Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| OMNNI SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | -0.19% | 2.03% | 3.05% | 3.55% | 5.10% | 5.75% | 5.79% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OMNNI SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.76 | -0.19 | 2.03 | 3.05 | 3.55 | 5.10 | 5.75 | 5.79 | 1.47 | 11.34 | -17.75 | 13.26 | 15.98 | 8.98 | 0.12 | 10.34 | 8.43 | -5.02 | 4.03 | 13.69 | 3.99 | 2.63 | 9.99 | 11.04 | 3.10 | 8.63 | 9.39 | 4.46 | 9.32 | 13.11 | -0.16 | 4.75 |
| Sharpe Ratio | NA | 0.53 | -0.04 | 0.47 | 0.52 | NA | NA | 0.69 | 0.15 | 0.85 | -1.75 | 1.25 | 2.00 | 2.16 | -0.15 | 1.85 | 2.15 | -0.79 | 0.61 | 1.99 | 0.76 | 0.32 | 1.00 | 1.43 | 0.35 | 0.61 | 0.92 | 0.39 | 1.08 | 2.24 | -0.24 | 0.67 |
| Standard Deviation(%) | NA | 8.25 | 9.94 | 8.73 | 7.52 | NA | NA | 7.23 | 8.05 | 8.33 | 10.96 | 10.56 | 7.87 | 3.51 | 7.96 | 5.25 | 3.82 | 6.40 | 6.55 | 6.87 | 5.17 | 8.19 | 9.95 | 7.63 | 6.25 | 9.24 | 6.65 | 5.93 | 7.77 | 5.55 | 5.29 | 3.65 |
| Draw Down(%) | NA | 7.65 | 19.62 | 19.62 | 19.62 | NA | NA | 19.62 | 1.97 | 7.65 | 18.74 | 5.16 | 7.91 | 1.88 | 7.96 | 3.86 | 2.26 | 8.01 | 5.05 | 4.81 | 4.56 | 8.33 | 8.31 | 3.79 | 3.37 | 6.77 | 8.08 | 4.75 | 6.53 | 2.80 | 5.79 | 3.47 |
| Yield(%) | NA | 5.07 | 4.85 | 4.55 | 3.74 | NA | NA | 3.74 | 0.00 | 5.35 | 2.80 | 6.56 | 4.61 | 3.85 | 1.92 | 0.64 | 4.28 | 3.41 | 4.33 | 1.60 | 3.45 | 3.86 | 3.22 | 1.98 | 2.97 | 4.55 | 6.80 | 4.76 | 3.37 | 4.05 | 3.07 | 4.70 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| OMNNI SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate |
1.22%
Dec 2020 - Dec 2023 |
2.68%
Sep 2018 - Sep 2023 |
3.55%
Oct 2013 - Oct 2023 |
5.04%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OMNNI SAVINGS AND RETIREMENT PLAN Tactical Asset Allocation Moderate |
12.70%
Dec 2018 - Dec 2021 |
10.22%
Oct 2016 - Oct 2021 |
8.25%
Jul 2003 - Jul 2013 |
7.46%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart