Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Lender Processing Services, Inc. 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate | NA | -0.42% | 5.73% | 5.67% | 4.73% | NA | NA | 6.53% |
Data as of 10/30/2015, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Lender Processing Services, Inc. 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 12/31/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.01 | -0.42 | 5.73 | 5.67 | 4.73 | NA | NA | 6.53 | -0.30 | -1.43 | 16.67 | 11.49 | -1.41 | 9.22 | 18.74 | -23.60 | 8.76 | 11.26 | 7.74 | 13.35 | 24.24 | 1.76 | 2.79 |
| Sharpe Ratio | NA | -0.04 | 0.62 | 0.53 | 0.34 | NA | NA | 0.55 | -0.04 | -0.21 | 2.44 | 1.58 | -0.11 | 0.87 | 1.40 | -1.50 | 0.76 | 1.27 | 1.04 | 2.13 | 4.11 | 0.09 | 0.07 |
| Standard Deviation(%) | NA | 8.52 | 7.50 | 8.87 | 10.23 | NA | NA | 9.11 | 8.52 | 7.02 | 6.82 | 7.24 | 13.14 | 10.43 | 13.33 | 16.34 | 7.53 | 6.26 | 5.37 | 5.82 | 5.73 | 7.09 | 7.13 |
| Draw Down(%) | NA | 9.41 | 9.41 | 13.92 | 34.56 | NA | NA | 34.56 | 9.41 | 6.23 | 4.22 | 5.82 | 13.92 | 8.90 | 13.98 | 32.23 | 6.12 | 7.42 | 3.96 | 5.24 | 3.59 | 9.54 | 9.56 |
| Yield(%) | NA | 3.69 | 3.50 | 3.39 | 3.81 | NA | NA | 3.69 | 3.70 | 3.55 | 3.24 | 4.03 | 2.26 | 1.95 | 1.68 | 5.24 | 7.93 | 4.24 | 3.93 | 3.57 | 3.09 | 3.25 | 3.73 |
Data as of 10/30/2015, 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 |
|---|---|---|---|---|
| Lender Processing Services, Inc. 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate |
-6.72%
Feb 2006 - Feb 2009 |
-0.07%
Feb 2004 - Feb 2009 |
4.06%
Sep 2005 - Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Lender Processing Services, Inc. 401(k) Profit Sharing Plan Strategic Asset Allocation - Equal Weight Moderate |
16.85%
Mar 2003 - Mar 2006 |
14.11%
Oct 2002 - Oct 2007 |
7.68%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart