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 Strategic Asset Allocation - Optimal Moderate | NA | 23.09% | 0.30% | 6.99% | 6.81% | 7.72% | 6.80% | 7.03% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ATOS 401(k) Plan Strategic Asset Allocation - Optimal 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 (%) | -1.01 | 23.09 | 0.30 | 6.99 | 6.81 | 7.72 | 6.80 | 7.03 | NA | 6.15 | 15.24 | -18.96 | 2.98 | 28.87 | 23.94 | -5.04 | 15.03 | 7.62 | -1.75 | 3.63 | 13.54 | 12.33 | -1.47 | 16.25 | 27.95 | -27.34 | 10.07 | 10.50 | 6.86 | 12.23 | 21.41 | -5.36 | 4.71 |
| Sharpe Ratio | NA | 0.11 | -0.30 | 0.23 | 0.46 | NA | NA | 0.48 | 0.05 | -0.05 | 1.20 | -1.27 | 0.29 | 1.58 | 2.78 | -0.62 | 2.91 | 0.89 | -0.25 | 0.55 | 1.89 | 1.55 | -0.10 | 1.40 | 1.73 | -1.27 | 0.69 | 0.96 | 0.75 | 1.66 | 2.58 | -0.50 | 0.22 |
| Standard Deviation(%) | NA | 9.60 | 12.03 | 13.16 | 10.87 | NA | NA | 11.24 | 9.00 | 9.67 | 9.17 | 15.98 | 10.10 | 18.12 | 8.12 | 10.22 | 4.95 | 8.34 | 7.07 | 6.55 | 7.14 | 7.90 | 14.36 | 11.52 | 16.07 | 22.25 | 10.22 | 7.54 | 6.25 | 6.81 | 8.02 | 12.99 | 10.89 |
| Draw Down(%) | NA | 5.90 | 24.39 | 27.12 | 27.12 | NA | NA | 39.85 | 0.79 | 5.90 | 9.68 | 24.90 | 8.73 | 19.51 | 4.20 | 12.67 | 2.21 | 6.31 | 8.48 | 5.94 | 6.44 | 7.00 | 14.24 | 7.83 | 15.96 | 35.09 | 6.77 | 7.81 | 4.16 | 6.59 | 7.66 | 17.02 | 12.45 |
| Yield(%) | NA | 4.44 | 4.80 | 4.16 | 3.52 | NA | NA | 3.61 | NA | 0.58 | 4.37 | 3.42 | 5.74 | 4.06 | 4.32 | 4.88 | 0.25 | 1.90 | 3.16 | 2.90 | 3.46 | 2.40 | 2.25 | 2.02 | 2.53 | 3.60 | 5.83 | 5.41 | 3.73 | 2.98 | 3.83 | 3.43 | 5.88 |
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 |
|---|---|---|---|---|
| ATOS 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-8.44%
Feb 2006 - Feb 2009 |
-1.90%
Feb 2004 - Feb 2009 |
4.76%
Feb 2006 - Feb 2016 |
4.74%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ATOS 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
20.81%
Feb 2009 - Feb 2012 |
16.21%
Feb 2009 - Feb 2014 |
10.59%
Feb 2009 - Feb 2019 |
9.58%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart