Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DIAMOND 401(k) PLAN Tactical Asset Allocation Moderate | NA | 22.61% | 4.65% | 7.12% | 5.97% | 7.20% | 7.95% | 7.70% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DIAMOND 401(k) 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 (%) | -1.22 | 22.61 | 4.65 | 7.12 | 5.97 | 7.20 | 7.95 | 7.70 | NA | 9.49 | 13.85 | -12.29 | 12.41 | 11.70 | 14.96 | -3.02 | 12.31 | 2.31 | -1.42 | 5.46 | 13.80 | 6.63 | 5.90 | 12.18 | 16.82 | 0.25 | 10.24 | 19.79 | 5.15 | 11.35 | 14.20 | 1.65 | -1.86 |
| Sharpe Ratio | NA | 0.41 | -0.04 | 0.41 | 0.49 | NA | NA | 0.78 | -0.02 | 0.37 | 1.05 | -1.02 | 1.44 | 1.32 | 2.83 | -0.57 | 2.57 | 0.43 | -0.24 | 0.90 | 2.11 | 1.13 | 0.65 | 0.95 | 1.61 | -0.16 | 0.70 | 2.03 | 0.50 | 1.28 | 2.58 | 0.15 | -1.09 |
| Standard Deviation(%) | NA | 7.86 | 10.43 | 9.78 | 8.00 | NA | NA | 7.77 | 8.42 | 7.93 | 9.11 | 13.47 | 8.59 | 8.72 | 4.79 | 7.66 | 4.55 | 4.85 | 6.07 | 6.04 | 6.53 | 5.81 | 9.04 | 12.67 | 10.37 | 4.16 | 10.37 | 8.16 | 5.98 | 8.13 | 5.24 | 3.70 | 3.81 |
| Draw Down(%) | NA | 4.80 | 15.21 | 16.67 | 16.67 | NA | NA | 16.67 | 0.64 | 4.59 | 7.42 | 16.67 | 5.95 | 6.27 | 2.30 | 9.06 | 2.71 | 3.96 | 6.65 | 4.10 | 5.94 | 4.15 | 7.89 | 9.00 | 4.76 | 5.81 | 7.44 | 7.16 | 4.78 | 8.12 | 2.83 | 4.31 | 4.51 |
| Yield(%) | NA | 3.11 | 4.15 | 4.34 | 3.53 | NA | NA | 3.91 | NA | 0.70 | 3.38 | 3.53 | 4.66 | 3.74 | 6.60 | 2.67 | 0.09 | 3.09 | 3.37 | 4.12 | 4.95 | 3.35 | 2.75 | 2.66 | 3.20 | 3.07 | 5.28 | 9.48 | 6.40 | 3.87 | 2.04 | 3.85 | 3.04 |
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 |
|---|---|---|---|---|
| DIAMOND 401(k) PLAN Tactical Asset Allocation Moderate |
2.08%
Dec 2013 - Dec 2016 |
2.99%
Dec 2013 - Dec 2018 |
4.52%
Oct 2013 - Oct 2023 |
5.96%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIAMOND 401(k) PLAN Tactical Asset Allocation Moderate |
15.04%
Oct 2004 - Oct 2007 |
12.88%
Oct 2002 - Oct 2007 |
10.66%
Apr 2003 - Apr 2013 |
9.10%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart