Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TIC GUMS Inc Employees Retirement Plan Tactical Asset Allocation Moderate | NA | 5.86% | 5.98% | 5.76% | 6.90% | 8.11% | 9.01% | 8.13% |
Data as of 08/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIC GUMS Inc Employees Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 11/28/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | 2.29 | 5.86 | 5.98 | 5.76 | 6.90 | 8.11 | 9.01 | 8.13 | 6.23 | -13.42 | 14.26 | 16.23 | 19.16 | -7.15 | 20.44 | 6.64 | -2.76 | 4.59 | 13.78 | 12.50 | 4.54 | 17.19 | 27.21 | -14.52 | 17.57 | 17.13 | 9.98 | 11.31 | 19.52 | -12.74 | 4.50 |
| Sharpe Ratio | NA | 0.02 | 0.15 | 0.52 | 0.58 | NA | NA | 0.79 | 0.28 | -1.33 | 1.33 | 1.32 | 2.75 | -1.07 | 1.83 | 1.21 | -0.43 | 0.69 | 1.85 | 1.92 | 0.53 | 1.41 | 3.54 | -1.75 | 1.35 | 1.67 | 1.27 | 1.17 | 3.83 | -1.68 | 0.64 |
| Standard Deviation(%) | NA | 8.29 | 10.22 | 10.05 | 8.88 | NA | NA | 8.48 | 8.33 | 11.11 | 10.67 | 12.10 | 6.45 | 7.90 | 10.85 | 5.31 | 6.55 | 6.62 | 7.45 | 6.50 | 8.45 | 12.11 | 7.65 | 8.82 | 10.80 | 8.28 | 6.16 | 8.83 | 4.91 | 8.26 | 3.42 |
| Draw Down(%) | NA | 8.88 | 17.20 | 17.82 | 17.82 | NA | NA | 17.82 | 8.88 | 17.20 | 6.33 | 17.82 | 2.48 | 13.21 | 3.26 | 4.01 | 7.37 | 4.88 | 7.91 | 5.75 | 7.52 | 7.94 | 3.55 | 16.07 | 8.49 | 9.58 | 5.00 | 9.95 | 1.72 | 15.01 | 3.95 |
| Yield(%) | NA | 3.37 | 4.47 | 4.83 | 3.98 | NA | NA | 4.06 | 2.52 | 1.98 | 6.86 | 4.97 | 5.73 | 5.62 | 0.52 | 3.60 | 2.18 | 5.59 | 4.79 | 4.97 | 2.29 | 3.65 | 3.14 | 4.16 | 8.30 | 6.26 | 4.30 | 2.98 | 2.08 | 0.75 | 2.09 |
Data as of 08/31/2023, 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 |
|---|---|---|---|---|
| TIC GUMS Inc Employees Retirement Plan Tactical Asset Allocation Moderate |
0.96%
Jul 2001 - Jul 2004 |
3.85%
Mar 2015 - Mar 2020 |
5.56%
Oct 2013 - Oct 2023 |
7.19%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIC GUMS Inc Employees Retirement Plan Tactical Asset Allocation Moderate |
17.93%
Oct 2004 - Oct 2007 |
15.43%
Oct 2002 - Oct 2007 |
12.25%
Apr 2003 - Apr 2013 |
10.75%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart