Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/30/2015.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Sargent and Lundy LLC Savings Investment Plan Tactical Asset Allocation Moderate | NA | -1.05% | 5.56% | 5.88% | 10.02% | NA | NA | 10.58% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Sargent and Lundy LLC Savings Investment Plan Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2015 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/30/2015.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | -0.20 | -1.05 | 5.56 | 5.88 | 10.02 | NA | NA | 10.58 | -1.94 | 3.77 | 11.62 | 11.85 | 5.74 | 12.65 | 30.19 | -11.05 | 17.66 | 18.10 | 9.39 | 13.91 | 19.09 | 7.94 | 5.62 |
| Sharpe Ratio | NA | -0.28 | 0.60 | 0.84 | 1.04 | NA | NA | 1.18 | -0.28 | 0.61 | 1.42 | 2.35 | 0.65 | 1.24 | 3.55 | -1.86 | 1.28 | 1.74 | 1.25 | 1.59 | 3.80 | 1.33 | 0.62 |
| Standard Deviation(%) | NA | 6.97 | 7.14 | 7.16 | 8.22 | NA | NA | 7.55 | 6.97 | 6.17 | 8.15 | 5.02 | 8.84 | 10.12 | 8.48 | 6.44 | 11.42 | 8.49 | 5.77 | 8.15 | 4.84 | 5.15 | 5.34 |
| Draw Down(%) | NA | 8.66 | 8.66 | 8.66 | 16.18 | NA | NA | 16.18 | 8.66 | 5.21 | 8.28 | 3.14 | 7.55 | 6.58 | 3.62 | 13.68 | 10.10 | 11.67 | 4.51 | 10.25 | 5.66 | 5.39 | 4.52 |
| Yield(%) | NA | 3.40 | 4.22 | 4.00 | 4.88 | NA | NA | 4.92 | 3.39 | 4.75 | 4.47 | 2.71 | 4.30 | 4.60 | 5.14 | 2.69 | 8.39 | 8.09 | 3.48 | 3.73 | 4.90 | 5.10 | 8.11 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Sargent and Lundy LLC Savings Investment Plan Tactical Asset Allocation Moderate |
4.90%
Apr 2006 - Apr 2009 |
6.00%
Oct 2010 - Oct 2015 |
9.51%
Sep 2005 - Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Sargent and Lundy LLC Savings Investment Plan Tactical Asset Allocation Moderate |
18.64%
Oct 2004 - Oct 2007 |
17.10%
Oct 2002 - Oct 2007 |
12.51%
Apr 2001 - Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart