Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARINC COMPANIES MANAGEMENT SERVICES LLC 401 K PLAN Strategic Asset Allocation - Optimal Moderate | NA | 11.78% | 8.01% | 5.49% | 8.32% | 6.06% | NA | 6.12% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARINC COMPANIES MANAGEMENT SERVICES LLC 401 K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.73 | 11.78 | 8.01 | 5.49 | 8.32 | 6.06 | NA | 6.12 | 19.97 | -5.73 | 7.86 | 9.69 | -1.44 | 10.46 | 18.40 | 11.67 | 0.54 | 13.11 | 22.60 | -25.31 | 2.20 | 9.23 | 4.68 | 10.69 | 24.90 | -9.48 | 2.31 |
| Sharpe Ratio | NA | 2.44 | 0.69 | 0.57 | 0.81 | NA | NA | 0.43 | 2.44 | -0.65 | 1.27 | 1.04 | -0.16 | 1.48 | 2.49 | 1.46 | 0.03 | 1.07 | 1.11 | -1.07 | -0.08 | 0.80 | 0.34 | 1.18 | 2.38 | -0.73 | 0.01 |
| Standard Deviation(%) | NA | 7.61 | 8.31 | 8.71 | 9.54 | NA | NA | 11.51 | 7.61 | 10.79 | 5.67 | 9.12 | 9.42 | 7.06 | 7.38 | 7.97 | 14.76 | 12.14 | 20.25 | 24.55 | 9.78 | 7.45 | 7.36 | 8.26 | 10.17 | 14.50 | 0.05 |
| Draw Down(%) | NA | 3.61 | 15.48 | 15.48 | 15.48 | NA | NA | 40.94 | 3.61 | 15.48 | 3.11 | 8.21 | 8.46 | 4.37 | 5.26 | 5.88 | 13.08 | 10.20 | 19.45 | 35.78 | 6.41 | 5.77 | 4.73 | 6.19 | 6.39 | 19.80 | 0.00 |
| Yield(%) | NA | 1.82 | 1.20 | 1.26 | 1.46 | NA | NA | 1.80 | 1.82 | 1.50 | 0.27 | 1.80 | 0.92 | 1.47 | 1.52 | 2.14 | 1.69 | 1.39 | 1.34 | 2.39 | 2.78 | 2.33 | 2.61 | 2.32 | 2.40 | 1.17 | 2.31 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| ARINC COMPANIES MANAGEMENT SERVICES LLC 401 K PLAN Strategic Asset Allocation - Optimal Moderate |
-10.81%
Feb 2006 - Feb 2009 |
-3.87%
Feb 2004 - Feb 2009 |
3.75%
Sep 2001 - Sep 2011 |
5.15%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARINC COMPANIES MANAGEMENT SERVICES LLC 401 K PLAN Strategic Asset Allocation - Optimal Moderate |
18.75%
Feb 2009 - Feb 2012 |
16.18%
Feb 2009 - Feb 2014 |
10.57%
Feb 2009 - Feb 2019 |
7.56%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart