Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Data Tactics Corporation 401K Tactical Asset Allocation Moderate | NA | 0.95% | 3.78% | 2.83% | 3.87% | 4.24% | NA | … | … |
Data as of 10/31/2019, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Data Tactics Corporation 401K Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.01 | 0.95 | 3.78 | 2.83 | 3.87 | 4.24 | NA | … | … | 0.64 | -0.21 | 10.75 | 5.46 | -2.51 | -2.17 | 12.78 | 3.06 | 2.31 | 6.61 | 13.24 | -4.55 | 6.12 | 12.76 | 1.41 | 0.95 | 0.69 | 1.11 | 2.31 |
| Sharpe Ratio | NA | -47.14 | 0.54 | 0.41 | 0.48 | NA | NA | … | … | -47.49 | -0.24 | 2.11 | 1.11 | -0.47 | -0.33 | 1.75 | 0.59 | 0.28 | 0.58 | 1.62 | -1.29 | 0.30 | 1.19 | -0.14 | 0.00 | 0.00 | 1.18 | 0.01 |
| Standard Deviation(%) | NA | 0.02 | 4.65 | 4.83 | 6.56 | NA | NA | … | … | 0.02 | 6.45 | 4.81 | 4.75 | 5.44 | 6.58 | 7.30 | 5.13 | 8.10 | 11.20 | 8.14 | 4.26 | 10.45 | 7.96 | 5.24 | 0.02 | 0.00 | 0.01 | 0.05 |
| Draw Down(%) | NA | 0.00 | 5.86 | 6.13 | 9.16 | NA | NA | … | … | 0.00 | 5.86 | 2.21 | 3.79 | 6.13 | 5.74 | 4.67 | 4.84 | 5.39 | 9.16 | 4.26 | 8.56 | 8.04 | 8.98 | 5.76 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | NA | 0.65 | 0.80 | 1.16 | 1.53 | NA | NA | … | … | 0.65 | 1.62 | 0.11 | 1.76 | 1.43 | 1.44 | 3.45 | 1.59 | 1.35 | 1.83 | 2.79 | 2.51 | 3.80 | 4.56 | 3.19 | 0.95 | 0.69 | 1.11 | 2.31 |
Data as of 10/31/2019, 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 |
|---|---|---|---|---|
| Data Tactics Corporation 401K Tactical Asset Allocation Moderate |
-0.28%
Oct 2002 – Oct 2005 |
1.87%
Aug 2014 – Aug 2019 |
3.59%
Nov 2009 – Nov 2019 |
3.58%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Data Tactics Corporation 401K Tactical Asset Allocation Moderate |
8.07%
Oct 2004 – Oct 2007 |
7.50%
Dec 2008 – Dec 2013 |
5.46%
Apr 2005 – Apr 2015 |
4.54%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart