.81 | 4.75 | 2.28 | 4.58 | 5.47 | 4.50 | 5.09 | 5.44 | 3.98 | 3.29 | 3.59 | 7.31 | 8.82 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| IGT PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
1.80%
Feb 2014 - Feb 2017 |
3.59%
Nov 2013 - Nov 2018 |
6.61%
Mar 2008 - Mar 2018 |
7.69%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGT PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
14.34%
Apr 2003 - Apr 2006 |
13.75%
Oct 2002 - Oct 2007 |
11.33%
Apr 2001 - Apr 2011 |
9.17%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart