Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARBORCRAFT LLC 401K PLAN Tactical Asset Allocation Moderate | NA | 10.05% | 9.77% | 8.76% | 10.85% | 10.29% | NA | 9.71% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARBORCRAFT LLC 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 (%) | 0.52 | 10.05 | 9.77 | 8.76 | 10.85 | 10.29 | NA | 9.71 | -0.38 | 13.30 | 8.27 | 0.92 | 7.67 | 20.04 | 16.41 | 0.99 | 17.69 | 19.74 | 1.25 | 6.97 | 9.26 | 8.41 | 12.71 | 12.38 | -1.59 | 8.31 |
| Sharpe Ratio | NA | 0.19 | 0.83 | 0.78 | 1.13 | NA | NA | 0.96 | -0.16 | 2.69 | 0.95 | 0.10 | 1.03 | 2.61 | 2.09 | 0.06 | 1.74 | 2.12 | 0.05 | 0.46 | 0.88 | 0.91 | 1.70 | 1.60 | -0.45 | 0.87 |
| Standard Deviation(%) | NA | 8.77 | 7.75 | 7.88 | 9.16 | NA | NA | 8.29 | 9.22 | 4.72 | 8.52 | 9.08 | 7.42 | 7.66 | 7.82 | 14.96 | 10.09 | 9.26 | 6.12 | 8.73 | 6.79 | 6.86 | 6.92 | 7.31 | 5.97 | 6.90 |
| Draw Down(%) | NA | 7.11 | 9.02 | 9.57 | 13.89 | NA | NA | 13.89 | 7.11 | 2.15 | 7.36 | 7.91 | 5.14 | 5.17 | 5.37 | 13.89 | 8.44 | 4.37 | 5.01 | 5.65 | 6.28 | 4.21 | 5.46 | 6.63 | 5.65 | 5.88 |
| Yield(%) | NA | 3.89 | 5.08 | 5.11 | 4.88 | NA | NA | 0.00 | 1.05 | 5.24 | 4.91 | 5.95 | 6.14 | 4.65 | 4.25 | 3.22 | 4.61 | 5.04 | 8.87 | 6.81 | 3.80 | 3.00 | 3.85 | 3.25 | 5.23 | 8.94 |
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 |
|---|---|---|---|---|
| ARBORCRAFT LLC 401K PLAN Tactical Asset Allocation Moderate |
4.69%
Oct 2001 - Oct 2004 |
6.41%
Oct 2013 - Oct 2018 |
7.83%
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 |
|---|---|---|---|---|
| ARBORCRAFT LLC 401K PLAN Tactical Asset Allocation Moderate |
16.54%
Sep 2011 - Sep 2014 |
15.37%
Feb 2009 - Feb 2014 |
11.66%
Aug 2004 - Aug 2014 |
10.55%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart