Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARQULE INC. 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 14.36% | 11.34% | 9.98% | 10.74% | 10.69% | NA | 9.68% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARQULE INC. 401K PROFIT SHARING 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 (%) | 0.68 | 14.36 | 11.34 | 9.98 | 10.74 | 10.69 | NA | 9.68 | 2.46 | 16.85 | 6.00 | 2.53 | 7.11 | 19.59 | 13.05 | 1.73 | 13.63 | 19.37 | 2.94 | 14.67 | 9.72 | 10.41 | 8.44 | 11.27 | 1.15 | -0.21 |
| Sharpe Ratio | NA | 0.31 | 0.95 | 0.90 | 1.16 | NA | NA | 0.98 | 0.13 | 3.33 | 0.74 | 0.28 | 0.94 | 2.67 | 1.73 | 0.13 | 1.36 | 2.27 | 0.34 | 1.32 | 0.90 | 1.32 | 1.11 | 1.54 | 0.01 | -0.34 |
| Standard Deviation(%) | NA | 10.12 | 8.05 | 8.07 | 8.81 | NA | NA | 8.07 | 10.69 | 4.87 | 7.81 | 8.96 | 7.58 | 7.34 | 7.49 | 13.18 | 9.92 | 8.50 | 5.96 | 8.87 | 7.17 | 6.22 | 6.76 | 6.89 | 6.03 | 7.44 |
| Draw Down(%) | NA | 7.59 | 8.44 | 8.44 | 11.15 | NA | NA | 11.15 | 7.59 | 1.58 | 6.77 | 6.94 | 4.84 | 5.57 | 5.26 | 11.15 | 7.60 | 4.03 | 5.01 | 4.72 | 7.12 | 3.83 | 5.28 | 5.46 | 4.92 | 10.21 |
| Yield(%) | NA | 5.29 | 4.60 | 4.49 | 4.15 | NA | NA | 0.00 | 1.18 | 5.69 | 3.78 | 4.97 | 3.15 | 5.88 | 3.62 | 1.25 | 3.64 | 5.01 | 9.12 | 5.69 | 2.87 | 2.84 | 2.55 | 2.67 | 6.65 | 7.31 |
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 |
|---|---|---|---|---|
| ARQULE INC. 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
4.55%
Oct 2001 - Oct 2004 |
6.86%
Feb 2001 - Feb 2006 |
8.63%
Sep 2001 - Sep 2011 |
8.70%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARQULE INC. 401K PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
14.02%
Sep 2011 - Sep 2014 |
13.93%
Feb 2009 - Feb 2014 |
11.66%
Aug 2004 - Aug 2014 |
10.85%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart