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 Strategic Asset Allocation - Equal Weight Moderate | NA | -3.79% | 3.65% | 3.09% | 7.72% | 6.08% | NA | 6.46% |
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 Strategic Asset Allocation - Equal Weight 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 (%) | 0.74 | -3.79 | 3.65 | 3.09 | 7.72 | 6.08 | NA | 6.46 | -4.24 | 11.36 | 4.57 | 0.86 | -0.05 | 14.15 | 10.24 | 0.32 | 11.86 | 29.07 | -21.63 | 8.92 | 11.93 | 6.78 | 9.81 | 16.91 | -0.45 | 6.85 |
| Sharpe Ratio | NA | -0.65 | 0.40 | 0.26 | 0.84 | NA | NA | 0.56 | -0.65 | 2.36 | 0.52 | 0.10 | -0.01 | 2.26 | 1.76 | 0.03 | 1.46 | 1.92 | -1.10 | 0.65 | 1.35 | 0.95 | 1.36 | 2.77 | -0.24 | 0.66 |
| Standard Deviation(%) | NA | 8.62 | 7.44 | 7.38 | 8.57 | NA | NA | 9.04 | 8.62 | 4.56 | 8.40 | 8.28 | 6.19 | 6.25 | 5.79 | 9.75 | 8.05 | 15.09 | 20.58 | 9.06 | 6.39 | 4.84 | 6.53 | 5.86 | 6.34 | 6.85 |
| Draw Down(%) | NA | 10.04 | 10.04 | 11.77 | 15.72 | NA | NA | 34.23 | 10.04 | 2.41 | 7.57 | 8.11 | 5.17 | 5.63 | 4.92 | 9.73 | 6.27 | 15.72 | 33.91 | 6.54 | 6.77 | 3.66 | 6.06 | 6.09 | 10.98 | 8.75 |
| Yield(%) | NA | 2.51 | 2.11 | 3.43 | 3.44 | NA | NA | 4.00 | 2.50 | 0.39 | 3.28 | 4.11 | 6.96 | 4.66 | 4.12 | 2.60 | 1.96 | 3.38 | 5.57 | 6.34 | 6.62 | 4.96 | 3.70 | 2.78 | 3.90 | 4.25 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.37%
Feb 2006 - Feb 2009 |
-0.12%
Feb 2004 - Feb 2009 |
5.02%
Feb 2006 - Feb 2016 |
5.97%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rummel Klepper&Kahl LLP Pre-Tax Savings Plan Strategic Asset Allocation - Equal Weight Moderate |
18.70%
Feb 2009 - Feb 2012 |
14.90%
Feb 2009 - Feb 2014 |
8.35%
Mar 2003 - Mar 2013 |
7.44%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart