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 Strategic Asset Allocation - Optimal Moderate | NA | 33.33% | 11.34% | 11.29% | 8.28% | 8.50% | 7.23% | 7.08% |
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 Strategic Asset Allocation - Optimal 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 (%) | -0.81 | 33.33 | 11.34 | 11.29 | 8.28 | 8.50 | 7.23 | 7.08 | NA | 20.65 | 19.45 | -4.89 | 7.07 | 15.77 | 16.63 | -3.40 | 8.30 | 3.00 | 3.18 | 3.37 | 15.72 | 10.35 | 0.12 | 11.52 | 19.46 | -22.97 | 4.83 | 12.11 | 9.52 | 10.64 | 20.24 | -5.82 | 0.34 |
| Sharpe Ratio | NA | 1.91 | 0.80 | 0.76 | 0.68 | NA | NA | 0.51 | 0.08 | 1.74 | 1.99 | -0.51 | 0.75 | 0.89 | 2.12 | -0.50 | 1.65 | 0.35 | 0.38 | 0.52 | 2.44 | 1.26 | 0.01 | 0.89 | 1.03 | -1.04 | 0.19 | 1.36 | 1.31 | 1.58 | 2.50 | -0.64 | -0.25 |
| Standard Deviation(%) | NA | 8.02 | 9.58 | 11.55 | 9.80 | NA | NA | 10.93 | 8.37 | 8.06 | 7.64 | 12.29 | 9.33 | 17.43 | 7.19 | 9.45 | 4.64 | 8.08 | 8.28 | 6.43 | 6.43 | 8.16 | 16.07 | 12.82 | 18.79 | 23.01 | 9.81 | 6.51 | 5.60 | 6.16 | 7.83 | 10.88 | 7.83 |
| Draw Down(%) | NA | 4.51 | 13.28 | 20.26 | 20.26 | NA | NA | 37.37 | 0.65 | 4.51 | 5.03 | 13.96 | 5.57 | 20.26 | 3.24 | 12.78 | 2.53 | 7.83 | 6.39 | 4.27 | 4.53 | 6.69 | 15.28 | 9.87 | 16.71 | 32.72 | 6.71 | 7.02 | 3.37 | 4.20 | 7.71 | 15.58 | 10.96 |
| Yield(%) | NA | 15.49 | 10.43 | 7.18 | 5.45 | NA | NA | 4.19 | NA | 4.49 | 14.79 | 8.66 | 2.46 | 2.79 | 1.98 | 5.89 | 0.75 | 2.56 | 4.84 | 4.72 | 4.89 | 2.54 | 1.51 | 1.75 | 1.96 | 1.94 | 7.41 | 5.66 | 3.54 | 4.60 | 2.37 | 2.11 | 2.11 |
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 Strategic Asset Allocation - Optimal Moderate |
-8.08%
Feb 2006 - Feb 2009 |
-1.18%
Feb 2004 - Feb 2009 |
4.13%
Jan 2007 - Jan 2017 |
4.23%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIGITAL 401K PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate |
16.97%
Feb 2009 - Feb 2012 |
14.26%
Feb 2009 - Feb 2014 |
9.20%
Feb 2009 - Feb 2019 |
9.40%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart