Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Outwall Inc 401k Strategic Asset Allocation - Optimal Moderate | NA | -4.11% | 2.29% | 3.20% | 8.47% | 6.34% | NA | 5.99% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Outwall Inc 401k Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 1.59 | -4.11 | 2.29 | 3.20 | 8.47 | 6.34 | NA | 5.99 | -7.78 | 8.16 | 3.60 | 0.33 | 6.79 | 17.40 | 10.29 | 2.11 | 13.77 | 27.18 | -20.89 | 5.44 | 14.63 | 7.21 | 8.26 | 8.58 | -0.19 | 1.45 |
| Sharpe Ratio | NA | -0.90 | 0.05 | 0.21 | 0.77 | NA | NA | 0.47 | -0.90 | 1.58 | 0.40 | 0.03 | 1.10 | 2.54 | 1.42 | 0.17 | 1.31 | 1.60 | -1.05 | 0.27 | 1.47 | 0.73 | 1.54 | 1.99 | -0.37 | -0.29 |
| Standard Deviation(%) | NA | 10.11 | 8.11 | 7.89 | 9.80 | NA | NA | 9.56 | 10.11 | 4.76 | 8.49 | 8.75 | 6.17 | 6.84 | 7.23 | 12.41 | 10.47 | 16.92 | 20.80 | 9.01 | 7.71 | 6.87 | 4.74 | 3.96 | 3.46 | 2.93 |
| Draw Down(%) | NA | 14.92 | 14.92 | 14.92 | 16.90 | NA | NA | 35.41 | 14.92 | 1.83 | 8.94 | 8.89 | 4.66 | 5.51 | 6.08 | 11.15 | 8.43 | 16.90 | 32.56 | 5.79 | 6.52 | 4.44 | 4.76 | 3.62 | 6.30 | 4.45 |
| Yield(%) | NA | 4.21 | 2.84 | 3.40 | 3.31 | NA | NA | 3.39 | 4.18 | 0.22 | 4.12 | 4.16 | 4.38 | 4.19 | 3.02 | 3.74 | 2.55 | 2.36 | 3.98 | 6.15 | 5.27 | 3.22 | 3.97 | 2.35 | 1.09 | 2.10 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Outwall Inc 401k Strategic Asset Allocation - Optimal Moderate |
-6.34%
Feb 2006 - Feb 2009 |
-0.68%
Feb 2004 - Feb 2009 |
5.68%
Sep 2001 - Sep 2011 |
5.90%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Outwall Inc 401k Strategic Asset Allocation - Optimal Moderate |
20.75%
Feb 2009 - Feb 2012 |
17.17%
Feb 2009 - Feb 2014 |
9.03%
Nov 2008 - Nov 2018 |
7.35%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart