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 Strategic Asset Allocation - Optimal Moderate | NA | -1.50% | 5.59% | 6.27% | 10.29% | 7.96% | NA | 8.35% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARBORCRAFT LLC 401K 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 (%) | 1.39 | -1.50 | 5.59 | 6.27 | 10.29 | 7.96 | NA | 8.35 | -2.11 | 9.52 | 7.92 | 2.63 | 9.28 | 20.49 | 15.67 | 1.52 | 15.51 | 25.70 | -22.46 | 7.26 | 10.46 | 8.24 | 11.90 | 21.23 | -2.35 | 10.17 |
| Sharpe Ratio | NA | -0.38 | 0.56 | 0.62 | 0.95 | NA | NA | 0.63 | -0.38 | 1.78 | 0.95 | 0.27 | 1.36 | 2.90 | 2.02 | 0.10 | 1.28 | 1.43 | -1.04 | 0.49 | 1.12 | 1.05 | 1.68 | 2.23 | -0.27 | 0.83 |
| Standard Deviation(%) | NA | 9.00 | 7.56 | 7.89 | 10.60 | NA | NA | 10.95 | 9.00 | 4.98 | 8.09 | 9.68 | 6.83 | 7.05 | 7.73 | 15.44 | 12.05 | 17.90 | 22.41 | 8.71 | 6.37 | 5.78 | 6.52 | 9.21 | 12.67 | 9.49 |
| Draw Down(%) | NA | 9.34 | 9.34 | 9.41 | 18.82 | NA | NA | 36.23 | 9.34 | 2.44 | 8.71 | 7.28 | 4.89 | 5.13 | 5.25 | 14.58 | 10.09 | 18.82 | 33.53 | 5.31 | 5.31 | 3.53 | 5.21 | 8.65 | 16.12 | 9.27 |
| Yield(%) | NA | 3.82 | 3.06 | 4.45 | 4.21 | NA | NA | 4.36 | 3.80 | 0.93 | 4.37 | 9.41 | 3.80 | 4.15 | 3.83 | 3.21 | 4.15 | 4.09 | 4.02 | 5.59 | 5.33 | 3.48 | 3.79 | 3.78 | 4.14 | 6.69 |
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 |
|---|---|---|---|---|
| ARBORCRAFT LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-7.20%
Feb 2006 - Feb 2009 |
-1.10%
Feb 2004 - Feb 2009 |
6.77%
Sep 2001 - Sep 2011 |
7.80%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARBORCRAFT LLC 401K PLAN Strategic Asset Allocation - Optimal Moderate |
21.25%
Feb 2009 - Feb 2012 |
18.60%
Feb 2009 - Feb 2014 |
10.85%
Nov 2008 - Nov 2018 |
9.44%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart