Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SOFTWARE TECHNOLOGY INC 401K PLAN Tactical Asset Allocation Moderate | NA | 0.58% | 2.82% | 2.58% | 3.63% | 6.11% | 7.43% | 8.29% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOFTWARE TECHNOLOGY 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 (%) | -0.78 | 0.58 | 2.82 | 2.58 | 3.63 | 6.11 | 7.43 | 8.29 | -0.24 | 10.91 | -10.02 | 9.82 | 13.07 | 4.03 | -5.26 | 22.38 | 4.34 | -3.21 | 1.28 | 12.30 | 9.60 | 1.91 | 13.21 | 22.66 | -8.11 | 19.97 | 15.92 | 14.78 | 11.07 | 28.07 | 8.31 | 4.91 |
| Sharpe Ratio | NA | 0.71 | 0.09 | 0.43 | 0.46 | NA | NA | 0.89 | -0.06 | 0.84 | -1.34 | 1.04 | 1.25 | 0.51 | -0.84 | 4.14 | 0.62 | -0.51 | 0.20 | 1.85 | 1.67 | 0.20 | 0.96 | 2.11 | -1.63 | 1.37 | 1.33 | 1.74 | 1.06 | 4.93 | 1.28 | 0.81 |
| Standard Deviation(%) | NA | 8.19 | 8.53 | 8.48 | 7.56 | NA | NA | 8.15 | 8.20 | 7.88 | 8.48 | 9.43 | 10.26 | 5.12 | 7.83 | 5.25 | 6.65 | 6.37 | 6.43 | 6.63 | 5.72 | 9.21 | 13.67 | 10.70 | 5.53 | 12.41 | 9.52 | 7.25 | 9.57 | 5.55 | 5.62 | 3.21 |
| Draw Down(%) | NA | 6.91 | 15.79 | 15.79 | 15.79 | NA | NA | 15.79 | 2.03 | 6.91 | 11.83 | 5.33 | 9.35 | 3.56 | 11.95 | 1.91 | 7.80 | 7.65 | 7.70 | 6.21 | 4.37 | 7.84 | 9.69 | 5.38 | 8.86 | 9.97 | 13.32 | 6.15 | 13.67 | 3.80 | 8.54 | 3.19 |
| Yield(%) | NA | 3.57 | 2.83 | 2.72 | 2.81 | NA | NA | 3.47 | 0.12 | 3.68 | 1.67 | 3.03 | 3.07 | 2.18 | 2.48 | 3.73 | 3.64 | 2.81 | 1.91 | 4.97 | 2.73 | 1.61 | 2.76 | 2.60 | 2.78 | 6.03 | 5.86 | 4.58 | 3.39 | 5.11 | 3.63 | 5.54 |
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 |
|---|---|---|---|---|
| SOFTWARE TECHNOLOGY INC 401K PLAN Tactical Asset Allocation Moderate |
0.76%
Dec 2013 - Dec 2016 |
1.04%
Feb 2018 - Feb 2023 |
3.63%
Oct 2013 - Oct 2023 |
5.24%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOFTWARE TECHNOLOGY INC 401K PLAN Tactical Asset Allocation Moderate |
21.45%
Oct 2004 - Oct 2007 |
19.55%
Oct 2002 - Oct 2007 |
13.02%
Apr 2001 - Apr 2011 |
10.88%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart