Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TECHNIP USA INC. 401K PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate | NA | -2.89% | 4.44% | 3.65% | 8.10% | 6.27% | NA | 6.48% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TECHNIP USA INC. 401K PROFIT SHARING 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 (%) | 1.34 | -2.89 | 4.44 | 3.65 | 8.10 | 6.27 | NA | 6.48 | -5.43 | 12.81 | 5.24 | -1.84 | 4.57 | 11.73 | 13.41 | -1.13 | 16.92 | 29.53 | -27.41 | 11.05 | 11.75 | 5.37 | 12.69 | 19.69 | -1.70 | 3.21 |
| Sharpe Ratio | NA | -0.72 | 0.41 | 0.33 | 0.77 | NA | NA | 0.48 | -0.72 | 2.54 | 0.60 | -0.25 | 0.75 | 1.66 | 1.84 | -0.08 | 1.51 | 1.62 | -1.34 | 0.82 | 1.44 | 0.52 | 1.83 | 2.28 | -0.23 | 0.09 |
| Standard Deviation(%) | NA | 9.33 | 7.75 | 7.40 | 10.18 | NA | NA | 10.59 | 9.33 | 4.80 | 8.35 | 7.60 | 6.05 | 7.05 | 7.25 | 14.28 | 11.13 | 18.22 | 21.22 | 9.78 | 5.88 | 6.20 | 6.41 | 8.32 | 12.23 | 9.97 |
| Draw Down(%) | NA | 12.26 | 12.26 | 12.26 | 17.29 | NA | NA | 40.98 | 12.26 | 2.60 | 6.98 | 8.84 | 4.81 | 7.28 | 6.08 | 14.26 | 7.79 | 17.29 | 33.75 | 6.19 | 3.96 | 4.40 | 4.70 | 6.48 | 14.41 | 10.18 |
| Yield(%) | NA | 3.75 | 2.53 | 3.17 | 3.43 | NA | NA | 3.94 | 3.73 | 0.56 | 3.21 | 5.33 | 3.00 | 3.46 | 4.25 | 2.78 | 4.32 | 3.30 | 2.57 | 5.76 | 6.52 | 5.27 | 6.28 | 3.10 | 3.64 | 3.79 |
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 |
|---|---|---|---|---|
| TECHNIP USA INC. 401K PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate |
-7.98%
Feb 2006 - Feb 2009 |
-1.75%
Feb 2004 - Feb 2009 |
4.92%
Oct 2007 - Oct 2017 |
6.05%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TECHNIP USA INC. 401K PROFIT SHARING PLAN Strategic Asset Allocation - Optimal Moderate |
21.59%
Feb 2009 - Feb 2012 |
16.84%
Feb 2009 - Feb 2014 |
8.70%
Mar 2003 - Mar 2013 |
7.90%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart