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 Strategic Asset Allocation - Equal Weight Moderate | NA | -3.13% | 3.05% | 3.59% | 7.88% | 6.39% | NA | 6.85% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 1.61 | -3.13 | 3.05 | 3.59 | 7.88 | 6.39 | NA | 6.85 | -5.39 | 12.32 | 1.94 | 2.62 | 1.98 | 11.69 | 12.03 | -0.21 | 14.42 | 23.68 | -19.01 | 11.02 | 11.27 | 7.31 | 10.19 | 20.24 | -0.10 | 5.76 |
| Sharpe Ratio | NA | -0.29 | 0.14 | 0.17 | 0.65 | NA | NA | 0.55 | -0.29 | 2.71 | 0.20 | 0.29 | 0.30 | 2.21 | 2.25 | -0.03 | 1.78 | 1.73 | -1.24 | 0.91 | 1.22 | 1.06 | 1.43 | 3.38 | -0.19 | 0.51 |
| Standard Deviation(%) | NA | 22.87 | 14.33 | 12.15 | 10.66 | NA | NA | 9.72 | 22.87 | 4.32 | 8.65 | 8.90 | 6.63 | 5.26 | 5.31 | 9.48 | 8.05 | 13.67 | 16.02 | 8.83 | 6.55 | 4.87 | 6.48 | 5.78 | 6.24 | 6.81 |
| Draw Down(%) | NA | 15.86 | 15.86 | 15.86 | 15.86 | NA | NA | 31.87 | 15.86 | 2.05 | 7.75 | 8.90 | 5.34 | 5.53 | 4.43 | 10.20 | 6.25 | 15.68 | 29.14 | 6.13 | 7.20 | 4.19 | 6.46 | 5.01 | 10.59 | 7.68 |
| Yield(%) | NA | 8.05 | 3.76 | 3.85 | 4.16 | NA | NA | 4.45 | 8.03 | 0.33 | 2.86 | 3.89 | 4.20 | 5.95 | 4.16 | 3.50 | 4.66 | 3.63 | 5.39 | 5.97 | 5.68 | 4.30 | 3.48 | 3.61 | 4.24 | 6.24 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.08%
Feb 2006 - Feb 2009 |
0.71%
Feb 2004 - Feb 2009 |
5.21%
Oct 2007 - Oct 2017 |
6.31%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGT PROFIT SHARING PLAN Strategic Asset Allocation - Equal Weight Moderate |
18.02%
Feb 2009 - Feb 2012 |
14.69%
Feb 2009 - Feb 2014 |
9.06%
Mar 2003 - Mar 2013 |
7.89%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart