Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMR RESEARCH INC. 401K PLAN Tactical Asset Allocation Moderate | NA | 10.51% | 10.01% | 8.77% | 10.25% | 10.49% | NA | 9.48% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMR RESEARCH INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| 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 (%) | 0.54 | 10.51 | 10.01 | 8.77 | 10.25 | 10.49 | NA | 9.48 | 0.37 | 13.54 | 8.11 | 0.64 | 8.08 | 16.97 | 16.37 | 0.82 | 13.62 | 19.71 | 2.22 | 9.03 | 14.06 | 9.18 | 12.81 | 13.10 | 1.66 | -1.89 |
| Sharpe Ratio | NA | 0.11 | 0.92 | 0.82 | 1.10 | NA | NA | 0.94 | -0.09 | 3.05 | 0.96 | 0.07 | 1.06 | 2.33 | 2.17 | 0.05 | 1.36 | 2.12 | 0.22 | 0.67 | 1.37 | 1.13 | 1.53 | 1.76 | 0.09 | -0.56 |
| Standard Deviation(%) | NA | 8.08 | 7.30 | 7.58 | 8.89 | NA | NA | 8.23 | 8.54 | 4.23 | 8.20 | 8.79 | 7.60 | 7.28 | 7.50 | 14.59 | 9.93 | 9.26 | 5.95 | 9.04 | 7.86 | 6.23 | 7.77 | 7.05 | 6.23 | 7.49 |
| Draw Down(%) | NA | 7.06 | 8.87 | 10.51 | 13.88 | NA | NA | 13.88 | 7.06 | 1.65 | 7.22 | 8.87 | 4.83 | 5.55 | 5.18 | 13.88 | 7.84 | 4.20 | 5.01 | 6.22 | 8.69 | 4.19 | 5.98 | 5.62 | 5.28 | 10.16 |
| Yield(%) | NA | 3.90 | 4.08 | 4.50 | 4.69 | NA | NA | 0.00 | 0.89 | 4.44 | 3.00 | 5.84 | 5.98 | 4.53 | 5.61 | 3.07 | 4.33 | 5.65 | 8.99 | 5.44 | 3.33 | 2.77 | 2.98 | 3.24 | 5.66 | 7.16 |
Data as of 08/31/2018, 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 |
|---|---|---|---|---|
| AMR RESEARCH INC. 401K PLAN Tactical Asset Allocation Moderate |
5.13%
Oct 2013 - Oct 2016 |
6.41%
Oct 2013 - Oct 2018 |
8.72%
Sep 2001 - Sep 2011 |
8.86%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMR RESEARCH INC. 401K PLAN Tactical Asset Allocation Moderate |
15.30%
Sep 2011 - Sep 2014 |
13.99%
Feb 2009 - Feb 2014 |
11.83%
Jul 2003 - Jul 2013 |
10.76%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart