Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Inthinc Retirement Plan on ADP Tactical Asset Allocation Moderate | NA | 13.21% | 7.71% | 7.18% | 5.22% | 7.06% | 8.94% | 9.06% |
Data as of 11/30/2021, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Inthinc Retirement Plan on ADP 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 (%) | -2.56 | 13.21 | 7.71 | 7.18 | 5.22 | 7.06 | 8.94 | 9.06 | -6.22 | 11.14 | 11.19 | 8.10 | -2.67 | 13.14 | 1.56 | -6.37 | 1.90 | 10.96 | 7.00 | 3.40 | 14.85 | 27.51 | -6.54 | 19.94 | 16.15 | 14.96 | 17.21 | 22.33 | 4.03 | 1.86 |
| Sharpe Ratio | NA | -0.18 | 0.69 | 0.59 | 0.52 | NA | NA | 0.92 | -0.69 | 0.96 | 1.01 | 1.33 | -0.50 | 2.34 | 0.24 | -0.87 | 0.30 | 1.56 | 1.21 | 0.37 | 1.07 | 2.42 | -1.39 | 1.43 | 1.42 | 1.89 | 2.02 | 4.53 | 0.73 | -0.39 |
| Standard Deviation(%) | NA | 11.31 | 9.79 | 8.70 | 7.66 | NA | NA | 8.13 | 8.98 | 11.62 | 10.85 | 5.04 | 8.01 | 5.35 | 5.68 | 7.38 | 6.19 | 7.01 | 5.74 | 9.02 | 13.86 | 11.32 | 5.36 | 11.83 | 9.06 | 6.76 | 8.06 | 4.78 | 4.02 | 1.16 |
| Draw Down(%) | NA | 7.91 | 13.30 | 13.30 | 13.30 | NA | NA | 13.30 | 6.66 | 7.20 | 13.30 | 3.01 | 9.04 | 3.01 | 4.33 | 11.85 | 5.50 | 6.09 | 4.90 | 7.85 | 10.79 | 5.29 | 7.37 | 9.05 | 12.29 | 5.12 | 10.35 | 1.77 | 5.76 | 1.74 |
| Yield(%) | NA | 10.74 | 7.25 | 5.00 | 4.19 | NA | NA | 4.03 | 0.14 | 11.33 | 8.36 | 2.95 | 2.84 | 0.23 | 1.69 | 1.76 | 3.64 | 8.53 | 1.44 | 2.02 | 1.12 | 1.20 | 2.27 | 10.49 | 7.25 | 4.54 | 3.54 | 3.90 | 2.39 | 2.90 |
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 |
|---|---|---|---|---|
| Inthinc Retirement Plan on ADP Tactical Asset Allocation Moderate |
-1.04%
Dec 2013 - Dec 2016 |
1.05%
Mar 2015 - Mar 2020 |
3.54%
Oct 2010 - Oct 2020 |
6.77%
Jan 2007 - Jan 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Inthinc Retirement Plan on ADP Tactical Asset Allocation Moderate |
21.75%
Oct 2004 - Oct 2007 |
19.25%
Oct 2002 - Oct 2007 |
13.59%
Apr 2003 - Apr 2013 |
10.36%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart