Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Rummel Klepper&Kahl LLP Pre-Tax Savings Plan Tactical Asset Allocation Moderate | NA | -3.98% | 3.15% | 1.43% | 4.55% | 5.97% | NA | 7.03% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Rummel Klepper&Kahl LLP Pre-Tax Savings Plan Tactical Asset Allocation 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 (%) | -0.29 | -3.98 | 3.15 | 1.43 | 4.55 | 5.97 | NA | 7.03 | -1.11 | 6.37 | 5.11 | -3.90 | -2.31 | 14.66 | 6.46 | -0.86 | 4.23 | 17.96 | -0.18 | 12.24 | 13.99 | 4.10 | 9.60 | 19.67 | 7.99 | 7.96 |
| Sharpe Ratio | NA | -0.35 | 0.47 | 0.05 | 0.58 | NA | NA | 0.82 | -0.35 | 1.06 | 1.12 | -0.74 | -0.37 | 2.12 | 1.18 | -0.10 | 0.37 | 2.04 | -0.24 | 0.96 | 1.35 | 0.35 | 1.25 | 3.45 | 1.66 | 1.16 |
| Standard Deviation(%) | NA | 6.93 | 5.66 | 5.71 | 7.24 | NA | NA | 6.87 | 6.93 | 5.40 | 4.38 | 5.28 | 6.25 | 6.92 | 5.43 | 9.06 | 11.15 | 8.78 | 4.53 | 9.61 | 7.90 | 5.48 | 6.94 | 5.51 | 4.14 | 4.86 |
| Draw Down(%) | NA | 6.55 | 6.55 | 8.50 | 11.10 | NA | NA | 11.10 | 6.55 | 4.89 | 3.44 | 5.65 | 5.86 | 5.10 | 5.03 | 10.00 | 11.10 | 5.10 | 3.35 | 6.73 | 9.79 | 3.86 | 6.53 | 3.05 | 2.26 | 3.72 |
| Yield(%) | NA | 0.94 | 1.85 | 2.65 | 3.17 | NA | NA | 3.98 | 0.94 | 0.14 | 4.23 | 4.68 | 3.24 | 5.03 | 4.06 | 0.95 | 4.26 | 4.05 | 3.11 | 4.55 | 6.90 | 4.02 | 3.54 | 4.04 | 6.22 | 7.69 |
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 |
|---|---|---|---|---|
| Rummel Klepper&Kahl LLP Pre-Tax Savings Plan Tactical Asset Allocation Moderate |
-0.50%
Feb 2014 - Feb 2017 |
1.23%
Nov 2013 - Nov 2018 |
4.38%
Mar 2008 - Mar 2018 |
5.89%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rummel Klepper&Kahl LLP Pre-Tax Savings Plan Tactical Asset Allocation Moderate |
12.82%
Oct 2004 - Oct 2007 |
12.77%
Oct 2002 - Oct 2007 |
10.12%
Apr 2001 - Apr 2011 |
7.38%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison Chart