Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COMPUWARE CORPORATION ESOP/401(k) PLAN Tactical Asset Allocation Moderate | NA | 11.69% | 5.23% | 6.44% | 8.87% | 9.48% | NA | … | … |
Data as of 01/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COMPUWARE CORPORATION ESOP/401(k) PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 04/28/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.13 | 11.69 | 5.23 | 6.44 | 8.87 | 9.48 | NA | … | … | 2.53 | 8.87 | -1.67 | 6.68 | 14.98 | 5.13 | 2.96 | 13.25 | 20.76 | 7.25 | 13.83 | 18.09 | 5.60 | 14.27 | 13.27 | 0.75 | 2.14 |
| Sharpe Ratio | NA | 1.20 | 0.84 | 0.80 | 0.92 | NA | NA | … | … | 0.45 | 1.11 | -0.20 | 0.88 | 2.05 | 0.71 | 0.21 | 1.14 | 1.79 | 1.58 | 1.03 | 1.95 | 0.48 | 1.74 | 2.20 | -0.08 | -0.04 |
| Standard Deviation(%) | NA | 7.07 | 7.36 | 7.60 | 9.23 | NA | NA | … | … | 5.37 | 7.79 | 8.29 | 7.54 | 7.30 | 7.20 | 13.69 | 11.57 | 11.53 | 4.00 | 10.49 | 7.60 | 7.14 | 7.66 | 5.72 | 4.57 | 4.14 |
| Draw Down(%) | NA | 5.59 | 9.56 | 9.56 | 11.32 | NA | NA | … | … | 1.92 | 5.59 | 9.56 | 6.58 | 7.06 | 5.66 | 11.32 | 7.04 | 5.06 | 2.31 | 6.64 | 6.06 | 4.95 | 9.10 | 3.95 | 3.36 | 5.04 |
| Yield(%) | NA | 3.67 | 4.77 | 4.78 | 4.16 | NA | NA | … | … | 0.34 | 3.63 | 3.26 | 7.22 | 7.01 | 3.75 | 3.88 | 2.81 | 2.80 | 2.98 | 5.26 | 8.51 | 5.67 | 4.35 | 3.21 | 3.62 | 5.40 |
Data as of 01/31/2017, 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 |
|---|---|---|---|---|
| COMPUWARE CORPORATION ESOP/401(k) PLAN Tactical Asset Allocation Moderate |
4.18%
Feb 2014 – Feb 2017 |
4.30%
Feb 2011 – Feb 2016 |
8.85%
Oct 2006 – Oct 2016 |
8.95%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COMPUWARE CORPORATION ESOP/401(k) PLAN Tactical Asset Allocation Moderate |
15.98%
May 2008 – May 2011 |
15.82%
Apr 2005 – Apr 2010 |
12.09%
Apr 2003 – Apr 2013 |
9.66%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart