Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Nautilus, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | 11.85% | -1.33% | 3.28% | 3.12% | 4.70% | 5.65% | 6.27% |
Data as of 07/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Nautilus, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 10/24/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 2.01 | 11.85 | -1.33 | 3.28 | 3.12 | 4.70 | 5.65 | 6.27 | 11.34 | 15.12 | -23.60 | 8.82 | 10.90 | 10.16 | -4.46 | 10.64 | 4.38 | -0.88 | 0.39 | 13.99 | 8.12 | -0.72 | 7.35 | 15.66 | -2.69 | 11.38 | 13.41 | 5.46 | 11.99 | 17.58 | 4.78 | 6.98 |
| Sharpe Ratio | NA | 2.04 | -0.37 | 0.13 | 0.25 | NA | NA | 0.64 | 0.58 | 1.14 | -1.46 | 0.93 | 1.26 | 1.89 | -0.85 | 1.86 | 1.00 | -0.18 | 0.06 | 2.05 | 1.49 | -0.10 | 0.65 | 1.84 | -0.89 | 0.96 | 1.26 | 0.57 | 1.66 | 3.41 | 1.06 | 1.14 |
| Standard Deviation(%) | NA | 9.72 | 12.65 | 11.20 | 8.74 | NA | NA | 7.71 | 9.54 | 9.54 | 17.16 | 9.50 | 8.45 | 4.63 | 6.82 | 5.38 | 4.19 | 5.02 | 5.89 | 6.80 | 5.40 | 7.75 | 11.17 | 8.47 | 4.05 | 8.73 | 8.03 | 5.76 | 6.65 | 4.95 | 3.46 | 4.09 |
| Draw Down(%) | NA | 5.54 | 31.14 | 31.14 | 31.14 | NA | NA | 31.14 | 5.54 | 10.52 | 28.92 | 6.01 | 9.89 | 2.96 | 9.24 | 4.05 | 2.94 | 5.84 | 5.85 | 5.11 | 4.64 | 7.82 | 9.56 | 5.03 | 6.69 | 6.75 | 10.44 | 4.99 | 6.43 | 2.99 | 3.52 | 2.77 |
| Yield(%) | NA | 2.82 | 3.86 | 3.98 | 3.60 | NA | NA | 4.27 | 0.66 | 2.76 | 3.99 | 3.34 | 4.12 | 5.12 | 2.60 | 0.30 | 3.44 | 5.13 | 4.09 | 1.92 | 4.71 | 1.92 | 4.32 | 6.33 | 2.66 | 6.38 | 8.60 | 4.89 | 4.92 | 3.86 | 5.28 | 6.93 |
Data as of 07/31/2024, 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 |
|---|---|---|---|---|
| Nautilus, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate |
-4.14%
Sep 2019 - Sep 2022 |
-2.04%
Sep 2017 - Sep 2022 |
1.38%
Oct 2013 - Oct 2023 |
3.03%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Nautilus, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate |
14.11%
Apr 2003 - Apr 2006 |
12.80%
Oct 2002 - Oct 2007 |
9.51%
Apr 2001 - Apr 2011 |
7.88%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart