Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Capital Accumulation Plan Tactical Asset Allocation Moderate | NA | 3.19% | 0.67% | 3.12% | 4.85% | 7.30% | NA | … | … |
Data as of 07/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Capital Accumulation Plan Tactical Asset Allocation Moderate | 12/31/2000 | 10/06/2017 |
| 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 (%) | -0.21 | 3.19 | 0.67 | 3.12 | 4.85 | 7.30 | NA | … | … | 7.29 | 2.56 | -6.03 | 2.14 | 9.63 | 8.02 | 5.76 | 6.64 | 22.20 | -4.45 | 7.36 | 13.12 | 5.82 | 10.87 | 17.92 | 3.18 | 8.21 |
| Sharpe Ratio | NA | 1.26 | 0.25 | 0.64 | 0.71 | NA | NA | … | … | 1.94 | 0.62 | -1.10 | 0.39 | 1.81 | 1.46 | 0.69 | 0.88 | 2.83 | -1.03 | 0.42 | 1.30 | 0.76 | 1.63 | 3.58 | 0.42 | 1.21 |
| Standard Deviation(%) | NA | 3.75 | 4.79 | 4.91 | 6.26 | NA | NA | … | … | 3.53 | 3.81 | 5.52 | 5.44 | 5.31 | 5.45 | 8.34 | 7.42 | 7.80 | 5.21 | 10.21 | 7.58 | 4.77 | 6.08 | 4.81 | 4.93 | 4.88 |
| Draw Down(%) | NA | 2.85 | 8.77 | 8.77 | 10.96 | NA | NA | … | … | 1.42 | 4.10 | 8.66 | 4.47 | 4.07 | 3.26 | 3.84 | 7.78 | 4.12 | 4.64 | 7.63 | 8.94 | 3.41 | 5.62 | 4.05 | 4.97 | 3.79 |
| Yield(%) | NA | 1.68 | 3.91 | 4.16 | 3.91 | NA | NA | … | … | 0.35 | 1.59 | 4.17 | 6.17 | 4.55 | 6.35 | 2.15 | 2.46 | 4.03 | 0.91 | 8.92 | 7.76 | 2.85 | 3.89 | 4.79 | 4.48 | 7.30 |
Data as of 07/31/2017, 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 |
|---|---|---|---|---|
| Capital Accumulation Plan Tactical Asset Allocation Moderate |
-0.52%
Dec 2013 – Dec 2016 |
3.08%
Jan 2012 – Jan 2017 |
4.68%
Jun 2007 – Jun 2017 |
6.65%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Capital Accumulation Plan Tactical Asset Allocation Moderate |
12.71%
Mar 2003 – Mar 2006 |
12.77%
Oct 2002 – Oct 2007 |
9.45%
Jul 2002 – Jul 2012 |
7.30%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart