Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IGT PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate | NA | -3.73% | 3.58% | 4.07% | 8.38% | 6.54% | NA | 6.90% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IGT PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.56 | -3.73 | 3.58 | 4.07 | 8.38 | 6.54 | NA | 6.90 | -3.27 | 8.66 | 5.11 | 0.83 | 4.53 | 15.95 | 12.99 | 0.03 | 13.78 | 26.49 | -26.97 | 12.83 | 10.16 | 9.23 | 11.06 | 23.94 | -1.10 | 3.09 |
| Sharpe Ratio | NA | -0.15 | 0.14 | 0.18 | 0.58 | NA | NA | 0.43 | -0.15 | 1.43 | 0.63 | 0.09 | 0.65 | 2.38 | 1.75 | 0.00 | 1.18 | 1.53 | -1.23 | 1.04 | 0.93 | 1.12 | 1.54 | 2.84 | -0.23 | 0.10 |
| Standard Deviation(%) | NA | 30.54 | 18.46 | 15.12 | 13.76 | NA | NA | 12.61 | 30.54 | 5.60 | 7.81 | 8.54 | 7.00 | 6.68 | 7.37 | 14.84 | 11.64 | 17.22 | 22.65 | 9.44 | 7.40 | 6.31 | 6.59 | 8.19 | 9.55 | 7.97 |
| Draw Down(%) | NA | 20.41 | 20.41 | 20.41 | 20.41 | NA | NA | 39.78 | 20.41 | 3.62 | 6.85 | 8.52 | 4.94 | 5.45 | 5.94 | 14.65 | 9.06 | 16.88 | 37.31 | 5.99 | 7.09 | 4.16 | 5.63 | 6.42 | 14.40 | 9.16 |
| Yield(%) | NA | 5.58 | 3.33 | 3.95 | 3.81 | NA | NA | 3.92 | 5.55 | 0.21 | 4.21 | 4.77 | 5.05 | 4.43 | 3.89 | 2.17 | 4.38 | 3.06 | 3.66 | 6.35 | 5.20 | 4.09 | 2.85 | 2.51 | 3.55 | 4.56 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| IGT PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate |
-7.65%
Feb 2006 - Feb 2009 |
-0.87%
Feb 2004 - Feb 2009 |
5.16%
Oct 2007 - Oct 2017 |
6.49%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IGT PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate |
19.68%
Feb 2009 - Feb 2012 |
16.68%
Feb 2009 - Feb 2014 |
9.10%
Mar 2003 - Mar 2013 |
8.28%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart