Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Horizon Services 401(k) Plan Tactical Asset Allocation Moderate | NA | -0.07% | 0.13% | 4.55% | 4.66% | 6.15% | 6.20% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Horizon Services 401(k) Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.35 | -0.07 | 0.13 | 4.55 | 4.66 | 6.15 | 6.20 | … | … | 2.41 | 11.03 | -14.40 | 4.06 | 20.54 | 19.15 | -3.53 | 15.19 | 4.56 | 0.13 | 0.96 | 17.22 | 4.54 | 1.50 | 5.87 | 17.23 | -1.65 | 10.98 | 10.72 | 5.21 | 4.89 | 16.57 | 6.22 | 6.22 |
| Sharpe Ratio | NA | 0.76 | -0.17 | 0.61 | 0.60 | NA | NA | … | … | 0.29 | 0.90 | -1.63 | 0.42 | 1.84 | 2.65 | -0.57 | 3.20 | 0.98 | 0.02 | 0.16 | 2.59 | 0.78 | 0.19 | 0.50 | 2.00 | -0.54 | 0.91 | 0.91 | 0.53 | 0.54 | 3.11 | 1.37 | 0.87 |
| Standard Deviation(%) | NA | 7.56 | 8.93 | 9.05 | 7.67 | NA | NA | … | … | 7.43 | 7.53 | 9.71 | 9.64 | 11.04 | 6.69 | 8.55 | 4.55 | 4.44 | 5.05 | 6.09 | 6.63 | 5.73 | 7.56 | 11.67 | 8.59 | 4.79 | 8.82 | 8.17 | 5.71 | 7.30 | 5.10 | 3.74 | 4.49 |
| Draw Down(%) | NA | 5.98 | 20.27 | 20.27 | 20.27 | NA | NA | … | … | 1.30 | 5.98 | 15.60 | 8.01 | 12.20 | 3.48 | 10.82 | 1.46 | 4.10 | 4.17 | 5.19 | 4.53 | 5.56 | 5.46 | 11.00 | 4.93 | 6.83 | 6.43 | 10.39 | 4.62 | 7.17 | 2.32 | 2.50 | 3.48 |
| Yield(%) | NA | 3.47 | 2.92 | 3.36 | 3.36 | NA | NA | … | … | 0.00 | 3.69 | 1.74 | 3.40 | 4.14 | 4.06 | 4.87 | 4.08 | 3.35 | 2.51 | 2.28 | 2.64 | 2.26 | 3.74 | 2.31 | 3.32 | 3.01 | 5.37 | 6.28 | 3.63 | 3.18 | 5.00 | 4.14 | 5.87 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| Horizon Services 401(k) Plan Tactical Asset Allocation Moderate |
-0.37%
Dec 2020 – Dec 2023 |
3.27%
Dec 2013 – Dec 2018 |
4.66%
Oct 2013 – Oct 2023 |
5.64%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Horizon Services 401(k) Plan Tactical Asset Allocation Moderate |
14.33%
Dec 2018 – Dec 2021 |
11.84%
May 2016 – May 2021 |
8.50%
Apr 2001 – Apr 2011 |
8.28%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart