Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SMUGMUG INC. 401K PLAN Tactical Asset Allocation Moderate | NA | -4.93% | 2.18% | 3.10% | 3.87% | 6.11% | 6.92% | 7.52% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMUGMUG 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 (%) | -0.62 | -4.93 | 2.18 | 3.10 | 3.87 | 6.11 | 6.92 | 7.52 | -1.56 | 8.33 | -15.43 | 16.48 | 14.62 | 9.10 | -0.81 | 12.96 | 3.93 | -3.01 | 4.34 | 16.01 | 8.67 | 3.70 | 10.39 | 18.22 | -5.40 | 11.08 | 18.55 | 6.10 | 12.64 | 19.95 | 7.05 | 6.24 |
| Sharpe Ratio | NA | 0.26 | -0.04 | 0.46 | 0.34 | NA | NA | 0.71 | -0.19 | 0.52 | -1.72 | 1.75 | 1.50 | 1.60 | -0.09 | 2.28 | 0.76 | -0.49 | 0.72 | 2.35 | 1.48 | 0.35 | 0.81 | 1.90 | -1.50 | 0.75 | 1.93 | 0.56 | 1.45 | 3.72 | 1.43 | 0.92 |
| Standard Deviation(%) | NA | 8.29 | 9.03 | 8.57 | 10.49 | NA | NA | 9.13 | 9.57 | 7.87 | 9.75 | 9.39 | 9.58 | 4.79 | 24.74 | 5.40 | 4.90 | 6.24 | 6.02 | 6.79 | 5.84 | 10.55 | 12.69 | 9.56 | 4.21 | 10.79 | 7.92 | 7.05 | 8.07 | 5.18 | 4.14 | 4.26 |
| Draw Down(%) | NA | 6.70 | 19.09 | 19.09 | 19.09 | NA | NA | 19.09 | 2.99 | 6.70 | 15.90 | 4.08 | 11.31 | 2.47 | 16.37 | 2.45 | 3.71 | 6.90 | 4.30 | 5.89 | 4.78 | 9.87 | 9.55 | 5.47 | 7.18 | 7.71 | 6.92 | 5.38 | 10.40 | 2.63 | 4.45 | 2.74 |
| Yield(%) | NA | 1.80 | 2.39 | 3.44 | 2.79 | NA | NA | 3.80 | 0.01 | 2.03 | 1.95 | 3.09 | 5.77 | 4.35 | 2.47 | 0.37 | 3.05 | 1.75 | 3.11 | 6.25 | 3.68 | 2.50 | 3.56 | 2.89 | 3.38 | 5.12 | 8.69 | 5.28 | 3.91 | 3.35 | 3.63 | 7.27 |
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 |
|---|---|---|---|---|
| SMUGMUG INC. 401K PLAN Tactical Asset Allocation Moderate |
1.50%
Feb 2014 - Feb 2017 |
2.94%
Sep 2018 - Sep 2023 |
3.87%
Oct 2013 - Oct 2023 |
5.60%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMUGMUG INC. 401K PLAN Tactical Asset Allocation Moderate |
16.04%
Oct 2004 - Oct 2007 |
15.03%
Oct 2002 - Oct 2007 |
10.85%
Apr 2001 - Apr 2011 |
9.24%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart