Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Elkus Manfredi Architects 401(k) Plan Strategic Asset Allocation - Optimal Moderate | NA | -4.90% | 3.20% | 2.50% | 8.29% | 6.59% | NA | 6.93% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Elkus Manfredi Architects 401(k) 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 (%) | 1.19 | -4.90 | 3.20 | 2.50 | 8.29 | 6.59 | NA | 6.93 | -6.39 | 11.74 | 5.79 | -3.32 | 2.43 | 12.53 | 13.93 | 1.64 | 14.22 | 33.03 | -26.42 | 14.82 | 11.75 | 0.64 | 16.87 | 25.26 | -1.33 | 2.92 |
| Sharpe Ratio | NA | -0.88 | 0.36 | 0.19 | 0.82 | NA | NA | 0.53 | -0.88 | 2.39 | 0.67 | -0.40 | 0.37 | 1.79 | 1.85 | 0.12 | 1.33 | 2.13 | -1.29 | 1.21 | 0.99 | -0.15 | 2.26 | 3.84 | -0.28 | 0.06 |
| Standard Deviation(%) | NA | 8.79 | 7.48 | 7.50 | 9.56 | NA | NA | 10.31 | 8.79 | 4.65 | 8.28 | 8.47 | 6.50 | 6.98 | 7.51 | 13.14 | 10.65 | 15.50 | 21.16 | 9.79 | 8.57 | 10.14 | 7.03 | 6.41 | 8.77 | 10.31 |
| Draw Down(%) | NA | 13.59 | 13.59 | 13.59 | 16.35 | NA | NA | 37.98 | 13.59 | 2.53 | 5.29 | 10.67 | 6.13 | 7.02 | 6.32 | 12.44 | 8.44 | 16.35 | 36.89 | 8.01 | 10.70 | 9.25 | 6.89 | 5.52 | 15.04 | 12.15 |
| Yield(%) | NA | 4.32 | 2.62 | 3.10 | 3.46 | NA | NA | 4.19 | 4.29 | 0.45 | 3.04 | 4.18 | 3.51 | 3.44 | 3.57 | 4.33 | 4.32 | 3.05 | 4.88 | 7.23 | 4.82 | 5.67 | 7.08 | 4.02 | 2.42 | 5.16 |
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 |
|---|---|---|---|---|
| Elkus Manfredi Architects 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
-6.68%
Feb 2006 - Feb 2009 |
-0.76%
Feb 2004 - Feb 2009 |
5.32%
Oct 2007 - Oct 2017 |
6.56%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Elkus Manfredi Architects 401(k) Plan Strategic Asset Allocation - Optimal Moderate |
22.76%
Feb 2009 - Feb 2012 |
17.25%
Feb 2009 - Feb 2014 |
10.11%
Mar 2003 - Mar 2013 |
8.54%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart