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 Strategic Asset Allocation - Optimal Moderate | NA | -3.08% | 3.75% | 3.30% | 8.57% | 7.29% | NA | 7.34% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DR SYSTEMS INC. 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 (%) | 1.76 | -3.08 | 3.75 | 3.30 | 8.57 | 7.29 | NA | 7.34 | -4.43 | 10.97 | 5.12 | -1.25 | 3.33 | 11.58 | 14.98 | -2.19 | 15.11 | 34.44 | -25.28 | 15.01 | 12.18 | 12.35 | 13.17 | 25.37 | -2.82 | -1.02 |
| Sharpe Ratio | NA | -0.58 | 0.37 | 0.28 | 0.77 | NA | NA | 0.54 | -0.58 | 2.27 | 0.59 | -0.15 | 0.52 | 1.64 | 1.83 | -0.15 | 1.26 | 2.03 | -1.17 | 1.18 | 0.99 | 1.63 | 1.58 | 2.92 | -0.41 | -0.29 |
| Standard Deviation(%) | NA | 9.88 | 7.94 | 7.72 | 10.33 | NA | NA | 10.93 | 9.88 | 4.55 | 8.39 | 8.32 | 6.35 | 7.05 | 8.17 | 14.94 | 11.90 | 16.96 | 22.40 | 10.15 | 9.00 | 6.23 | 7.72 | 8.44 | 9.52 | 11.44 |
| Draw Down(%) | NA | 11.36 | 11.36 | 12.72 | 17.28 | NA | NA | 37.57 | 11.36 | 2.36 | 6.96 | 10.10 | 5.13 | 6.98 | 6.78 | 15.26 | 8.79 | 17.28 | 36.86 | 6.49 | 11.32 | 4.17 | 7.62 | 5.97 | 13.09 | 15.94 |
| Yield(%) | NA | 5.36 | 2.98 | 3.04 | 3.39 | NA | NA | 3.75 | 5.33 | 0.27 | 3.29 | 3.03 | 3.30 | 3.49 | 3.91 | 3.24 | 3.88 | 3.79 | 4.25 | 5.79 | 5.11 | 3.08 | 3.16 | 2.51 | 5.22 | 4.91 |
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 |
|---|---|---|---|---|
| DR SYSTEMS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-5.95%
Feb 2006 - Feb 2009 |
1.10%
Feb 2004 - Feb 2009 |
5.47%
Oct 2007 - Oct 2017 |
7.26%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DR SYSTEMS INC. 401K PLAN Strategic Asset Allocation - Optimal Moderate |
22.23%
Feb 2009 - Feb 2012 |
16.97%
Feb 2009 - Feb 2014 |
10.89%
Mar 2003 - Mar 2013 |
9.17%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart