Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VA POLY MATCH PLAN (72113) Tactical Asset Allocation Moderate | NA | 2.31% | 5.20% | 4.50% | 7.85% | 7.84% | NA | 8.35% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VA POLY MATCH PLAN (72113) Tactical Asset Allocation 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 (%) | 0.80 | 2.31 | 5.20 | 4.50 | 7.85 | 7.84 | NA | 8.35 | 2.02 | 8.94 | 2.74 | -1.48 | 4.85 | 15.65 | 7.83 | 5.25 | 11.29 | 16.19 | -9.12 | 9.36 | 17.46 | 7.43 | 15.21 | 20.34 | 4.46 | 5.23 |
| Sharpe Ratio | NA | 0.08 | 0.60 | 0.47 | 0.92 | NA | NA | 0.92 | 0.08 | 1.63 | 0.50 | -0.24 | 0.81 | 2.41 | 1.39 | 0.57 | 0.94 | 1.86 | -1.02 | 0.67 | 1.86 | 0.83 | 1.83 | 3.86 | 0.63 | 0.60 |
| Standard Deviation(%) | NA | 8.19 | 6.28 | 6.20 | 7.53 | NA | NA | 7.42 | 8.19 | 5.11 | 5.04 | 6.17 | 5.98 | 6.48 | 5.58 | 9.16 | 11.97 | 8.64 | 9.81 | 9.42 | 7.61 | 6.37 | 7.81 | 5.09 | 5.37 | 4.86 |
| Draw Down(%) | NA | 6.16 | 6.16 | 8.63 | 10.01 | NA | NA | 17.04 | 6.16 | 4.12 | 4.46 | 8.63 | 4.46 | 6.07 | 5.29 | 8.10 | 10.01 | 4.17 | 16.43 | 6.22 | 7.34 | 4.87 | 10.47 | 1.75 | 6.32 | 3.15 |
| Yield(%) | NA | 3.32 | 2.47 | 2.97 | 3.44 | NA | NA | 4.41 | 3.30 | 0.19 | 3.70 | 4.46 | 3.19 | 4.65 | 4.49 | 2.44 | 3.26 | 4.80 | 2.83 | 6.82 | 7.81 | 7.70 | 4.30 | 2.72 | 3.74 | 9.07 |
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 |
|---|---|---|---|---|
| VA POLY MATCH PLAN (72113) Tactical Asset Allocation Moderate |
1.98%
Feb 2014 - Feb 2017 |
4.50%
Oct 2013 - Oct 2018 |
5.78%
Oct 2007 - Oct 2017 |
7.83%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VA POLY MATCH PLAN (72113) Tactical Asset Allocation Moderate |
16.80%
Mar 2003 - Mar 2006 |
15.41%
Oct 2002 - Oct 2007 |
10.35%
Apr 2001 - Apr 2011 |
8.99%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart