Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kessler & Collins Retirement Strategic Asset Allocation - Optimal Moderate | NA | -3.69% | 2.96% | 2.84% | 7.68% | 6.17% | NA | 6.74% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kessler & Collins Retirement 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 (%) | 0.92 | -3.69 | 2.96 | 2.84 | 7.68 | 6.17 | NA | 6.74 | -5.29 | 11.24 | 4.14 | -1.13 | 3.91 | 10.50 | 11.56 | -1.36 | 14.34 | 34.06 | -30.33 | 12.27 | 14.18 | 8.67 | 12.88 | 25.33 | -1.71 | 5.51 |
| Sharpe Ratio | NA | -0.82 | 0.35 | 0.29 | 0.79 | NA | NA | 0.52 | -0.82 | 2.60 | 0.51 | -0.14 | 0.68 | 1.63 | 1.56 | -0.10 | 1.31 | 2.08 | -1.37 | 0.92 | 1.31 | 1.13 | 1.64 | 3.25 | -0.32 | 0.41 |
| Standard Deviation(%) | NA | 8.07 | 6.90 | 6.96 | 9.50 | NA | NA | 10.22 | 8.07 | 4.08 | 7.79 | 8.14 | 5.77 | 6.44 | 7.37 | 13.34 | 10.87 | 16.36 | 22.81 | 10.04 | 8.30 | 5.76 | 7.27 | 7.58 | 8.67 | 7.80 |
| Draw Down(%) | NA | 10.54 | 10.54 | 11.67 | 15.68 | NA | NA | 41.74 | 10.54 | 1.79 | 7.12 | 8.75 | 4.98 | 6.56 | 6.52 | 12.81 | 8.29 | 15.68 | 39.79 | 7.12 | 10.83 | 4.59 | 7.60 | 6.45 | 15.88 | 10.07 |
| Yield(%) | NA | 2.75 | 1.80 | 2.44 | 2.47 | NA | NA | 3.27 | 2.74 | 0.40 | 2.10 | 3.43 | 3.47 | 3.04 | 2.30 | 2.76 | 1.88 | 2.48 | 3.23 | 5.79 | 6.88 | 6.11 | 3.64 | 3.20 | 2.04 | 3.44 |
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 |
|---|---|---|---|---|
| Kessler & Collins Retirement Strategic Asset Allocation - Optimal Moderate |
-8.17%
Feb 2006 - Feb 2009 |
-1.00%
Feb 2004 - Feb 2009 |
4.07%
Oct 2007 - Oct 2017 |
6.12%
Nov 2003 - Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kessler & Collins Retirement Strategic Asset Allocation - Optimal Moderate |
21.31%
Feb 2009 - Feb 2012 |
16.04%
Feb 2009 - Feb 2014 |
9.43%
Mar 2003 - Mar 2013 |
7.97%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart