Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AAA Automotive 401K Tactical Asset Allocation Moderate | NA | 1.90% | 3.76% | 2.75% | 6.47% | 8.11% | NA | 8.27% |
Data as of 08/30/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AAA Automotive 401K Tactical Asset Allocation Moderate | 12/31/2000 | 11/11/2019 |
| 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 (%) | 1.80 | 1.90 | 3.76 | 2.75 | 6.47 | 8.11 | NA | 8.27 | 16.22 | -11.50 | 9.26 | 9.39 | -3.73 | 4.91 | 10.62 | 13.08 | 1.66 | 12.25 | 17.21 | -9.13 | 20.92 | 13.66 | 11.43 | 17.72 | 21.57 | 0.45 | 3.37 |
| Sharpe Ratio | NA | 1.10 | 0.53 | 0.38 | 0.63 | NA | NA | 0.81 | 2.30 | -1.29 | 1.54 | 1.14 | -0.43 | 0.66 | 1.40 | 1.75 | 0.12 | 1.14 | 1.68 | -1.21 | 1.45 | 1.17 | 1.22 | 1.97 | 2.92 | -0.11 | 0.14 |
| Standard Deviation(%) | NA | 7.92 | 7.61 | 7.96 | 8.87 | NA | NA | 8.76 | 6.51 | 9.89 | 5.60 | 8.09 | 8.72 | 7.39 | 7.58 | 7.46 | 13.43 | 10.68 | 10.20 | 8.32 | 12.34 | 8.91 | 7.57 | 8.53 | 7.15 | 5.98 | 7.51 |
| Draw Down(%) | NA | 9.05 | 18.35 | 18.35 | 18.35 | NA | NA | 18.35 | 2.99 | 18.35 | 3.33 | 4.94 | 9.38 | 5.84 | 4.89 | 5.27 | 12.83 | 8.55 | 4.38 | 16.68 | 9.18 | 11.19 | 5.97 | 10.56 | 5.44 | 7.44 | 7.09 |
| Yield(%) | NA | 2.65 | 2.95 | 3.11 | 3.27 | NA | NA | 0.00 | 1.98 | 2.32 | 2.01 | 6.12 | 1.65 | 3.46 | 3.76 | 4.32 | 2.70 | 3.57 | 3.71 | 4.39 | 3.28 | 3.34 | 4.51 | 4.94 | 4.36 | 3.06 | 7.42 |
Data as of 08/30/2019, 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 |
|---|---|---|---|---|
| AAA Automotive 401K Tactical Asset Allocation Moderate |
1.89%
Dec 2015 - Dec 2018 |
1.33%
Dec 2013 - Dec 2018 |
5.75%
Jun 2008 - Jun 2018 |
7.37%
Feb 2004 - Feb 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AAA Automotive 401K Tactical Asset Allocation Moderate |
21.29%
Apr 2003 - Apr 2006 |
18.51%
Mar 2003 - Mar 2008 |
12.18%
Apr 2003 - Apr 2013 |
9.96%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart