Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
XIO Storage 401K Plan Strategic Asset Allocation - Optimal Moderate | NA | 0.37% | 4.63% | 5.12% | 7.46% | 5.93% | NA | 6.26% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
XIO Storage 401K 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 (%) | 1.50 | 0.37 | 4.63 | 5.12 | 7.46 | 5.93 | NA | 6.26 | -5.11 | 14.10 | 3.76 | 0.74 | 6.40 | 16.43 | 10.67 | -2.10 | 9.65 | 21.94 | -26.39 | 8.37 | 9.20 | 8.91 | 13.09 | 22.50 | -3.65 | 5.00 |
Sharpe Ratio | NA | -0.63 | 0.41 | 0.43 | 0.69 | NA | NA | 0.45 | -0.63 | 3.12 | 0.44 | 0.08 | 1.01 | 2.59 | 1.36 | -0.15 | 0.80 | 1.23 | -1.22 | 0.57 | 0.77 | 1.18 | 1.80 | 3.14 | -0.50 | 0.33 |
Standard Deviation(%) | NA | 10.27 | 7.96 | 7.77 | 10.32 | NA | NA | 10.53 | 10.27 | 4.32 | 8.10 | 8.47 | 6.32 | 6.32 | 7.80 | 14.20 | 12.01 | 17.82 | 22.31 | 9.35 | 7.70 | 5.69 | 6.74 | 6.94 | 9.41 | 8.11 |
Draw Down(%) | NA | 13.50 | 13.50 | 13.50 | 16.28 | NA | NA | 38.63 | 13.50 | 1.64 | 7.33 | 7.65 | 4.55 | 5.00 | 6.60 | 13.78 | 10.45 | 16.28 | 34.23 | 6.60 | 9.51 | 4.33 | 5.95 | 6.25 | 15.79 | 10.48 |
Yield(%) | NA | 4.79 | 3.70 | 4.09 | 2.89 | NA | NA | 3.00 | 4.77 | 3.88 | 2.36 | 4.91 | 4.49 | 3.72 | 1.13 | 2.48 | 0.64 | 0.46 | 1.65 | 6.01 | 6.35 | 3.76 | 3.09 | 0.69 | 0.98 | 2.63 |
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 |
---|---|---|---|---|
XIO Storage 401K Plan Strategic Asset Allocation - Optimal Moderate |
-8.84%
Feb 2006 - Feb 2009 |
-1.56%
Feb 2004 - Feb 2009 |
3.92%
Jan 2006 - Jan 2016 |
5.76%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
XIO Storage 401K Plan Strategic Asset Allocation - Optimal Moderate |
17.05%
Mar 2003 - Mar 2006 |
14.07%
Feb 2009 - Feb 2014 |
7.97%
Nov 2008 - Nov 2018 |
7.50%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart