Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Average Quality Fund Plan 2010 Tactical Asset Allocation Moderate | NA | 6.26% | 8.07% | 6.24% | 12.60% | NA | NA | … | … |
Data as of 02/28/2013, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Average Quality Fund Plan 2010 Tactical Asset Allocation Moderate | 12/31/2000 | 05/09/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.70 | 6.26 | 8.07 | 6.24 | 12.60 | NA | NA | … | … | 3.67 | 8.11 | 1.55 | 13.18 | 17.25 | -11.64 | 19.84 | 17.79 | 13.80 | 14.70 | 41.74 | 10.48 | 7.25 |
| Sharpe Ratio | NA | 1.62 | 0.88 | 0.72 | 1.19 | NA | NA | … | … | 0.64 | 1.81 | 0.15 | 1.03 | 1.78 | -1.85 | 1.40 | 1.58 | 1.57 | 1.53 | 6.22 | 1.72 | 1.09 |
| Standard Deviation(%) | NA | 4.97 | 9.00 | 9.12 | 9.12 | NA | NA | … | … | 5.68 | 4.45 | 10.02 | 12.75 | 9.63 | 6.78 | 11.99 | 9.15 | 7.39 | 8.97 | 6.60 | 5.47 | 4.54 |
| Draw Down(%) | NA | 2.55 | 10.53 | 14.72 | 19.85 | NA | NA | … | … | 1.95 | 2.55 | 10.53 | 9.11 | 5.88 | 15.19 | 11.64 | 11.39 | 7.07 | 12.72 | 4.14 | 5.39 | 2.28 |
| Yield(%) | NA | 1.48 | 1.87 | 2.31 | 3.86 | NA | NA | … | … | 0.01 | 1.82 | 2.20 | 2.30 | 3.97 | 2.37 | 6.66 | 6.38 | 6.05 | 4.48 | 4.86 | 3.42 | 6.74 |
Data as of 02/28/2013, 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 |
|---|---|---|---|---|
| Average Quality Fund Plan 2010 Tactical Asset Allocation Moderate |
3.45%
Apr 2006 – Apr 2009 |
3.97%
Oct 2007 – Oct 2012 |
12.18%
Apr 2003 – Apr 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Average Quality Fund Plan 2010 Tactical Asset Allocation Moderate |
24.97%
Jan 2003 – Jan 2006 |
23.55%
Oct 2002 – Oct 2007 |
14.55%
Apr 2001 – Apr 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart