Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Predator Software 401k Strategic Asset Allocation - Optimal Moderate | NA | 11.76% | 6.35% | 5.27% | 7.84% | 7.22% | NA | 6.82% |
Data as of 10/31/2019, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Predator Software 401k Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2019 |
| 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 (%) | 0.16 | 11.76 | 6.35 | 5.27 | 7.84 | 7.22 | NA | 6.82 | 17.95 | -5.41 | 10.46 | 5.85 | 2.31 | 4.25 | 9.17 | 15.43 | -0.51 | 18.68 | 28.47 | -25.78 | 9.33 | 15.59 | 10.12 | 12.25 | 26.98 | -12.15 | -2.39 |
| Sharpe Ratio | NA | 2.78 | 0.95 | 0.73 | 0.85 | NA | NA | 0.53 | 2.78 | -0.81 | 2.36 | 0.75 | 0.26 | 0.70 | 1.28 | 2.16 | -0.04 | 1.70 | 1.56 | -1.19 | 0.70 | 1.64 | 1.39 | 1.55 | 3.37 | -1.26 | -0.37 |
| Standard Deviation(%) | NA | 5.94 | 6.39 | 7.19 | 8.43 | NA | NA | 10.53 | 5.94 | 8.31 | 4.16 | 7.57 | 8.90 | 6.06 | 7.14 | 7.12 | 13.93 | 10.92 | 18.16 | 22.39 | 8.97 | 7.52 | 5.73 | 7.31 | 7.79 | 10.50 | 12.89 |
| Draw Down(%) | NA | 2.66 | 10.53 | 10.53 | 15.08 | NA | NA | 39.89 | 2.66 | 10.53 | 1.97 | 5.21 | 6.16 | 5.29 | 7.78 | 5.54 | 15.08 | 7.55 | 18.66 | 38.63 | 5.95 | 8.04 | 4.75 | 8.30 | 8.29 | 22.19 | 19.57 |
| Yield(%) | NA | 2.80 | 4.22 | 3.55 | 3.33 | NA | NA | 4.11 | 2.80 | 5.45 | 4.36 | 2.41 | 2.71 | 2.97 | 2.64 | 2.58 | 4.57 | 2.58 | 2.51 | 4.53 | 11.80 | 8.31 | 6.38 | 3.82 | 2.93 | 2.29 | 2.34 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| Predator Software 401k Strategic Asset Allocation - Optimal Moderate |
-7.57%
Feb 2006 - Feb 2009 |
-0.38%
Feb 2004 - Feb 2009 |
5.34%
Oct 2007 - Oct 2017 |
6.27%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Predator Software 401k Strategic Asset Allocation - Optimal Moderate |
23.13%
Feb 2009 - Feb 2012 |
17.42%
Feb 2009 - Feb 2014 |
10.87%
Mar 2003 - Mar 2013 |
8.99%
Mar 2003 - Mar 2018 |
Annualized Rolling Returns Comparison Chart