Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ISA 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | NA | 10.36% | 7.65% | 10.18% | 8.70% | 9.26% | 7.86% | 7.84% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISA 401K PLAN Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.86 | 10.36 | 7.65 | 10.18 | 8.70 | 9.26 | 7.86 | 7.84 | 2.89 | 22.76 | -4.49 | 6.95 | 28.56 | 18.53 | -2.31 | 15.14 | 8.43 | 2.02 | 5.07 | 14.05 | 10.09 | 1.48 | 11.14 | 21.25 | -16.46 | 9.44 | 9.24 | 6.29 | 8.65 | 12.86 | 0.29 | 5.74 |
| Sharpe Ratio | NA | 2.38 | 0.70 | 1.00 | 0.86 | NA | NA | 0.76 | 0.34 | 2.32 | -0.47 | 0.70 | 1.53 | 2.30 | -0.28 | 3.14 | 0.99 | 0.22 | 0.69 | 2.51 | 2.23 | 0.18 | 1.51 | 1.53 | -1.06 | 0.79 | 0.97 | 0.86 | 1.27 | 2.34 | -0.13 | 0.55 |
| Standard Deviation(%) | NA | 7.93 | 10.19 | 11.95 | 10.51 | NA | NA | 9.33 | 7.72 | 7.97 | 12.48 | 9.96 | 18.52 | 7.44 | 12.74 | 4.62 | 8.33 | 9.04 | 7.32 | 5.58 | 4.50 | 7.92 | 7.32 | 13.86 | 16.40 | 8.17 | 6.15 | 4.81 | 6.06 | 5.21 | 6.12 | 6.25 |
| Draw Down(%) | NA | 4.55 | 12.29 | 19.74 | 19.74 | NA | NA | 29.13 | 1.51 | 4.55 | 12.07 | 5.89 | 19.74 | 3.78 | 15.16 | 1.40 | 7.83 | 6.81 | 4.97 | 4.53 | 3.05 | 6.78 | 6.00 | 16.20 | 27.15 | 4.61 | 5.31 | 3.01 | 5.19 | 3.96 | 7.22 | 5.50 |
| Yield(%) | NA | 5.90 | 5.21 | 6.04 | 5.73 | NA | NA | 4.86 | 0.00 | 6.15 | 5.04 | 4.53 | 9.67 | 5.29 | 6.12 | 5.51 | 2.79 | 5.20 | 7.56 | 3.77 | 3.40 | 1.78 | 3.98 | 4.14 | 5.44 | 5.68 | 4.61 | 3.32 | 3.21 | 3.43 | 5.22 | 5.88 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| ISA 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
-3.77%
Feb 2006 - Feb 2009 |
0.42%
Feb 2004 - Feb 2009 |
5.58%
Jan 2006 - Jan 2016 |
6.02%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISA 401K PLAN Strategic Asset Allocation - Equal Weight Moderate |
17.68%
Dec 2018 - Dec 2021 |
14.18%
Feb 2016 - Feb 2021 |
10.42%
Aug 2011 - Aug 2021 |
10.19%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart