Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DJO Global 401k Strategic Asset Allocation - Equal Weight Moderate | NA | -4.52% | 3.03% | 3.57% | 7.91% | 6.55% | NA | 6.84% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DJO Global 401k Strategic Asset Allocation - Equal Weight 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 (%) | 1.15 | -4.52 | 3.03 | 3.57 | 7.91 | 6.55 | NA | 6.84 | -6.59 | 14.28 | 2.14 | 0.85 | 6.16 | 6.31 | 12.84 | -0.71 | 13.66 | 32.37 | -23.16 | 6.65 | 14.10 | 9.20 | 13.97 | 23.54 | -5.90 | 7.01 |
| Sharpe Ratio | NA | -0.96 | 0.30 | 0.38 | 0.82 | NA | NA | 0.57 | -0.96 | 3.05 | 0.23 | 0.10 | 1.07 | 1.00 | 2.40 | -0.07 | 1.39 | 1.90 | -1.22 | 0.44 | 1.74 | 1.23 | 1.97 | 3.66 | -0.83 | 0.40 |
| Standard Deviation(%) | NA | 8.26 | 7.30 | 7.19 | 9.07 | NA | NA | 9.58 | 8.26 | 4.48 | 8.43 | 8.10 | 5.76 | 6.28 | 5.33 | 10.51 | 9.78 | 17.00 | 19.74 | 8.34 | 6.20 | 5.73 | 6.62 | 6.24 | 8.44 | 11.88 |
| Draw Down(%) | NA | 11.45 | 11.45 | 11.45 | 16.32 | NA | NA | 35.96 | 11.45 | 2.11 | 7.07 | 8.43 | 4.50 | 7.71 | 4.46 | 12.19 | 6.98 | 16.32 | 35.40 | 5.24 | 5.88 | 3.57 | 6.39 | 4.77 | 15.51 | 13.18 |
| Yield(%) | NA | 3.06 | 2.43 | 3.66 | 3.97 | NA | NA | 4.80 | 3.05 | 0.36 | 3.75 | 5.58 | 5.62 | 3.06 | 4.77 | 3.42 | 4.82 | 4.84 | 5.47 | 7.70 | 6.59 | 5.23 | 5.47 | 5.00 | 4.67 | 7.03 |
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 |
|---|---|---|---|---|
| DJO Global 401k Strategic Asset Allocation - Equal Weight Moderate |
-6.90%
Feb 2006 - Feb 2009 |
0.21%
Feb 2004 - Feb 2009 |
4.80%
Nov 2006 - Nov 2016 |
6.55%
Oct 2003 - Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DJO Global 401k Strategic Asset Allocation - Equal Weight Moderate |
20.95%
Feb 2009 - Feb 2012 |
15.31%
Feb 2009 - Feb 2014 |
9.62%
Sep 2002 - Sep 2012 |
8.37%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart