Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WOODMAN LABS 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | -15.64% | 3.73% | 3.55% | 4.85% | 4.74% | 7.27% | 6.56% |
Data as of 08/31/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WOODMAN LABS 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.77 | -15.64 | 3.73 | 3.55 | 4.85 | 4.74 | 7.27 | 6.56 | -16.80 | 9.39 | 17.52 | 17.92 | -8.38 | 13.92 | 4.38 | -3.78 | 4.49 | 10.83 | 11.42 | 1.25 | 17.09 | 28.50 | -27.12 | 12.42 | 16.95 | 9.10 | 18.16 | 25.41 | -2.84 | -3.61 |
| Sharpe Ratio | NA | -1.45 | 0.20 | 0.19 | 0.43 | NA | NA | 0.48 | -1.38 | 1.16 | 0.98 | 2.98 | -1.08 | 3.05 | 0.43 | -0.40 | 0.66 | 1.38 | 1.47 | 0.08 | 1.44 | 1.49 | -1.23 | 0.86 | 1.69 | 1.08 | 2.17 | 3.60 | -0.46 | -0.61 |
| Standard Deviation(%) | NA | 12.38 | 13.22 | 11.28 | 9.74 | NA | NA | 11.20 | 12.85 | 8.10 | 17.61 | 5.53 | 8.96 | 4.36 | 9.70 | 9.57 | 6.78 | 7.82 | 7.73 | 14.41 | 11.80 | 19.01 | 22.80 | 10.91 | 8.11 | 6.44 | 7.94 | 6.87 | 8.67 | 9.66 |
| Draw Down(%) | NA | 22.46 | 22.65 | 22.65 | 22.65 | NA | NA | 42.34 | 22.09 | 4.35 | 22.65 | 1.97 | 14.63 | 1.71 | 8.36 | 10.67 | 5.69 | 8.08 | 6.59 | 13.74 | 8.21 | 19.08 | 38.42 | 8.19 | 8.98 | 4.68 | 8.89 | 5.99 | 13.40 | 16.50 |
| Yield(%) | NA | 5.35 | 3.75 | 3.08 | 3.48 | NA | NA | 3.90 | 1.80 | 5.35 | 3.77 | 2.57 | 2.43 | 0.35 | 3.71 | 5.59 | 4.23 | 3.97 | 3.83 | 3.00 | 3.25 | 2.92 | 3.50 | 6.90 | 4.75 | 5.58 | 4.62 | 3.50 | 2.84 | 3.42 |
Data as of 08/31/2022, 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 |
|---|---|---|---|---|
| WOODMAN LABS 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.32%
Feb 2006 - Feb 2009 |
0.63%
Feb 2004 - Feb 2009 |
3.91%
Sep 2012 - Sep 2022 |
3.83%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WOODMAN LABS 401K PLAN Strategic Asset Allocation - Optimal Moderate |
23.13%
Feb 2009 - Feb 2012 |
17.70%
Oct 2002 - Oct 2007 |
10.83%
Mar 2003 - Mar 2013 |
9.03%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart