Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMERICAN CAPITAL GROUP 401K PROFIT SHARING PLAN AND TRUST Tactical Asset Allocation Moderate | NA | -3.71% | 4.55% | 2.36% | 5.60% | 6.83% | NA | 7.31% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMERICAN CAPITAL GROUP 401K PROFIT SHARING PLAN AND TRUST Tactical Asset Allocation 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 (%) | -0.30 | -3.71 | 4.55 | 2.36 | 5.60 | 6.83 | NA | 7.31 | -6.38 | 11.60 | 5.99 | -6.24 | 1.73 | 16.42 | 5.50 | -0.68 | 9.43 | 17.84 | 0.03 | 8.43 | 12.82 | 6.46 | 13.88 | 19.72 | 1.64 | 6.54 |
| Sharpe Ratio | NA | -1.00 | 0.45 | 0.11 | 0.68 | NA | NA | 0.85 | -1.00 | 2.20 | 1.17 | -1.11 | 0.27 | 2.39 | 1.10 | -0.07 | 0.87 | 2.10 | -0.23 | 0.57 | 1.27 | 0.81 | 1.94 | 3.76 | 0.14 | 1.16 |
| Standard Deviation(%) | NA | 7.72 | 6.03 | 6.00 | 7.28 | NA | NA | 6.74 | 7.72 | 4.99 | 4.93 | 5.63 | 6.26 | 6.86 | 4.97 | 9.51 | 10.78 | 8.45 | 3.90 | 9.46 | 7.51 | 5.27 | 6.68 | 5.06 | 3.93 | 3.66 |
| Draw Down(%) | NA | 12.46 | 12.46 | 12.46 | 12.46 | NA | NA | 12.46 | 12.46 | 2.35 | 2.91 | 10.22 | 5.79 | 4.78 | 4.61 | 10.89 | 9.19 | 4.60 | 3.35 | 7.14 | 8.52 | 4.59 | 5.55 | 2.58 | 5.49 | 2.77 |
| Yield(%) | NA | 2.89 | 1.93 | 1.91 | 2.81 | NA | NA | 3.29 | 2.87 | 0.23 | 2.43 | 2.13 | 1.86 | 3.24 | 5.11 | 1.36 | 4.24 | 4.53 | 2.90 | 4.54 | 4.05 | 2.37 | 2.86 | 2.69 | 5.20 | 6.65 |
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 |
|---|---|---|---|---|
| AMERICAN CAPITAL GROUP 401K PROFIT SHARING PLAN AND TRUST Tactical Asset Allocation Moderate |
0.36%
Dec 2013 - Dec 2016 |
2.11%
Nov 2013 - Nov 2018 |
5.59%
Nov 2008 - Nov 2018 |
6.73%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMERICAN CAPITAL GROUP 401K PROFIT SHARING PLAN AND TRUST Tactical Asset Allocation Moderate |
15.30%
Apr 2003 - Apr 2006 |
13.02%
Oct 2002 - Oct 2007 |
10.14%
Apr 2001 - Apr 2011 |
8.18%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart