Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SHAKER ADVERTISING AGENCY EES 401(K) PLAN Tactical Asset Allocation Moderate | NA | -2.37% | 4.03% | 4.00% | 6.75% | NA | NA | 7.32% |
Data as of 10/30/2015, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHAKER ADVERTISING AGENCY EES 401(K) PLAN Tactical Asset Allocation 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 (%) | 0.00 | -2.37 | 4.03 | 4.00 | 6.75 | NA | NA | 7.32 | -1.55 | -2.14 | 15.05 | 2.88 | 3.11 | 7.51 | 19.10 | 0.17 | 8.40 | 11.68 | 4.79 | 4.50 | 18.78 | 4.63 | 7.92 |
| Sharpe Ratio | NA | -0.31 | 0.57 | 0.51 | 0.72 | NA | NA | 0.83 | -0.31 | -0.32 | 2.36 | 0.50 | 0.40 | 0.67 | 2.23 | -0.14 | 0.59 | 1.06 | 0.44 | 0.48 | 3.39 | 0.73 | 1.09 |
| Standard Deviation(%) | NA | 5.05 | 6.10 | 6.36 | 7.55 | NA | NA | 7.02 | 5.05 | 6.72 | 6.36 | 5.65 | 7.70 | 11.05 | 8.51 | 5.36 | 9.08 | 7.91 | 5.95 | 7.39 | 5.34 | 4.83 | 5.16 |
| Draw Down(%) | NA | 5.33 | 9.98 | 9.98 | 9.98 | NA | NA | 9.98 | 5.33 | 7.22 | 3.93 | 6.18 | 5.41 | 8.98 | 4.28 | 7.15 | 7.43 | 9.54 | 4.55 | 7.46 | 3.09 | 4.98 | 4.04 |
| Yield(%) | NA | 1.07 | 3.47 | 3.46 | 4.48 | NA | NA | 4.94 | 1.06 | 6.23 | 3.13 | 4.49 | 2.23 | 3.87 | 4.52 | 5.36 | 7.73 | 6.00 | 6.92 | 4.32 | 3.76 | 6.44 | 7.98 |
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 |
|---|---|---|---|---|
| SHAKER ADVERTISING AGENCY EES 401(K) PLAN Tactical Asset Allocation Moderate |
3.37%
Sep 2012 - Sep 2015 |
3.99%
Oct 2010 - Oct 2015 |
6.37%
Sep 2005 - Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHAKER ADVERTISING AGENCY EES 401(K) PLAN Tactical Asset Allocation Moderate |
11.13%
Oct 2008 - Oct 2011 |
10.45%
Oct 2002 - Oct 2007 |
9.08%
Apr 2001 - Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart