Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GATEWAY EDI LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 0.08% | 4.10% | 3.90% | 6.51% | 4.99% | NA | 6.34% |
Data as of 05/29/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GATEWAY EDI LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.75 | 0.08 | 4.10 | 3.90 | 6.51 | 4.99 | NA | 6.34 | 10.84 | 9.28 | -4.28 | 12.43 | 4.52 | 1.88 | 2.73 | 14.73 | 10.74 | -0.48 | 13.39 | 22.61 | -24.90 | 5.81 | 7.75 | 6.33 | 13.26 | 20.87 | -0.62 | 14.02 |
| Sharpe Ratio | NA | 0.44 | 0.52 | 0.60 | 0.76 | NA | NA | 0.54 | 0.59 | 0.96 | -0.62 | 2.58 | 0.53 | 0.24 | 0.45 | 2.33 | 1.40 | -0.04 | 1.25 | 1.31 | -1.21 | 0.30 | 0.62 | 0.68 | 1.87 | 2.21 | -0.17 | 1.35 |
| Standard Deviation(%) | NA | 15.66 | 11.03 | 9.73 | 9.22 | NA | NA | 10.52 | 17.92 | 8.17 | 9.06 | 4.57 | 8.21 | 7.57 | 6.02 | 6.32 | 7.62 | 13.71 | 10.61 | 17.20 | 21.26 | 9.20 | 7.15 | 6.13 | 6.59 | 9.14 | 10.34 | 8.66 |
| Draw Down(%) | NA | 20.46 | 20.46 | 20.46 | 20.46 | NA | NA | 39.47 | 17.16 | 7.08 | 11.67 | 1.46 | 8.39 | 6.95 | 4.76 | 4.94 | 6.33 | 13.81 | 8.69 | 17.46 | 32.76 | 6.82 | 7.34 | 4.35 | 4.13 | 6.76 | 16.69 | 8.67 |
| Yield(%) | NA | 1.83 | 4.53 | 4.49 | 4.09 | NA | NA | 3.90 | 0.44 | 2.30 | 4.48 | 7.83 | 3.24 | 5.84 | 5.93 | 3.56 | 2.38 | 4.45 | 2.27 | 2.10 | 2.21 | 3.37 | 6.19 | 4.58 | 3.80 | 1.81 | 2.36 | 4.93 |
Data as of 05/29/2020, 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 |
|---|---|---|---|---|
| GATEWAY EDI LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-9.17%
Feb 2006 - Feb 2009 |
-2.47%
Feb 2004 - Feb 2009 |
3.91%
Feb 2006 - Feb 2016 |
4.27%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GATEWAY EDI LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
18.36%
Feb 2009 - Feb 2012 |
14.80%
Feb 2009 - Feb 2014 |
9.72%
Feb 2009 - Feb 2019 |
7.22%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart