Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Low Quality Fund Plan 2010 Tactical Asset Allocation Moderate | NA | 11.77% | 8.87% | 9.18% | 8.62% | 9.58% | NA | … | … |
Data as of 12/29/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Low Quality Fund Plan 2010 Tactical Asset Allocation Moderate | 12/31/2000 | 03/09/2018 |
| 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 (%) | -0.20 | 11.77 | 8.87 | 9.18 | 8.62 | 9.58 | NA | … | … | 3.83 | 11.74 | 18.28 | -1.52 | 7.18 | 11.20 | 19.14 | -7.10 | 13.85 | 24.14 | -5.82 | 6.91 | 10.99 | 4.84 | 14.25 | 21.10 | 8.12 | -7.44 |
| Sharpe Ratio | NA | 2.05 | 1.17 | 1.01 | 0.91 | NA | NA | … | … | 0.37 | 1.55 | 1.93 | -0.17 | 0.93 | 1.42 | 2.21 | -0.44 | 1.13 | 2.15 | -1.09 | 0.33 | 0.85 | 0.36 | 1.28 | 3.53 | 1.87 | -1.01 |
| Standard Deviation(%) | NA | 6.86 | 8.75 | 8.44 | 10.05 | NA | NA | … | … | 9.93 | 7.17 | 9.36 | 9.27 | 7.70 | 7.89 | 8.63 | 16.35 | 12.19 | 11.17 | 6.19 | 11.83 | 9.08 | 7.33 | 10.38 | 5.79 | 3.76 | 9.62 |
| Draw Down(%) | NA | 5.71 | 10.11 | 10.12 | 17.43 | NA | NA | … | … | 5.71 | 3.35 | 5.81 | 9.69 | 6.41 | 8.44 | 7.49 | 17.43 | 8.16 | 5.99 | 11.35 | 9.79 | 11.12 | 5.66 | 13.43 | 2.67 | 2.01 | 15.31 |
| Yield(%) | NA | 5.84 | 4.31 | 4.33 | 3.87 | NA | NA | … | … | 2.43 | 3.50 | 1.82 | 4.95 | 5.66 | 3.60 | 1.86 | 2.62 | 3.53 | 5.76 | 3.29 | 5.19 | 3.67 | 2.78 | 3.47 | 4.61 | 4.81 | 3.96 |
Data as of 12/29/2017, 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 |
|---|---|---|---|---|
| Low Quality Fund Plan 2010 Tactical Asset Allocation Moderate |
1.30%
Apr 2006 – Apr 2009 |
4.19%
Feb 2011 – Feb 2016 |
6.66%
Jan 2006 – Jan 2016 |
7.55%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Low Quality Fund Plan 2010 Tactical Asset Allocation Moderate |
15.58%
Apr 2003 – Apr 2006 |
13.27%
Oct 2002 – Oct 2007 |
10.47%
Apr 2001 – Apr 2011 |
9.84%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart