Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Patriot National Insurance Group 401k Plan Tactical Asset Allocation Moderate | NA | -0.40% | -0.81% | 1.61% | 1.98% | 4.51% | 5.48% | 6.03% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Patriot National Insurance Group 401k 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 (%) | -0.25 | -0.40 | -0.81 | 1.61 | 1.98 | 4.51 | 5.48 | 6.03 | 1.43 | 8.08 | -17.02 | 4.71 | 18.45 | 8.79 | -3.58 | 8.80 | 6.60 | -2.71 | -2.77 | 15.49 | 5.49 | 5.57 | 9.06 | 14.47 | -0.09 | 9.98 | 12.19 | 6.09 | 10.77 | 21.23 | 1.86 | 6.59 |
| Sharpe Ratio | NA | 0.00 | -0.37 | 0.25 | 0.23 | NA | NA | 0.67 | 0.16 | 0.51 | -1.74 | 0.45 | 2.12 | 1.47 | -0.64 | 1.14 | 1.27 | -0.51 | -0.41 | 2.12 | 1.07 | 0.65 | 0.81 | 1.76 | -0.17 | 0.73 | 1.24 | 0.63 | 1.21 | 2.87 | 0.13 | 0.81 |
| Standard Deviation(%) | NA | 7.28 | 9.49 | 8.70 | 7.65 | NA | NA | 7.60 | 7.14 | 7.48 | 10.54 | 10.47 | 8.60 | 5.02 | 7.70 | 7.18 | 5.04 | 5.37 | 6.76 | 7.27 | 5.07 | 8.48 | 11.08 | 8.17 | 6.08 | 9.61 | 7.19 | 6.27 | 8.11 | 7.15 | 5.93 | 5.31 |
| Draw Down(%) | NA | 7.26 | 21.48 | 21.48 | 21.48 | NA | NA | 21.48 | 1.36 | 7.26 | 17.72 | 6.95 | 8.00 | 2.73 | 10.29 | 6.27 | 3.93 | 6.00 | 6.44 | 4.87 | 3.91 | 7.07 | 10.36 | 3.40 | 5.99 | 5.72 | 7.46 | 3.94 | 7.36 | 4.18 | 6.74 | 4.14 |
| Yield(%) | NA | 7.56 | 4.46 | 5.49 | 3.91 | NA | NA | 4.16 | 0.01 | 8.00 | 1.98 | 3.70 | 11.86 | 2.56 | 3.12 | 0.14 | 0.88 | 2.49 | 5.01 | 2.67 | 4.28 | 1.88 | 3.96 | 4.23 | 4.35 | 5.66 | 6.86 | 4.21 | 2.52 | 3.01 | 3.91 | 8.36 |
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 |
|---|---|---|---|---|
| Patriot National Insurance Group 401k Plan Tactical Asset Allocation Moderate |
-2.07%
Dec 2020 - Dec 2023 |
0.78%
Nov 2017 - Nov 2022 |
1.98%
Oct 2013 - Oct 2023 |
4.23%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Patriot National Insurance Group 401k Plan Tactical Asset Allocation Moderate |
14.30%
Apr 2003 - Apr 2006 |
12.80%
Oct 2002 - Oct 2007 |
9.87%
Apr 2001 - Apr 2011 |
8.34%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart