Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARTHUR ANDERSEN LLP 401K SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 9.87% | -2.93% | -0.94% | 3.05% | 4.72% | NA | 5.55% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARTHUR ANDERSEN LLP 401K SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.87 | 9.87 | -2.93 | -0.94 | 3.05 | 4.72 | NA | 5.55 | 17.05 | -28.76 | 15.04 | 2.00 | -0.28 | 2.78 | 15.97 | 6.23 | 0.01 | 8.08 | 20.34 | -2.13 | 7.58 | 12.12 | 1.78 | 11.79 | 15.62 | 2.05 | 7.02 |
| Sharpe Ratio | NA | 2.25 | -0.13 | -0.08 | 0.21 | NA | NA | 0.45 | 2.25 | -0.96 | 2.84 | 0.37 | -0.06 | 0.47 | 2.57 | 1.16 | 0.00 | 0.76 | 2.30 | -0.49 | 0.47 | 1.34 | -0.06 | 1.43 | 2.69 | 0.20 | 1.08 |
| Standard Deviation(%) | NA | 6.96 | 18.81 | 14.91 | 12.10 | NA | NA | 9.97 | 6.96 | 31.35 | 5.08 | 4.83 | 5.33 | 5.85 | 6.20 | 5.31 | 11.88 | 10.48 | 8.81 | 6.31 | 9.67 | 6.58 | 6.07 | 7.58 | 5.55 | 4.85 | 4.37 |
| Draw Down(%) | NA | 3.57 | 34.90 | 34.90 | 34.90 | NA | NA | 34.90 | 3.57 | 34.90 | 2.14 | 4.79 | 5.51 | 5.23 | 4.03 | 4.89 | 11.63 | 9.15 | 4.48 | 7.74 | 7.09 | 6.78 | 4.97 | 5.66 | 3.30 | 5.81 | 3.42 |
| Yield(%) | NA | 3.80 | 2.37 | 3.17 | 3.83 | NA | NA | 4.26 | 3.80 | 2.80 | 0.38 | 2.32 | 6.28 | 6.99 | 3.54 | 4.90 | 2.70 | 3.96 | 4.02 | 3.78 | 4.40 | 5.43 | 4.91 | 2.88 | 3.38 | 6.46 | 8.04 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| ARTHUR ANDERSEN LLP 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
-5.80%
Dec 2015 - Dec 2018 |
-3.04%
Dec 2013 - Dec 2018 |
2.69%
Sep 2009 - Sep 2019 |
4.16%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARTHUR ANDERSEN LLP 401K SAVINGS PLAN Tactical Asset Allocation Moderate |
10.67%
Apr 2003 - Apr 2006 |
10.76%
Oct 2002 - Oct 2007 |
8.92%
Apr 2001 - Apr 2011 |
7.93%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart