Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ANN and HOPE PROFIT SHARING AND 401K PLAN Tactical Asset Allocation Moderate | NA | -1.72% | 2.15% | 3.46% | 7.07% | 7.35% | NA | 8.07% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANN and HOPE PROFIT SHARING AND 401K PLAN 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 (%) | 0.25 | -1.72 | 2.15 | 3.46 | 7.07 | 7.35 | NA | 8.07 | 3.40 | 4.94 | 3.81 | -0.97 | 8.40 | 14.51 | 10.06 | 0.64 | 11.54 | 21.46 | -0.31 | 7.20 | 13.40 | 4.14 | 11.25 | 16.82 | 5.63 | 9.04 |
| Sharpe Ratio | NA | -2.89 | -4.42 | -3.78 | -1.81 | NA | NA | -1.92 | -2.91 | -4.62 | -7.26 | -3.54 | -2.18 | -0.65 | -1.63 | -1.62 | -0.60 | 0.37 | -4.35 | -1.68 | -1.50 | -2.73 | -1.34 | -0.52 | -3.04 | -3.00 |
| Standard Deviation(%) | NA | 6.25 | 4.69 | 4.85 | 7.09 | NA | NA | 6.56 | 6.25 | 3.09 | 4.18 | 5.51 | 4.64 | 6.21 | 5.22 | 11.03 | 11.79 | 7.66 | 4.57 | 8.83 | 5.96 | 6.18 | 6.21 | 4.76 | 4.66 | 4.05 |
| Draw Down(%) | NA | 3.46 | 3.96 | 6.66 | 11.39 | NA | NA | 11.39 | 3.46 | 1.72 | 2.47 | 6.66 | 2.99 | 6.06 | 4.46 | 11.39 | 8.81 | 3.60 | 3.38 | 5.59 | 3.96 | 4.34 | 6.64 | 2.24 | 6.39 | 2.09 |
| Yield(%) | NA | 5.85 | 3.40 | 3.67 | 3.92 | NA | NA | 4.39 | 5.85 | 0.51 | 3.64 | 4.21 | 4.16 | 3.49 | 4.57 | 2.71 | 4.68 | 5.39 | 3.56 | 3.64 | 5.59 | 4.02 | 4.33 | 4.02 | 6.28 | 8.44 |
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 |
|---|---|---|---|---|
| ANN and HOPE PROFIT SHARING AND 401K PLAN Tactical Asset Allocation Moderate |
0.91%
Mar 2015 - Mar 2018 |
3.25%
Nov 2013 - Nov 2018 |
6.70%
Apr 2008 - Apr 2018 |
7.26%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ANN and HOPE PROFIT SHARING AND 401K PLAN Tactical Asset Allocation Moderate |
12.74%
Mar 2009 - Mar 2012 |
11.79%
Feb 2009 - Feb 2014 |
10.40%
Apr 2001 - Apr 2011 |
8.62%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart