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 Strategic Asset Allocation - Equal Weight Moderate | NA | 3.61% | 6.10% | 5.14% | 5.65% | NA | NA | 6.06% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | -0.15 | 3.61 | 6.10 | 5.14 | 5.65 | NA | NA | 6.06 | 0.98 | 0.55 | 14.59 | 9.13 | -1.70 | 11.96 | 19.76 | -19.45 | 10.69 | 9.60 | 5.93 | 9.06 | 20.44 | -3.52 | 2.92 |
| Sharpe Ratio | NA | 0.11 | 0.33 | 0.33 | 0.34 | NA | NA | 0.42 | 0.11 | 0.07 | 0.59 | 1.55 | -0.16 | 1.17 | 1.48 | -1.18 | 1.11 | 1.06 | 0.74 | 1.27 | 3.30 | -0.53 | 0.06 |
| Standard Deviation(%) | NA | 8.40 | 15.79 | 13.46 | 12.53 | NA | NA | 11.07 | 8.40 | 7.85 | 24.88 | 5.85 | 11.11 | 10.12 | 13.32 | 17.30 | 6.91 | 5.93 | 5.06 | 6.38 | 5.98 | 8.75 | 9.52 |
| Draw Down(%) | NA | 8.30 | 15.12 | 15.12 | 31.06 | NA | NA | 31.06 | 8.30 | 7.15 | 15.12 | 4.87 | 11.29 | 8.00 | 14.50 | 31.06 | 4.34 | 6.59 | 3.67 | 5.86 | 5.10 | 14.73 | 12.57 |
| Yield(%) | NA | 1.39 | 3.18 | 3.06 | 3.83 | NA | NA | 3.64 | 1.39 | 4.61 | 3.55 | 3.02 | 2.56 | 3.92 | 2.99 | 3.45 | 7.10 | 5.37 | 5.44 | 2.41 | 2.73 | 3.47 | 2.65 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-4.98%
Feb 2006 - Feb 2009 |
-0.28%
Feb 2004 - Feb 2009 |
5.03%
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 Strategic Asset Allocation - Equal Weight Moderate |
15.36%
Feb 2009 - Feb 2012 |
13.07%
Feb 2009 - Feb 2014 |
7.55%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart