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 Strategic Asset Allocation - Optimal Moderate | NA | -2.91% | 3.61% | 3.90% | 9.48% | 7.13% | NA | 6.45% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIC GUMS Inc Employees Retirement Plan Strategic Asset Allocation - Optimal 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 (%) | 1.22 | -2.91 | 3.61 | 3.90 | 9.48 | 7.13 | NA | 6.45 | -4.00 | 11.91 | 2.71 | 0.02 | 6.14 | 14.69 | 18.40 | -1.91 | 18.02 | 32.56 | -29.25 | 8.38 | 15.18 | 10.11 | 11.78 | 18.04 | -8.98 | -0.21 |
| Sharpe Ratio | NA | -0.56 | 0.29 | 0.33 | 0.85 | NA | NA | 0.45 | -0.56 | 1.29 | 0.30 | 0.00 | 0.90 | 2.10 | 2.37 | -0.13 | 1.60 | 1.80 | -1.32 | 0.58 | 1.52 | 1.29 | 1.55 | 2.03 | -0.80 | -0.22 |
| Standard Deviation(%) | NA | 9.58 | 8.95 | 8.44 | 10.63 | NA | NA | 11.20 | 9.58 | 8.78 | 8.47 | 8.37 | 6.81 | 6.96 | 7.73 | 14.60 | 11.22 | 18.05 | 22.87 | 9.29 | 7.83 | 6.15 | 6.97 | 8.56 | 12.64 | 11.48 |
| Draw Down(%) | NA | 9.30 | 9.30 | 11.41 | 17.06 | NA | NA | 41.51 | 9.30 | 4.04 | 7.07 | 8.70 | 5.07 | 7.16 | 6.25 | 15.28 | 8.37 | 17.06 | 39.80 | 6.30 | 8.60 | 4.30 | 6.14 | 9.07 | 19.60 | 17.80 |
| Yield(%) | NA | 5.39 | 3.10 | 3.89 | 3.86 | NA | NA | 3.48 | 5.36 | 0.44 | 3.44 | 4.49 | 5.62 | 4.45 | 4.18 | 3.87 | 2.99 | 3.42 | 3.07 | 7.22 | 6.07 | 3.74 | 1.53 | 0.60 | 0.64 | 1.57 |
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 |
|---|---|---|---|---|
| TIC GUMS Inc Employees Retirement Plan Strategic Asset Allocation - Optimal Moderate |
-9.17%
Feb 2006 - Feb 2009 |
-1.14%
Feb 2004 - Feb 2009 |
5.71%
Dec 2006 - Dec 2016 |
6.24%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIC GUMS Inc Employees Retirement Plan Strategic Asset Allocation - Optimal Moderate |
22.74%
Feb 2009 - Feb 2012 |
19.23%
Feb 2009 - Feb 2014 |
10.30%
Nov 2008 - Nov 2018 |
8.56%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart