Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Stanley Account Value Plan Tactical Asset Allocation Moderate | NA | 17.13% | 8.63% | 5.88% | 7.94% | 8.26% | NA | … | … |
Data as of 12/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Stanley Account Value Plan Tactical Asset Allocation Moderate | 12/31/2000 | 03/05/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.15 | 17.13 | 8.63 | 5.88 | 7.94 | 8.26 | NA | … | … | -4.16 | 17.13 | -2.40 | 12.46 | 6.32 | -2.63 | 6.32 | 15.57 | 14.05 | 2.81 | 11.92 | 19.49 | 1.39 | 5.18 | 15.38 | 4.27 | 16.36 | 20.21 | 0.85 | 6.97 |
| Sharpe Ratio | NA | 0.50 | 0.63 | 0.51 | 0.83 | NA | NA | … | … | -0.33 | 2.52 | -0.41 | 2.75 | 0.82 | -0.31 | 0.98 | 2.23 | 1.81 | 0.21 | 1.26 | 2.16 | 0.21 | 0.22 | 1.68 | 0.36 | 2.04 | 2.77 | -0.05 | 1.08 |
| Standard Deviation(%) | NA | 7.80 | 7.49 | 7.67 | 8.38 | NA | NA | … | … | 13.14 | 6.24 | 9.10 | 4.30 | 7.50 | 8.66 | 6.45 | 6.98 | 7.75 | 13.54 | 9.42 | 8.97 | 2.19 | 9.77 | 7.22 | 5.80 | 7.56 | 7.04 | 5.41 | 4.33 |
| Draw Down(%) | NA | 7.53 | 8.89 | 11.12 | 11.36 | NA | NA | … | … | 7.53 | 3.47 | 8.89 | 1.44 | 6.01 | 9.43 | 4.54 | 4.94 | 5.57 | 11.36 | 7.41 | 4.25 | 1.95 | 6.81 | 7.73 | 4.87 | 5.57 | 8.50 | 6.32 | 3.74 |
| Yield(%) | NA | 4.10 | 3.74 | 3.03 | 2.74 | NA | NA | … | … | 0.06 | 4.38 | 2.92 | 4.26 | 1.41 | 2.51 | 3.44 | 1.62 | 2.35 | 2.24 | 3.10 | 3.64 | 1.68 | 3.79 | 3.19 | 2.59 | 2.94 | 1.67 | 4.75 | 5.93 |
Data as of 12/31/2019, 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 |
|---|---|---|---|---|
| Stanley Account Value Plan Tactical Asset Allocation Moderate |
3.15%
Oct 2013 – Oct 2016 |
3.85%
Dec 2013 – Dec 2018 |
7.49%
Feb 2010 – Feb 2020 |
7.78%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Stanley Account Value Plan Tactical Asset Allocation Moderate |
17.79%
Apr 2003 – Apr 2006 |
13.13%
Mar 2003 – Mar 2008 |
12.09%
Apr 2003 – Apr 2013 |
10.08%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart