Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DR SYSTEMS INC. 401K PLAN Tactical Asset Allocation Moderate | NA | -0.14% | 1.10% | 0.33% | -0.47% | 3.01% | 5.31% | 6.25% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DR SYSTEMS INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.18 | -0.14 | 1.10 | 0.33 | -0.47 | 3.01 | 5.31 | 6.25 | 1.23 | 9.48 | -11.93 | 5.07 | 13.13 | -1.06 | -17.30 | 9.98 | 7.69 | -7.93 | -2.02 | 12.46 | 6.99 | -0.40 | 7.87 | 29.98 | -6.75 | 18.79 | 18.15 | 13.71 | 14.70 | 22.51 | 7.79 | 8.38 |
| Sharpe Ratio | NA | 0.82 | -0.16 | 0.14 | -0.08 | NA | NA | 0.67 | 0.12 | 0.75 | -1.61 | 0.55 | 1.36 | -0.45 | -1.29 | 1.89 | 1.54 | -1.47 | -0.33 | 1.81 | 1.40 | -0.05 | 0.82 | 3.40 | -1.14 | 1.23 | 1.52 | 1.72 | 1.57 | 3.99 | 1.50 | 1.12 |
| Standard Deviation(%) | NA | 7.28 | 8.05 | 8.07 | 8.03 | NA | NA | 8.00 | 7.91 | 6.97 | 8.25 | 9.18 | 9.52 | 5.44 | 14.42 | 4.94 | 4.85 | 5.43 | 6.23 | 6.86 | 4.97 | 8.66 | 9.52 | 8.79 | 6.74 | 12.80 | 9.82 | 6.72 | 8.76 | 5.46 | 4.46 | 5.40 |
| Draw Down(%) | NA | 5.81 | 15.99 | 15.99 | 29.21 | NA | NA | 29.21 | 1.65 | 5.81 | 12.87 | 5.59 | 10.42 | 5.15 | 22.79 | 2.19 | 3.88 | 9.98 | 5.35 | 5.82 | 4.39 | 7.77 | 8.81 | 4.22 | 9.84 | 9.90 | 13.38 | 5.94 | 9.64 | 3.07 | 4.14 | 4.13 |
| Yield(%) | NA | 3.64 | 5.37 | 4.73 | 3.83 | NA | NA | 4.40 | 0.01 | 3.87 | 4.07 | 8.22 | 4.73 | 2.82 | 3.37 | 0.27 | 3.23 | 3.11 | 4.74 | 5.59 | 5.06 | 0.58 | 4.87 | 7.16 | 3.47 | 6.05 | 3.72 | 3.30 | 2.96 | 4.29 | 7.07 | 8.54 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| DR SYSTEMS INC. 401K PLAN Tactical Asset Allocation Moderate |
-6.02%
Oct 2017 - Oct 2020 |
-3.79%
Jan 2018 - Jan 2023 |
-0.47%
Oct 2013 - Oct 2023 |
2.28%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DR SYSTEMS INC. 401K PLAN Tactical Asset Allocation Moderate |
21.15%
Oct 2004 - Oct 2007 |
18.81%
Oct 2002 - Oct 2007 |
13.53%
Apr 2001 - Apr 2011 |
9.51%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart