Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ATOS 401(k) Plan Tactical Asset Allocation Moderate | NA | -5.11% | 10.64% | 7.51% | 6.80% | 7.73% | 8.36% | 8.30% |
Data as of 04/29/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATOS 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 07/08/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.74 | -5.11 | 10.64 | 7.51 | 6.80 | 7.73 | 8.36 | 8.30 | -10.81 | 8.28 | 21.90 | 21.11 | -10.02 | 13.03 | 3.89 | 0.07 | 5.24 | 13.31 | 10.79 | 4.42 | 13.05 | 17.04 | 0.53 | 13.34 | 13.94 | 9.86 | 13.65 | 13.63 | -4.64 | 7.60 |
| Sharpe Ratio | NA | -0.59 | 0.52 | 0.49 | 0.62 | NA | NA | 0.74 | -0.74 | 0.78 | 1.26 | 2.62 | -1.00 | 2.26 | 0.40 | 0.00 | 0.73 | 1.85 | 1.45 | 0.32 | 1.26 | 1.77 | -0.07 | 0.77 | 1.04 | 1.16 | 1.73 | 1.77 | -0.89 | 1.06 |
| Standard Deviation(%) | NA | 12.80 | 13.61 | 12.00 | 10.15 | NA | NA | 9.62 | 14.96 | 10.54 | 17.14 | 7.51 | 11.32 | 5.47 | 9.29 | 9.24 | 7.17 | 7.19 | 7.41 | 13.93 | 10.28 | 9.55 | 5.76 | 13.44 | 10.21 | 6.60 | 7.33 | 7.32 | 6.48 | 4.98 |
| Draw Down(%) | NA | 14.15 | 18.38 | 18.38 | 18.38 | NA | NA | 18.38 | 14.15 | 6.59 | 18.38 | 3.68 | 17.35 | 2.53 | 7.36 | 9.61 | 5.41 | 5.56 | 5.60 | 11.16 | 7.48 | 5.21 | 5.42 | 10.04 | 13.80 | 4.79 | 6.90 | 6.02 | 6.99 | 3.34 |
| Yield(%) | NA | 3.21 | 3.98 | 3.74 | 3.89 | NA | NA | 0.00 | 0.48 | 3.29 | 3.52 | 6.60 | 4.71 | 1.48 | 3.20 | 5.43 | 6.30 | 3.34 | 2.61 | 1.71 | 2.10 | 3.79 | 4.49 | 5.60 | 5.75 | 3.10 | 4.71 | 4.01 | 4.71 | 6.63 |
Data as of 04/29/2022, 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 |
|---|---|---|---|---|
| ATOS 401(k) Plan Tactical Asset Allocation Moderate |
1.85%
Dec 2015 - Dec 2018 |
2.16%
Dec 2013 - Dec 2018 |
6.08%
Mar 2010 - Mar 2020 |
7.18%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATOS 401(k) Plan Tactical Asset Allocation Moderate |
17.83%
Oct 2004 - Oct 2007 |
13.80%
Mar 2003 - Mar 2008 |
11.64%
Apr 2003 - Apr 2013 |
10.02%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart