Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Norwalk Radiology Center 401K Tactical Asset Allocation Moderate | NA | 11.11% | 7.32% | 6.04% | 5.36% | 6.58% | 8.79% | 9.18% |
Data as of 11/30/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Norwalk Radiology Center 401K Tactical Asset Allocation Moderate | 12/31/2000 | 02/14/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.17 | 11.11 | 7.32 | 6.04 | 5.36 | 6.58 | 8.79 | 9.18 | -0.43 | 5.21 | 14.96 | 5.69 | -5.30 | 9.63 | 7.35 | -3.15 | 0.21 | 12.06 | 7.52 | -2.23 | 7.32 | 26.70 | -2.24 | 19.59 | 18.55 | 15.05 | 12.65 | 27.16 | 7.15 | 7.22 |
| Sharpe Ratio | NA | -0.12 | 0.81 | 0.56 | 0.63 | NA | NA | 1.06 | -0.06 | 0.49 | 1.64 | 0.84 | -0.82 | 1.58 | 1.09 | -0.52 | 0.03 | 1.61 | 1.38 | -0.25 | 0.76 | 3.18 | -0.52 | 1.57 | 1.97 | 1.99 | 1.55 | 5.51 | 1.32 | 1.16 |
| Standard Deviation(%) | NA | 10.06 | 8.56 | 7.97 | 7.31 | NA | NA | 7.37 | 7.04 | 10.49 | 8.98 | 5.08 | 8.05 | 5.70 | 6.56 | 6.07 | 7.14 | 7.47 | 5.41 | 9.03 | 9.49 | 8.35 | 6.08 | 10.55 | 7.74 | 6.46 | 7.56 | 4.80 | 4.57 | 4.22 |
| Draw Down(%) | NA | 5.34 | 9.37 | 12.53 | 12.53 | NA | NA | 12.53 | 2.86 | 4.93 | 9.37 | 3.64 | 12.53 | 3.35 | 4.83 | 8.01 | 6.35 | 8.00 | 5.96 | 10.02 | 8.44 | 4.58 | 8.48 | 7.94 | 8.07 | 4.61 | 10.94 | 2.55 | 5.89 | 3.14 |
| Yield(%) | NA | 8.53 | 4.94 | 3.45 | 4.54 | NA | NA | 5.07 | 0.05 | 9.07 | 2.80 | 3.72 | 2.11 | 0.43 | 6.52 | 3.07 | 8.10 | 5.37 | 5.47 | 4.05 | 4.61 | 6.65 | 3.26 | 10.07 | 5.80 | 6.00 | 3.21 | 4.15 | 4.60 | 7.39 |
Data as of 11/30/2021, 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 |
|---|---|---|---|---|
| Norwalk Radiology Center 401K Tactical Asset Allocation Moderate |
-0.80%
Oct 2017 - Oct 2020 |
1.10%
Feb 2015 - Feb 2020 |
3.06%
Oct 2010 - Oct 2020 |
6.37%
Jan 2007 - Jan 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Norwalk Radiology Center 401K Tactical Asset Allocation Moderate |
20.75%
Oct 2004 - Oct 2007 |
19.84%
Oct 2002 - Oct 2007 |
13.81%
Apr 2001 - Apr 2011 |
10.45%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart