Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ARM 401K PLAN Tactical Asset Allocation Moderate | NA | 19.86% | 3.35% | 7.47% | 5.25% | 6.73% | 7.86% | 7.60% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARM 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.15 | 19.86 | 3.35 | 7.47 | 5.25 | 6.73 | 7.86 | 7.60 | NA | 6.29 | 15.59 | -11.79 | 7.81 | 17.55 | 12.65 | -10.66 | 12.29 | 8.01 | -3.05 | 1.63 | 16.85 | 13.82 | 3.88 | 9.08 | 26.19 | -3.69 | 12.50 | 15.59 | 5.81 | 15.49 | 15.94 | -4.87 | -0.39 |
| Sharpe Ratio | NA | 0.16 | -0.02 | 0.33 | 0.31 | NA | NA | 0.62 | 0.08 | -0.03 | 1.35 | -0.96 | 0.60 | 0.95 | 1.48 | -0.98 | 2.42 | 0.98 | -0.35 | 0.19 | 2.06 | 1.84 | 0.28 | 0.93 | 2.81 | -0.78 | 0.94 | 1.37 | 0.45 | 1.86 | 2.09 | -1.24 | -0.59 |
| Standard Deviation(%) | NA | 9.63 | 10.84 | 13.07 | 11.05 | NA | NA | 9.63 | 12.26 | 9.62 | 8.42 | 13.71 | 12.94 | 18.24 | 7.57 | 12.19 | 4.82 | 7.98 | 8.74 | 8.46 | 8.17 | 7.47 | 13.68 | 9.65 | 9.29 | 5.90 | 10.14 | 8.97 | 8.10 | 7.80 | 7.28 | 4.82 | 4.60 |
| Draw Down(%) | NA | 5.94 | 16.26 | 22.33 | 22.34 | NA | NA | 22.34 | 0.93 | 5.94 | 8.14 | 17.90 | 8.83 | 22.33 | 7.22 | 18.12 | 2.15 | 4.70 | 8.56 | 6.75 | 7.32 | 5.89 | 12.40 | 8.98 | 4.00 | 8.30 | 6.01 | 10.91 | 5.21 | 5.43 | 3.43 | 6.54 | 5.58 |
| Yield(%) | NA | 3.98 | 7.27 | 7.56 | 7.41 | NA | NA | 0.00 | NA | 1.16 | 4.13 | 4.93 | 12.81 | 7.82 | 9.28 | 11.12 | 4.87 | 5.64 | 4.93 | 10.54 | 7.60 | 4.37 | 3.55 | 3.00 | 5.50 | 4.75 | 5.39 | 3.74 | 3.42 | 5.92 | 0.13 | 0.94 | 0.00 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| ARM 401K PLAN Tactical Asset Allocation Moderate |
-0.48%
Mar 2017 - Mar 2020 |
0.69%
Mar 2015 - Mar 2020 |
3.74%
Oct 2013 - Oct 2023 |
5.72%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARM 401K PLAN Tactical Asset Allocation Moderate |
15.54%
Mar 2009 - Mar 2012 |
14.86%
Feb 2009 - Feb 2014 |
11.66%
Apr 2003 - Apr 2013 |
9.99%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart