Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ANN and HOPE PROFIT SHARING AND 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | -0.28% | 4.90% | 6.09% | 9.64% | 7.09% | NA | 7.87% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ANN and HOPE PROFIT SHARING AND 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 1.05 | -0.28 | 4.90 | 6.09 | 9.64 | 7.09 | NA | 7.87 | -1.04 | 10.07 | 5.81 | 1.82 | 10.18 | 16.95 | 13.26 | 3.75 | 13.26 | 23.97 | -21.24 | 4.13 | 10.01 | 9.83 | 9.17 | 8.07 | 12.72 | 8.77 |
| Sharpe Ratio | NA | -0.28 | 0.56 | 0.64 | 0.90 | NA | NA | 0.62 | -0.28 | 2.05 | 0.69 | 0.20 | 1.52 | 2.43 | 1.82 | 0.27 | 1.15 | 1.27 | -0.91 | 0.12 | 1.04 | 1.29 | 1.30 | 2.44 | 2.99 | 1.68 |
| Standard Deviation(%) | NA | 8.56 | 7.30 | 7.55 | 10.33 | NA | NA | 10.31 | 8.56 | 4.60 | 8.10 | 9.00 | 6.66 | 6.95 | 7.27 | 14.02 | 11.45 | 18.81 | 24.44 | 9.36 | 6.44 | 5.95 | 6.35 | 3.02 | 3.88 | 3.84 |
| Draw Down(%) | NA | 8.28 | 8.28 | 8.85 | 19.20 | NA | NA | 36.92 | 8.28 | 2.59 | 7.45 | 7.14 | 3.93 | 5.51 | 5.35 | 12.03 | 9.00 | 19.20 | 34.08 | 6.06 | 5.53 | 3.90 | 5.66 | 2.93 | 2.66 | 1.85 |
| Yield(%) | NA | 3.90 | 2.65 | 3.41 | 3.34 | NA | NA | 4.21 | 3.88 | 0.34 | 3.62 | 6.84 | 2.43 | 3.97 | 2.57 | 2.64 | 2.97 | 3.69 | 4.61 | 5.52 | 5.69 | 3.37 | 3.63 | 4.77 | 8.31 | 7.01 |
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 Strategic Asset Allocation - Optimal Moderate |
-8.31%
Feb 2006 - Feb 2009 |
-1.61%
Feb 2004 - Feb 2009 |
6.00%
Sep 2001 - Sep 2011 |
7.09%
Oct 2003 - Oct 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 Strategic Asset Allocation - Optimal Moderate |
21.15%
Feb 2009 - Feb 2012 |
17.72%
Feb 2009 - Feb 2014 |
10.31%
Nov 2008 - Nov 2018 |
7.87%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart