Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2019.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| Low Quality Fund Plan 2010 Strategic Asset Allocation - Equal Weight Moderate | 7.05% | NA | 11.88% | 7.23% | 5.12% | 7.93% | 6.05% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Low Quality Fund Plan 2010 Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2019 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2019.
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 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.37 | 11.88 | 7.23 | 5.12 | 7.93 | 6.05 | NA | 7.05 | 18.87 | -9.37 | 11.58 | 7.84 | -0.49 | 9.87 | 10.38 | 11.60 | -2.06 | 23.12 | 20.24 | -29.91 | 5.38 | 13.94 | 6.64 | 14.48 | 26.05 | 0.81 | 4.86 |
| Sharpe Ratio | NA | 2.68 | 0.76 | 0.60 | 0.85 | NA | NA | 0.65 | 2.68 | -1.24 | 2.25 | 0.92 | -0.06 | 1.55 | 1.54 | 1.75 | -0.15 | 1.88 | 1.28 | -1.83 | 0.31 | 1.74 | 0.90 | 1.83 | 5.30 | -0.05 | 0.49 |
| Standard Deviation(%) | NA | 6.51 | 6.88 | 7.50 | 8.61 | NA | NA | 8.99 | 6.51 | 8.63 | 4.86 | 8.29 | 8.44 | 6.35 | 6.70 | 6.61 | 13.47 | 12.25 | 15.75 | 16.87 | 7.59 | 6.13 | 4.94 | 7.39 | 4.78 | 5.31 | 5.24 |
| Draw Down(%) | NA | 2.66 | 15.51 | 15.51 | 16.17 | NA | NA | 43.08 | 2.66 | 15.51 | 1.83 | 6.87 | 7.69 | 4.33 | 6.75 | 5.52 | 16.17 | 8.74 | 16.07 | 36.35 | 7.59 | 7.57 | 4.27 | 9.90 | 3.40 | 8.39 | 6.96 |
| Yield(%) | NA | 5.48 | 2.93 | 3.13 | 4.41 | NA | NA | 4.34 | 5.50 | 2.73 | 0.47 | 3.95 | 2.97 | 3.66 | 2.21 | 3.08 | 4.77 | 14.19 | 3.53 | 3.17 | 6.88 | 5.35 | 5.58 | 4.98 | 2.45 | 2.70 | 4.32 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Low Quality Fund Plan 2010 Strategic Asset Allocation - Equal Weight Moderate |
-10.97%
Feb 2006 - Feb 2009 |
-2.66%
Feb 2004 - Feb 2009 |
4.21%
Feb 2006 - Feb 2016 |
5.36%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Low Quality Fund Plan 2010 Strategic Asset Allocation - Equal Weight Moderate |
20.75%
Feb 2009 - Feb 2012 |
16.15%
Feb 2009 - Feb 2014 |
10.14%
Feb 2009 - Feb 2019 |
7.90%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart