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 Strategic Asset Allocation - Optimal Moderate | NA | -0.04% | 4.11% | 5.03% | 9.06% | 6.80% | NA | 6.54% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARTHUR ANDERSEN LLP 401K SAVINGS PLAN Strategic Asset Allocation - Optimal 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 (%) | 1.40 | -0.04 | 4.11 | 5.03 | 9.06 | 6.80 | NA | 6.54 | -4.18 | 13.70 | -0.42 | 2.25 | 6.98 | 17.03 | 14.13 | -1.34 | 14.92 | 26.38 | -23.26 | 7.92 | 10.94 | 6.43 | 10.42 | 20.81 | -4.73 | -0.52 |
| Sharpe Ratio | NA | -0.49 | 0.23 | 0.35 | 0.76 | NA | NA | 0.45 | -0.50 | 2.65 | -0.07 | 0.24 | 0.95 | 2.33 | 1.85 | -0.09 | 1.27 | 1.48 | -1.11 | 0.53 | 1.07 | 0.67 | 1.32 | 2.15 | -0.47 | -0.30 |
| Standard Deviation(%) | NA | 11.13 | 8.87 | 8.65 | 10.86 | NA | NA | 11.11 | 11.13 | 4.93 | 9.35 | 9.25 | 7.30 | 7.30 | 7.62 | 15.58 | 11.69 | 17.73 | 21.86 | 9.33 | 7.14 | 6.34 | 7.16 | 9.36 | 12.33 | 9.49 |
| Draw Down(%) | NA | 13.50 | 13.50 | 13.50 | 18.13 | NA | NA | 36.61 | 13.50 | 1.94 | 9.94 | 7.95 | 5.78 | 5.93 | 5.63 | 13.74 | 9.21 | 18.13 | 33.38 | 5.82 | 6.71 | 4.36 | 6.03 | 8.30 | 16.90 | 12.30 |
| Yield(%) | NA | 3.18 | 1.83 | 2.92 | 3.60 | NA | NA | 4.01 | 3.16 | 0.42 | 1.85 | 5.49 | 3.66 | 5.71 | 4.26 | 2.70 | 3.96 | 3.68 | 5.70 | 5.44 | 4.85 | 5.91 | 4.11 | 2.88 | 3.71 | 4.75 |
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 |
|---|---|---|---|---|
| ARTHUR ANDERSEN LLP 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-7.26%
Feb 2006 - Feb 2009 |
-1.33%
Feb 2004 - Feb 2009 |
5.61%
Dec 2006 - Dec 2016 |
6.14%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARTHUR ANDERSEN LLP 401K SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
19.89%
Feb 2009 - Feb 2012 |
17.12%
Feb 2009 - Feb 2014 |
9.41%
Nov 2008 - Nov 2018 |
8.20%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart