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 Strategic Asset Allocation - Optimal Moderate | NA | -1.10% | 4.84% | 4.70% | 9.00% | 7.21% | NA | 7.76% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SOFTWARE TECHNOLOGY 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 (%) | 1.51 | -1.10 | 4.84 | 4.70 | 9.00 | 7.21 | NA | 7.76 | -5.93 | 17.01 | 3.52 | 0.15 | 5.72 | 10.86 | 14.14 | -2.04 | 14.44 | 34.10 | -30.85 | 11.36 | 14.47 | 12.35 | 14.22 | 31.73 | -1.86 | 2.97 |
| Sharpe Ratio | NA | -0.80 | 0.50 | 0.46 | 0.77 | NA | NA | 0.56 | -0.80 | 3.79 | 0.41 | 0.02 | 0.89 | 1.52 | 1.84 | -0.13 | 1.11 | 1.70 | -1.33 | 0.81 | 1.41 | 1.62 | 1.65 | 4.13 | -0.35 | 0.07 |
| Standard Deviation(%) | NA | 9.04 | 7.48 | 7.40 | 10.88 | NA | NA | 11.17 | 9.04 | 4.32 | 8.17 | 8.07 | 6.39 | 7.14 | 7.64 | 15.35 | 12.91 | 19.97 | 23.89 | 10.24 | 7.94 | 6.30 | 8.02 | 7.51 | 8.49 | 9.06 |
| Draw Down(%) | NA | 12.40 | 12.40 | 12.40 | 17.94 | NA | NA | 44.15 | 12.40 | 1.39 | 7.14 | 7.84 | 5.71 | 7.96 | 6.38 | 16.03 | 9.71 | 17.94 | 41.05 | 7.36 | 9.58 | 4.79 | 9.30 | 5.70 | 14.92 | 13.27 |
| Yield(%) | NA | 4.05 | 3.73 | 3.34 | 3.13 | NA | NA | 3.61 | 4.02 | 4.12 | 2.97 | 3.24 | 2.25 | 2.83 | 2.82 | 3.17 | 2.77 | 2.98 | 2.64 | 6.13 | 5.72 | 5.20 | 3.85 | 3.65 | 2.78 | 3.88 |
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 |
|---|---|---|---|---|
| SOFTWARE TECHNOLOGY INC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-9.41%
Feb 2006 - Feb 2009 |
-0.92%
Feb 2004 - Feb 2009 |
4.79%
Oct 2007 - Oct 2017 |
7.12%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SOFTWARE TECHNOLOGY INC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
22.39%
Feb 2009 - Feb 2012 |
18.15%
Oct 2002 - Oct 2007 |
10.41%
Mar 2003 - Mar 2013 |
9.32%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart