Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Evraz Inc NA Oregon 401k Tactical Asset Allocation Moderate | NA | 11.73% | 6.88% | 9.71% | 8.50% | NA | NA | 8.90% |
Data as of 03/31/2014, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Evraz Inc NA Oregon 401k Tactical Asset Allocation Moderate | 12/31/2000 | 05/30/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.64 | 11.73 | 6.88 | 9.71 | 8.50 | NA | NA | 8.90 | -0.38 | 16.22 | 8.14 | 1.04 | 7.22 | 17.46 | -3.32 | 12.18 | 12.44 | 7.12 | 12.62 | 17.33 | 2.02 | 6.98 |
| Sharpe Ratio | NA | 1.03 | 0.94 | 1.05 | 0.97 | NA | NA | 1.04 | -0.05 | 2.37 | 1.44 | 0.12 | 0.66 | 2.04 | -1.02 | 0.90 | 1.06 | 0.85 | 1.62 | 3.75 | 0.23 | 1.14 |
| Standard Deviation(%) | NA | 7.40 | 6.65 | 8.45 | 7.82 | NA | NA | 7.21 | 8.00 | 6.82 | 5.63 | 8.27 | 10.88 | 8.50 | 4.18 | 10.20 | 8.63 | 5.82 | 7.18 | 4.44 | 3.99 | 4.09 |
| Draw Down(%) | NA | 3.31 | 6.61 | 9.26 | 10.11 | NA | NA | 10.11 | 3.31 | 4.33 | 4.85 | 7.85 | 9.26 | 4.38 | 6.95 | 7.14 | 10.11 | 4.00 | 6.45 | 2.04 | 5.06 | 2.77 |
| Yield(%) | NA | 4.87 | 3.46 | 3.51 | 3.89 | NA | NA | 4.28 | 0.30 | 5.26 | 3.80 | 1.94 | 3.74 | 4.21 | 2.66 | 5.39 | 5.93 | 3.31 | 3.35 | 3.62 | 5.19 | 6.93 |
Data as of 03/31/2014, 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 |
|---|---|---|---|---|
| Evraz Inc NA Oregon 401k Tactical Asset Allocation Moderate |
4.79%
Oct 2007 - Oct 2010 |
5.17%
Oct 2007 - Oct 2012 |
8.23%
Oct 2001 - Oct 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Evraz Inc NA Oregon 401k Tactical Asset Allocation Moderate |
14.26%
Apr 2003 - Apr 2006 |
13.20%
Oct 2002 - Oct 2007 |
9.69%
Apr 2001 - Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart