Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Retirement Income High Yield Strategic Asset Allocation - Equal Weight Moderate | NA | 84.84% | 22.23% | 15.74% | 11.89% | 8.75% | 9.09% | 9.09% |
Data as of 12/31/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Retirement Income High Yield Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 03/16/2021 |
| 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 (%) | 1.60 | 84.84 | 22.23 | 15.74 | 11.89 | 8.75 | 9.09 | 9.09 | 2.57 | 84.84 | 22.52 | -19.70 | 5.55 | 8.21 | -1.30 | 39.95 | -2.03 | 10.46 | -0.95 | 8.47 | 50.96 | -36.94 | -11.81 | 26.75 | -0.77 | 6.37 | 26.53 | 7.99 | 11.31 |
| Sharpe Ratio | NA | 2.46 | 0.67 | 0.51 | 0.51 | NA | NA | 0.41 | 0.29 | 1.36 | 2.76 | -1.65 | 0.66 | 0.86 | -0.14 | 1.81 | -0.20 | 1.12 | -0.06 | 0.56 | 2.00 | -1.14 | -1.16 | 3.39 | -0.33 | 0.45 | 3.85 | 0.64 | 0.91 |
| Standard Deviation(%) | NA | 59.49 | 36.93 | 29.06 | 22.99 | NA | NA | 19.88 | 8.93 | 62.05 | 7.66 | 12.77 | 7.43 | 9.32 | 9.58 | 22.02 | 10.31 | 9.25 | 16.82 | 14.92 | 25.41 | 33.22 | 12.73 | 6.93 | 8.79 | 12.10 | 6.72 | 10.77 | 9.86 |
| Draw Down(%) | NA | 17.28 | 39.71 | 39.71 | 39.71 | NA | NA | 58.39 | 3.29 | 39.71 | 3.67 | 23.85 | 4.36 | 11.46 | 11.94 | 6.34 | 13.72 | 10.81 | 17.23 | 12.89 | 29.69 | 48.25 | 18.05 | 4.18 | 9.62 | 19.03 | 5.36 | 12.67 | 9.21 |
| Yield(%) | NA | 7.31 | 2.52 | 3.27 | 5.47 | NA | NA | 7.36 | 1.60 | 2.83 | 0.04 | 0.07 | 2.09 | 7.63 | 7.08 | 10.79 | 6.90 | 8.55 | 8.02 | 8.78 | 12.18 | 8.89 | 7.50 | 7.70 | 8.24 | 8.88 | 9.82 | 10.39 | 9.19 |
Data as of 12/31/2020, 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 |
|---|---|---|---|---|
| Retirement Income High Yield Strategic Asset Allocation - Equal Weight Moderate |
-14.94%
Feb 2006 - Feb 2009 |
-6.96%
Mar 2004 - Mar 2009 |
2.68%
Mar 2010 - Mar 2020 |
3.14%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Retirement Income High Yield Strategic Asset Allocation - Equal Weight Moderate |
25.50%
Feb 2018 - Feb 2021 |
19.14%
Feb 2009 - Feb 2014 |
11.96%
Jan 2011 - Jan 2021 |
8.81%
Dec 2005 - Dec 2020 |
Annualized Rolling Returns Comparison Chart