Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| INVESTORS CAPITAL HOLDINGS, LTD.401(K) PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 20.43% | 0.21% | 7.46% | 4.13% | 6.20% | 5.89% | 6.61% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| INVESTORS CAPITAL HOLDINGS, LTD.401(K) PROFIT SHARING 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 (%) | -0.56 | 20.43 | 0.21 | 7.46 | 4.13 | 6.20 | 5.89 | 6.61 | NA | 6.92 | 7.22 | -13.42 | 16.09 | 18.98 | 7.49 | -5.17 | 5.01 | 4.39 | -1.45 | -0.34 | 13.22 | 19.93 | -1.42 | 13.97 | 19.20 | -3.59 | 2.64 | 5.52 | 3.69 | 12.41 | 18.88 | 6.80 | 1.32 |
| Sharpe Ratio | NA | 0.14 | -0.38 | 0.40 | 0.31 | NA | NA | 0.62 | 0.05 | 0.03 | 0.30 | -1.54 | 1.41 | 1.80 | 1.08 | -0.82 | 0.65 | 0.80 | -0.25 | -0.05 | 1.69 | 2.81 | -0.16 | 1.09 | 2.22 | -1.48 | -0.04 | 0.27 | 0.21 | 1.78 | 2.89 | 1.57 | -0.20 |
| Standard Deviation(%) | NA | 10.10 | 9.86 | 10.32 | 8.56 | NA | NA | 8.04 | 7.32 | 10.15 | 9.79 | 9.64 | 11.43 | 10.42 | 5.64 | 7.86 | 6.78 | 5.22 | 5.92 | 7.10 | 7.80 | 7.06 | 8.98 | 12.73 | 8.60 | 3.05 | 9.48 | 8.34 | 7.33 | 6.46 | 6.29 | 3.62 | 4.94 |
| Draw Down(%) | NA | 7.21 | 17.04 | 17.91 | 17.91 | NA | NA | 17.91 | 0.40 | 7.21 | 10.35 | 14.98 | 6.27 | 13.04 | 6.29 | 10.57 | 5.04 | 4.28 | 7.43 | 7.13 | 7.55 | 5.84 | 10.01 | 10.82 | 4.65 | 6.89 | 6.70 | 9.04 | 6.24 | 6.62 | 5.33 | 3.61 | 4.89 |
| Yield(%) | NA | 5.47 | 6.94 | 6.65 | 5.00 | NA | NA | 4.22 | NA | 0.88 | 5.22 | 6.49 | 9.31 | 8.14 | 4.62 | 5.12 | 0.31 | 3.01 | 3.89 | 4.50 | 2.29 | 4.11 | 2.21 | 2.43 | 3.56 | 1.89 | 5.67 | 5.74 | 5.23 | 2.38 | 3.59 | 2.66 | 3.95 |
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 |
|---|---|---|---|---|
| INVESTORS CAPITAL HOLDINGS, LTD.401(K) PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
-1.10%
May 2021 - May 2024 |
-0.19%
Aug 2014 - Aug 2019 |
2.73%
Oct 2013 - Oct 2023 |
4.85%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| INVESTORS CAPITAL HOLDINGS, LTD.401(K) PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
14.35%
Feb 2009 - Feb 2012 |
13.83%
Feb 2009 - Feb 2014 |
9.22%
Apr 2003 - Apr 2013 |
7.76%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart