Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NADART (Auto Dealers) Retirement Plan Strategic Asset Allocation - Optimal Moderate | NA | 26.63% | 2.13% | 7.33% | 6.56% | 7.94% | 7.01% | 7.40% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NADART (Auto Dealers) Retirement 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 (%) | -1.19 | 26.63 | 2.13 | 7.33 | 6.56 | 7.94 | 7.01 | 7.40 | NA | 10.41 | 13.17 | -14.08 | 3.66 | 23.61 | 22.22 | -6.44 | 10.52 | 5.00 | 1.85 | 4.64 | 16.55 | 15.75 | -1.12 | 13.97 | 25.14 | -25.03 | 8.76 | 11.59 | 7.21 | 11.07 | 22.18 | -3.35 | 8.05 |
| Sharpe Ratio | NA | 0.59 | -0.08 | 0.32 | 0.46 | NA | NA | 0.51 | 0.02 | 0.42 | 0.99 | -1.07 | 0.38 | 1.28 | 2.76 | -0.86 | 2.15 | 0.55 | 0.21 | 0.68 | 2.34 | 1.99 | -0.08 | 1.24 | 1.47 | -1.09 | 0.60 | 1.03 | 0.78 | 1.19 | 2.16 | -0.34 | 0.63 |
| Standard Deviation(%) | NA | 9.09 | 11.17 | 12.66 | 10.54 | NA | NA | 11.35 | 8.40 | 9.18 | 9.00 | 14.45 | 9.49 | 18.31 | 7.54 | 9.02 | 4.59 | 8.74 | 8.75 | 6.81 | 7.05 | 7.88 | 14.65 | 11.21 | 16.98 | 23.84 | 9.54 | 8.11 | 6.46 | 8.49 | 9.96 | 12.99 | 9.17 |
| Draw Down(%) | NA | 5.02 | 20.25 | 23.73 | 23.73 | NA | NA | 39.82 | 0.73 | 5.02 | 9.73 | 21.22 | 6.42 | 20.36 | 3.29 | 13.49 | 1.77 | 7.83 | 7.59 | 5.83 | 6.13 | 6.54 | 14.19 | 8.99 | 18.83 | 36.85 | 5.97 | 9.03 | 3.91 | 7.09 | 8.32 | 16.60 | 10.17 |
| Yield(%) | NA | 2.36 | 3.31 | 3.42 | 3.63 | NA | NA | 3.98 | NA | 0.78 | 2.20 | 3.18 | 3.75 | 4.08 | 5.46 | 2.59 | 0.50 | 4.41 | 6.04 | 4.03 | 4.70 | 5.31 | 3.06 | 4.31 | 4.49 | 4.21 | 4.06 | 5.39 | 3.11 | 3.36 | 2.99 | 3.66 | 5.97 |
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 |
|---|---|---|---|---|
| NADART (Auto Dealers) Retirement Plan Strategic Asset Allocation - Optimal Moderate |
-8.32%
Feb 2006 - Feb 2009 |
-1.62%
Feb 2004 - Feb 2009 |
4.75%
Oct 2013 - Oct 2023 |
4.83%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NADART (Auto Dealers) Retirement Plan Strategic Asset Allocation - Optimal Moderate |
20.01%
Feb 2009 - Feb 2012 |
17.19%
Feb 2009 - Feb 2014 |
10.55%
Feb 2009 - Feb 2019 |
9.64%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart