Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Apartment Investment and Management Company 401(k) Retirement Plan Tactical Asset Allocation Moderate | NA | 12.39% | 5.07% | 6.45% | 6.13% | 8.49% | NA | … | … |
Data as of 10/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Apartment Investment and Management Company 401(k) Retirement Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/18/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.64 | 12.39 | 5.07 | 6.45 | 6.13 | 8.49 | NA | … | … | 2.76 | 12.09 | 1.58 | 0.21 | 2.18 | 15.23 | 8.45 | 2.45 | 12.70 | 19.57 | -8.81 | 9.16 | 17.27 | 3.00 | 11.30 | 20.94 | 8.06 | 6.79 |
| Sharpe Ratio | NA | 2.67 | 0.80 | 1.01 | 0.78 | NA | NA | … | … | 0.66 | 2.30 | 0.27 | 0.03 | 0.35 | 2.19 | 1.52 | 0.25 | 0.87 | 2.14 | -1.36 | 0.62 | 1.75 | 0.12 | 1.36 | 3.61 | 1.45 | 1.05 |
| Standard Deviation(%) | NA | 5.02 | 5.56 | 5.97 | 8.04 | NA | NA | … | … | 4.08 | 4.99 | 5.14 | 6.42 | 6.13 | 6.95 | 5.52 | 9.58 | 14.54 | 9.09 | 7.14 | 9.89 | 8.00 | 7.15 | 7.61 | 5.60 | 4.81 | 4.26 |
| Draw Down(%) | NA | 2.73 | 6.42 | 6.42 | 13.23 | NA | NA | … | … | 0.14 | 2.73 | 3.96 | 6.38 | 4.62 | 5.65 | 4.75 | 8.16 | 10.47 | 4.52 | 13.23 | 7.02 | 6.68 | 5.15 | 10.27 | 2.91 | 5.76 | 2.07 |
| Yield(%) | NA | 0.23 | 2.62 | 3.05 | 3.35 | NA | NA | … | … | 0.00 | 0.23 | 2.45 | 5.23 | 3.24 | 4.16 | 4.95 | 2.63 | 3.02 | 4.36 | 3.49 | 6.64 | 8.81 | 4.96 | 5.21 | 5.19 | 6.41 | 8.66 |
Data as of 10/31/2017, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Apartment Investment and Management Company 401(k) Retirement Plan Tactical Asset Allocation Moderat |
1.32%
Dec 2013 – Dec 2016 |
3.78%
Apr 2011 – Apr 2016 |
5.89%
Jan 2007 – Jan 2017 |
7.92%
Dec 2001 – Dec 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Apartment Investment and Management Company 401(k) Retirement Plan Tactical Asset Allocation Moderat |
14.12%
Mar 2001 – Mar 2004 |
13.36%
Oct 2002 – Oct 2007 |
10.46%
Apr 2001 – Apr 2011 |
8.52%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart