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 Strategic Asset Allocation - Equal Weight Moderate | NA | 55.15% | 15.76% | 12.13% | 8.80% | 9.91% | NA | 10.49% |
Data as of 11/30/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Inthinc Retirement Plan on ADP Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 02/24/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.65 | 55.15 | 15.76 | 12.13 | 8.80 | 9.91 | NA | 10.49 | 3.44 | 58.24 | 15.75 | -9.64 | 9.85 | 2.49 | -2.60 | 2.97 | 8.38 | 13.80 | 2.03 | 15.04 | 67.88 | -27.84 | 10.60 | 15.21 | 13.93 | 13.88 | 30.46 | -1.91 | -0.27 |
| Sharpe Ratio | NA | 1.71 | 0.83 | 0.80 | 0.62 | NA | NA | 0.66 | 0.32 | 1.56 | 2.25 | -1.14 | 1.96 | 0.28 | -0.32 | 0.45 | 1.23 | 2.09 | 0.15 | 1.37 | 2.07 | -1.35 | 0.78 | 1.59 | 1.99 | 1.83 | 4.42 | -0.37 | -0.31 |
| Standard Deviation(%) | NA | 37.33 | 22.56 | 17.92 | 14.17 | NA | NA | 14.25 | 10.89 | 37.21 | 6.37 | 9.64 | 4.70 | 8.16 | 8.31 | 6.60 | 6.79 | 6.56 | 13.49 | 10.95 | 32.77 | 21.23 | 9.79 | 7.49 | 5.92 | 7.08 | 6.73 | 8.20 | 8.26 |
| Draw Down(%) | NA | 21.29 | 22.87 | 22.87 | 22.87 | NA | NA | 40.21 | 2.76 | 22.87 | 2.91 | 14.78 | 3.76 | 7.66 | 9.38 | 5.23 | 7.29 | 4.86 | 12.49 | 7.15 | 16.60 | 37.95 | 5.95 | 9.56 | 4.10 | 9.14 | 6.18 | 14.26 | 13.31 |
| Yield(%) | NA | 5.51 | 3.34 | 2.43 | 2.62 | NA | NA | 3.28 | 0.01 | 5.41 | 2.84 | 1.86 | 0.18 | 1.91 | 2.09 | 3.43 | 3.19 | 2.54 | 3.08 | 1.05 | 1.21 | 6.73 | 8.96 | 5.56 | 4.41 | 3.31 | 3.36 | 2.16 | 2.25 |
Data as of 11/30/2020, 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 Strategic Asset Allocation - Equal Weight Moderate |
-7.93%
Feb 2006 - Feb 2009 |
-0.87%
Mar 2015 - Mar 2020 |
3.49%
Mar 2010 - Mar 2020 |
6.57%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Inthinc Retirement Plan on ADP Strategic Asset Allocation - Equal Weight Moderate |
32.95%
Feb 2009 - Feb 2012 |
22.57%
Feb 2009 - Feb 2014 |
13.99%
Mar 2003 - Mar 2013 |
10.61%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart