Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SHAKER ADVERTISING AGENCY EMPLOYEES` 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 3.67% | 5.61% | 4.99% | 4.93% | NA | NA | 5.54% |
Data as of 10/30/2015, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHAKER ADVERTISING AGENCY EMPLOYEES` 401K 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 (%) | -0.16 | 3.67 | 5.61 | 4.99 | 4.93 | NA | NA | 5.54 | 1.03 | 0.82 | 12.61 | 9.51 | -1.34 | 12.07 | 18.32 | -18.96 | 7.59 | 7.73 | 4.80 | 9.06 | 20.44 | -3.53 | 2.90 |
| Sharpe Ratio | NA | 0.12 | 0.61 | 0.54 | 0.38 | NA | NA | 0.46 | 0.12 | 0.10 | 1.99 | 1.69 | -0.13 | 1.17 | 1.40 | -1.22 | 0.70 | 0.79 | 0.53 | 1.27 | 3.30 | -0.53 | 0.06 |
| Standard Deviation(%) | NA | 8.46 | 7.56 | 8.01 | 9.68 | NA | NA | 8.97 | 8.46 | 7.77 | 6.31 | 5.61 | 10.84 | 10.21 | 12.99 | 16.35 | 6.50 | 5.63 | 4.95 | 6.38 | 5.98 | 8.75 | 9.57 |
| Draw Down(%) | NA | 8.36 | 8.36 | 10.87 | 30.52 | NA | NA | 30.52 | 8.36 | 7.23 | 5.96 | 4.62 | 10.87 | 8.01 | 14.50 | 29.78 | 4.44 | 6.17 | 3.67 | 5.86 | 5.10 | 14.73 | 12.50 |
| Yield(%) | NA | 1.42 | 2.56 | 2.78 | 3.70 | NA | NA | 3.56 | 1.42 | 4.51 | 1.76 | 3.42 | 2.63 | 3.96 | 2.90 | 3.54 | 7.22 | 5.34 | 5.44 | 2.41 | 2.73 | 3.47 | 2.69 |
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 EMPLOYEES` 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-6.27%
Feb 2006 - Feb 2009 |
-1.31%
Feb 2004 - Feb 2009 |
4.31%
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 EMPLOYEES` 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
15.14%
Feb 2009 - Feb 2012 |
12.69%
Feb 2009 - Feb 2014 |
6.95%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart