Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2019.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Avanti Products LLC 401(k) Profit Sharing Plan and Trust Strategic Asset Allocation - Optimal Moderate | NA | 11.00% | 5.42% | 3.63% | 6.06% | 6.31% | NA | 7.80% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Avanti Products LLC 401(k) Profit Sharing Plan and Trust Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2019 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2019.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.40 | 11.00 | 5.42 | 3.63 | 6.06 | 6.31 | NA | 7.80 | 18.27 | -6.44 | 9.66 | 6.95 | -4.08 | 3.32 | 9.25 | 12.21 | -1.44 | 13.93 | 26.18 | -25.84 | 9.36 | 17.22 | 11.59 | 20.03 | 39.96 | -3.21 | 3.40 |
| Sharpe Ratio | NA | 2.64 | 0.84 | 0.53 | 0.64 | NA | NA | 0.61 | 2.64 | -0.93 | 2.09 | 0.81 | -0.58 | 0.58 | 1.38 | 1.73 | -0.10 | 1.12 | 1.33 | -1.16 | 0.61 | 1.56 | 1.36 | 2.09 | 5.72 | -0.53 | 0.12 |
| Standard Deviation(%) | NA | 6.39 | 6.60 | 7.09 | 8.60 | NA | NA | 10.73 | 6.39 | 8.38 | 4.33 | 8.36 | 7.14 | 5.68 | 6.68 | 7.02 | 14.48 | 12.40 | 19.67 | 23.05 | 10.46 | 8.94 | 6.92 | 9.14 | 6.87 | 8.08 | 9.30 |
| Draw Down(%) | NA | 3.25 | 12.67 | 13.06 | 15.48 | NA | NA | 40.72 | 3.25 | 12.67 | 1.92 | 5.73 | 9.46 | 6.01 | 7.40 | 5.52 | 15.48 | 10.18 | 18.26 | 37.82 | 8.01 | 10.73 | 5.72 | 9.81 | 4.83 | 15.58 | 11.78 |
| Yield(%) | NA | 2.57 | 1.70 | 1.99 | 2.51 | NA | NA | 3.26 | 2.57 | 2.23 | 0.27 | 2.92 | 1.99 | 3.00 | 3.07 | 3.51 | 3.13 | 2.36 | 2.94 | 2.90 | 5.49 | 4.88 | 4.65 | 4.53 | 4.02 | 3.89 | 3.64 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Avanti Products LLC 401(k) Profit Sharing Plan and Trust Strategic Asset Allocation - Optimal Moderate |
-7.72%
Feb 2006 - Feb 2009 |
1.29%
Feb 2004 - Feb 2009 |
3.61%
Oct 2007 - Oct 2017 |
6.03%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Avanti Products LLC 401(k) Profit Sharing Plan and Trust Strategic Asset Allocation - Optimal Moderate |
27.03%
Mar 2003 - Mar 2006 |
20.65%
Oct 2002 - Oct 2007 |
11.56%
Mar 2003 - Mar 2013 |
9.25%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart