Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| NLIGHT CORP 401k Strategic Asset Allocation - Equal Weight Moderate | NA | -4.92% | 2.56% | 3.14% | 7.13% | 6.10% | NA | 6.37% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NLIGHT CORP 401k Strategic Asset Allocation - Equal Weight 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 (%) | 1.08 | -4.92 | 2.56 | 3.14 | 7.13 | 6.10 | NA | 6.37 | -6.21 | 10.40 | 4.55 | -1.10 | 6.65 | 8.50 | 12.11 | -2.63 | 16.48 | 27.33 | -22.48 | 6.87 | 13.06 | 7.00 | 13.71 | 20.02 | 3.62 | -0.98 |
| Sharpe Ratio | NA | -0.96 | 0.28 | 0.32 | 0.79 | NA | NA | 0.58 | -0.97 | 2.05 | 0.57 | -0.14 | 1.09 | 1.29 | 2.25 | -0.24 | 1.97 | 1.65 | -1.34 | 0.41 | 1.49 | 1.08 | 2.33 | 5.24 | 0.60 | -0.82 |
| Standard Deviation(%) | NA | 7.82 | 6.87 | 6.96 | 8.81 | NA | NA | 8.54 | 7.82 | 4.75 | 7.60 | 7.98 | 6.11 | 6.56 | 5.35 | 10.90 | 8.33 | 16.50 | 17.49 | 9.29 | 6.53 | 4.48 | 5.47 | 3.69 | 4.20 | 4.01 |
| Draw Down(%) | NA | 11.12 | 11.12 | 11.12 | 16.33 | NA | NA | 37.24 | 11.12 | 2.41 | 5.74 | 8.39 | 4.28 | 7.45 | 4.62 | 12.62 | 5.98 | 16.33 | 31.72 | 7.03 | 7.22 | 3.10 | 6.43 | 2.82 | 6.20 | 6.51 |
| Yield(%) | NA | 5.58 | 3.99 | 4.13 | 4.33 | NA | NA | 4.44 | 5.56 | 0.29 | 6.11 | 4.39 | 4.42 | 5.12 | 4.64 | 3.89 | 3.91 | 4.83 | 3.87 | 7.12 | 4.49 | 5.79 | 4.25 | 4.86 | 3.07 | 3.29 |
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 |
|---|---|---|---|---|
| NLIGHT CORP 401k Strategic Asset Allocation - Equal Weight Moderate |
-7.27%
Feb 2006 - Feb 2009 |
-0.43%
Feb 2004 - Feb 2009 |
4.67%
Oct 2007 - Oct 2017 |
6.10%
Oct 2003 - Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NLIGHT CORP 401k Strategic Asset Allocation - Equal Weight Moderate |
19.90%
Feb 2009 - Feb 2012 |
15.14%
Feb 2009 - Feb 2014 |
8.56%
Mar 2003 - Mar 2013 |
7.69%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart