Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| High Quality Fund Plan 2010 Tactical Asset Allocation Moderate | NA | -21.43% | -3.81% | -2.33% | 1.09% | 3.41% | 8.00% | … | … |
Data as of 09/30/2022, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| High Quality Fund Plan 2010 Tactical Asset Allocation Moderate | 12/31/2000 | 12/02/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.01 | -21.43 | -3.81 | -2.33 | 1.09 | 3.41 | 8.00 | … | … | -17.20 | 12.14 | 3.66 | 8.07 | -7.04 | 11.87 | 5.77 | -8.87 | 4.10 | 9.42 | 7.63 | -2.33 | 14.89 | 32.26 | -4.38 | 19.43 | 18.27 | 16.53 | 14.22 | 41.29 | 14.38 | 9.44 |
| Sharpe Ratio | NA | -1.05 | -0.08 | -0.13 | 0.17 | NA | NA | … | … | -1.10 | 1.09 | 0.34 | 1.35 | -1.03 | 2.13 | 0.97 | -1.35 | 0.75 | 1.17 | 1.09 | -0.21 | 1.24 | 3.67 | -1.13 | 1.30 | 1.54 | 1.96 | 1.59 | 6.88 | 2.87 | 1.66 |
| Standard Deviation(%) | NA | 16.37 | 12.66 | 10.70 | 8.78 | NA | NA | … | … | 16.62 | 11.13 | 10.05 | 4.93 | 8.08 | 5.27 | 5.71 | 6.57 | 5.45 | 8.02 | 6.94 | 11.08 | 11.94 | 8.77 | 4.70 | 12.67 | 9.77 | 7.34 | 8.33 | 5.91 | 4.63 | 4.29 |
| Draw Down(%) | NA | 26.03 | 27.20 | 27.20 | 27.20 | NA | NA | … | … | 25.44 | 6.53 | 18.36 | 2.94 | 13.74 | 2.60 | 4.86 | 12.54 | 6.04 | 8.17 | 6.57 | 11.63 | 8.84 | 4.58 | 8.96 | 10.20 | 13.28 | 6.66 | 9.94 | 3.00 | 3.32 | 2.95 |
| Yield(%) | NA | 8.12 | 6.28 | 5.01 | 4.77 | NA | NA | … | … | 3.07 | 7.75 | 6.38 | 4.13 | 4.10 | 0.63 | 5.96 | 4.10 | 5.26 | 4.65 | 5.02 | 3.43 | 2.76 | 4.26 | 3.60 | 7.40 | 5.96 | 3.40 | 4.29 | 10.94 | 4.32 | 5.75 |
Data as of 09/30/2022, 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 |
|---|---|---|---|---|
| High Quality Fund Plan 2010 Tactical Asset Allocation Moderate |
-3.81%
Sep 2019 – Sep 2022 |
-2.32%
Sep 2017 – Sep 2022 |
1.08%
Sep 2012 – Sep 2022 |
3.47%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| High Quality Fund Plan 2010 Tactical Asset Allocation Moderate |
25.29%
Jan 2003 – Jan 2006 |
24.05%
Oct 2002 – Oct 2007 |
17.55%
Apr 2001 – Apr 2011 |
11.86%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart