Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NADART (Auto Dealers) Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 23.46% | 3.06% | 7.26% | 6.28% | 7.12% | 6.67% | 6.99% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NADART (Auto Dealers) Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.21 | 23.46 | 3.06 | 7.26 | 6.28 | 7.12 | 6.67 | 6.99 | NA | 9.93 | 13.15 | -9.97 | 5.12 | 17.40 | 19.78 | -6.24 | 11.00 | 4.44 | 2.10 | 2.24 | 12.62 | 14.31 | -0.40 | 11.97 | 25.19 | -19.84 | 9.50 | 10.60 | 5.62 | 9.66 | 22.59 | -2.83 | 4.52 |
| Sharpe Ratio | NA | 0.53 | 0.03 | 0.35 | 0.46 | NA | NA | 0.55 | 0.08 | 0.38 | 1.06 | -0.81 | 0.52 | 0.96 | 2.58 | -0.84 | 2.27 | 0.47 | 0.23 | 0.30 | 1.93 | 2.27 | -0.04 | 1.35 | 1.89 | -1.15 | 0.85 | 1.15 | 0.63 | 1.23 | 2.79 | -0.40 | 0.30 |
| Standard Deviation(%) | NA | 8.64 | 10.71 | 12.32 | 10.34 | NA | NA | 9.84 | 8.45 | 8.69 | 8.38 | 14.08 | 9.76 | 17.85 | 7.12 | 8.99 | 4.57 | 8.96 | 8.95 | 7.38 | 6.51 | 6.28 | 11.94 | 8.82 | 13.29 | 18.08 | 7.67 | 6.35 | 5.43 | 7.10 | 7.86 | 9.80 | 7.34 |
| Draw Down(%) | NA | 5.04 | 17.16 | 20.39 | 20.39 | NA | NA | 32.85 | 0.63 | 5.04 | 8.13 | 17.82 | 6.71 | 20.28 | 3.07 | 12.77 | 1.98 | 7.68 | 7.89 | 6.71 | 6.76 | 5.68 | 12.32 | 7.58 | 15.75 | 31.48 | 5.08 | 6.99 | 3.43 | 5.97 | 5.89 | 13.12 | 8.19 |
| Yield(%) | NA | 2.38 | 2.94 | 3.19 | 3.54 | NA | NA | 4.31 | NA | 0.76 | 2.37 | 3.53 | 2.03 | 3.77 | 5.33 | 2.74 | 0.48 | 4.26 | 5.94 | 4.37 | 7.08 | 5.51 | 3.87 | 6.03 | 6.06 | 5.37 | 4.89 | 3.86 | 3.97 | 4.06 | 3.20 | 4.40 | 5.32 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| NADART (Auto Dealers) Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.44%
Feb 2006 - Feb 2009 |
-0.29%
Feb 2004 - Feb 2009 |
4.57%
Oct 2013 - Oct 2023 |
4.85%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NADART (Auto Dealers) Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
18.27%
Feb 2009 - Feb 2012 |
15.36%
Feb 2009 - Feb 2014 |
9.24%
Feb 2009 - Feb 2019 |
8.86%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart