Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GREENLEAF TRUST 401K PLAN Strategic Asset Allocation - Optimal Moderate | NA | -4.81% | 4.37% | 3.37% | 7.43% | 6.46% | NA | 6.57% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GREENLEAF TRUST 401K PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.16 | -4.81 | 4.37 | 3.37 | 7.43 | 6.46 | NA | 6.57 | -5.42 | 10.82 | 8.83 | -1.41 | 1.27 | 14.18 | 11.32 | -5.25 | 11.47 | 29.64 | -22.89 | 13.16 | 12.22 | 7.80 | 14.12 | 22.09 | -4.42 | 4.02 |
| Sharpe Ratio | NA | -0.76 | 0.49 | 0.28 | 0.67 | NA | NA | 0.51 | -0.76 | 2.02 | 1.00 | -0.16 | 0.18 | 1.98 | 1.43 | -0.35 | 1.04 | 1.81 | -1.22 | 1.12 | 1.18 | 0.94 | 1.88 | 3.00 | -0.60 | 0.20 |
| Standard Deviation(%) | NA | 8.82 | 7.72 | 7.80 | 10.14 | NA | NA | 10.13 | 8.82 | 5.05 | 8.66 | 8.83 | 6.92 | 7.14 | 7.90 | 14.94 | 10.98 | 16.35 | 19.50 | 9.05 | 7.55 | 5.97 | 7.00 | 7.14 | 9.27 | 8.57 |
| Draw Down(%) | NA | 12.03 | 12.03 | 12.34 | 17.47 | NA | NA | 35.09 | 12.03 | 2.41 | 6.93 | 10.18 | 6.14 | 5.81 | 6.93 | 17.47 | 9.01 | 16.73 | 34.29 | 7.37 | 8.26 | 4.40 | 6.18 | 6.89 | 17.49 | 12.66 |
| Yield(%) | NA | 2.44 | 2.17 | 2.53 | 2.79 | NA | NA | 3.25 | 2.43 | 0.25 | 3.82 | 3.16 | 3.00 | 4.30 | 2.39 | 3.23 | 2.20 | 2.12 | 4.34 | 8.00 | 6.42 | 5.25 | 2.18 | 2.51 | 1.13 | 1.73 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| GREENLEAF TRUST 401K PLAN Strategic Asset Allocation - Optimal Moderate |
-5.60%
Feb 2006 - Feb 2009 |
0.71%
Feb 2004 - Feb 2009 |
4.65%
Feb 2006 - Feb 2016 |
5.94%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GREENLEAF TRUST 401K PLAN Strategic Asset Allocation - Optimal Moderate |
18.30%
Mar 2003 - Mar 2006 |
14.89%
Oct 2002 - Oct 2007 |
9.19%
Mar 2003 - Mar 2013 |
8.14%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart