Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SHERATON ANAHEIM 401K PLAN Tactical Asset Allocation Moderate | NA | 22.19% | 3.30% | 6.78% | 4.74% | 5.75% | 6.86% | 7.34% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHERATON ANAHEIM 401K PLAN Tactical Asset Allocation 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 (%) | -1.11 | 22.19 | 3.30 | 6.78 | 4.74 | 5.75 | 6.86 | 7.34 | NA | 7.47 | 15.30 | -11.23 | 2.88 | 19.75 | 8.99 | -2.40 | 2.09 | 5.10 | -1.10 | -2.07 | 18.54 | 7.56 | 3.43 | 10.21 | 15.11 | -2.97 | 18.19 | 11.40 | 7.32 | 10.67 | 18.06 | 2.95 | 6.98 |
| Sharpe Ratio | NA | 0.29 | -0.01 | 0.42 | 0.35 | NA | NA | 0.77 | 0.09 | 0.08 | 1.53 | -1.19 | 0.31 | 2.27 | 1.52 | -0.47 | 0.19 | 1.26 | -0.22 | -0.34 | 2.33 | 1.40 | 0.46 | 0.86 | 2.06 | -0.95 | 1.72 | 1.11 | 0.91 | 1.39 | 2.76 | 0.45 | 1.14 |
| Standard Deviation(%) | NA | 11.08 | 9.80 | 9.47 | 7.96 | NA | NA | 7.40 | 11.47 | 11.05 | 7.21 | 10.57 | 9.23 | 8.60 | 5.00 | 7.86 | 7.53 | 3.88 | 5.26 | 6.16 | 7.93 | 5.35 | 7.38 | 11.82 | 7.30 | 4.09 | 8.84 | 7.33 | 5.65 | 6.98 | 6.30 | 4.09 | 4.09 |
| Draw Down(%) | NA | 9.22 | 14.41 | 18.58 | 18.58 | NA | NA | 18.58 | 0.87 | 9.22 | 6.05 | 15.21 | 6.53 | 8.00 | 2.59 | 9.20 | 8.38 | 2.71 | 5.20 | 4.81 | 3.81 | 4.78 | 5.68 | 9.30 | 3.81 | 6.14 | 5.73 | 9.49 | 4.89 | 7.14 | 3.77 | 5.30 | 2.77 |
| Yield(%) | NA | 7.27 | 4.70 | 5.52 | 4.37 | NA | NA | 4.39 | NA | 0.72 | 7.32 | 2.77 | 3.51 | 11.44 | 3.34 | 2.32 | 0.27 | 3.07 | 5.32 | 4.42 | 5.96 | 3.66 | 2.25 | 3.33 | 4.01 | 2.89 | 7.69 | 5.56 | 2.99 | 3.41 | 2.63 | 5.21 | 6.93 |
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 |
|---|---|---|---|---|
| SHERATON ANAHEIM 401K PLAN Tactical Asset Allocation Moderate |
0.59%
Dec 2013 - Dec 2016 |
0.28%
Dec 2013 - Dec 2018 |
2.65%
Oct 2013 - Oct 2023 |
4.54%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHERATON ANAHEIM 401K PLAN Tactical Asset Allocation Moderate |
15.31%
Oct 2004 - Oct 2007 |
13.90%
Oct 2002 - Oct 2007 |
10.27%
Apr 2001 - Apr 2011 |
8.53%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart