Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CIGITAL 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 25.19% | 6.88% | 8.86% | 5.65% | 6.91% | 7.69% | 7.76% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIGITAL 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.96 | 25.19 | 6.88 | 8.86 | 5.65 | 6.91 | 7.69 | 7.76 | NA | 10.34 | 15.34 | -7.00 | 9.85 | 15.33 | 6.94 | -1.94 | 8.24 | 2.13 | -3.98 | 6.33 | 15.44 | 7.10 | 4.75 | 9.41 | 15.00 | 3.53 | 7.79 | 19.63 | 5.24 | 11.21 | 12.68 | 2.59 | 4.41 |
| Sharpe Ratio | NA | 0.68 | 0.28 | 0.67 | 0.47 | NA | NA | 0.80 | 0.08 | 0.40 | 1.56 | -0.88 | 0.98 | 1.74 | 1.11 | -0.43 | 1.46 | 0.38 | -0.67 | 1.03 | 2.18 | 1.23 | 0.44 | 0.75 | 1.66 | 0.70 | 0.49 | 1.89 | 0.45 | 1.29 | 2.54 | 0.73 | 0.60 |
| Standard Deviation(%) | NA | 9.22 | 8.74 | 9.01 | 7.59 | NA | NA | 7.58 | 9.00 | 9.33 | 7.11 | 9.55 | 10.00 | 8.70 | 4.99 | 7.51 | 5.23 | 5.09 | 5.98 | 6.14 | 7.05 | 5.71 | 10.69 | 12.49 | 8.99 | 3.74 | 9.84 | 8.66 | 6.89 | 7.94 | 4.71 | 2.03 | 3.50 |
| Draw Down(%) | NA | 6.48 | 11.43 | 12.66 | 12.66 | NA | NA | 12.66 | 0.62 | 6.48 | 4.99 | 12.66 | 5.16 | 9.54 | 2.32 | 9.27 | 4.93 | 4.13 | 7.80 | 3.46 | 6.14 | 4.58 | 10.35 | 9.47 | 4.15 | 1.76 | 6.66 | 6.40 | 5.19 | 10.25 | 2.98 | 1.69 | 2.74 |
| Yield(%) | NA | 15.86 | 10.45 | 8.11 | 5.29 | NA | NA | 4.61 | NA | 4.33 | 14.88 | 9.01 | 1.78 | 6.68 | 2.89 | 2.82 | 0.19 | 2.25 | 2.25 | 4.55 | 3.00 | 2.68 | 8.06 | 4.16 | 5.10 | 3.92 | 4.05 | 8.77 | 3.19 | 3.21 | 2.50 | 2.66 | 3.11 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| CIGITAL 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
1.26%
Feb 2014 - Feb 2017 |
1.59%
Feb 2015 - Feb 2020 |
4.11%
Oct 2013 - Oct 2023 |
5.68%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIGITAL 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
13.91%
Oct 2004 - Oct 2007 |
12.59%
Apr 2005 - Apr 2010 |
10.23%
Jul 2004 - Jul 2014 |
8.48%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart