Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Unitrin, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate | NA | 10.25% | 4.38% | 6.58% | 5.25% | 7.16% | 8.28% | … | … |
Data as of 01/29/2021, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Unitrin, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate | 12/31/2000 | 04/16/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.64 | 10.25 | 4.38 | 6.58 | 5.25 | 7.16 | 8.28 | … | … | 22.19 | 11.01 | 11.61 | -3.94 | 10.72 | 3.56 | -1.73 | 2.38 | 15.16 | 9.70 | -2.02 | 14.59 | 18.97 | -0.57 | 11.46 | 17.02 | 9.24 | 9.89 | 21.31 | 2.96 | 8.65 |
| Sharpe Ratio | NA | 2.39 | 1.13 | 1.10 | 0.88 | NA | NA | … | … | 0.77 | 1.27 | 2.13 | -0.75 | 2.14 | 0.83 | -0.34 | 0.40 | 2.26 | 1.62 | -0.26 | 1.30 | 2.20 | -0.22 | 0.84 | 1.75 | 1.15 | 1.07 | 3.73 | 0.37 | 1.17 |
| Standard Deviation(%) | NA | 16.58 | 10.82 | 9.15 | 7.80 | NA | NA | … | … | 28.77 | 8.52 | 4.79 | 7.01 | 4.71 | 4.06 | 5.18 | 5.85 | 6.69 | 5.95 | 7.93 | 11.17 | 8.58 | 6.71 | 10.03 | 7.84 | 6.17 | 8.39 | 5.53 | 4.98 | 5.43 |
| Draw Down(%) | NA | 4.57 | 10.57 | 10.57 | 10.57 | NA | NA | … | … | 3.63 | 10.57 | 3.83 | 9.34 | 3.10 | 3.01 | 6.71 | 6.72 | 4.34 | 5.69 | 9.20 | 9.01 | 4.44 | 6.64 | 7.04 | 9.16 | 5.13 | 10.52 | 2.21 | 5.89 | 4.10 |
| Yield(%) | NA | 7.07 | 5.38 | 3.91 | 4.36 | NA | NA | … | … | 1.19 | 5.85 | 4.57 | 4.50 | 0.24 | 3.36 | 5.65 | 6.56 | 4.68 | 5.96 | 1.90 | 4.32 | 5.47 | 4.50 | 7.25 | 3.98 | 1.89 | 2.31 | 3.73 | 7.06 | 8.82 |
Data as of 01/29/2021, 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 |
|---|---|---|---|---|
| Unitrin, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate |
1.26%
Oct 2017 – Oct 2020 |
2.08%
Dec 2013 – Dec 2018 |
4.40%
Mar 2010 – Mar 2020 |
7.05%
Feb 2005 – Feb 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Unitrin, Inc. 401(k) Savings Plan Tactical Asset Allocation Moderate |
15.98%
Apr 2003 – Apr 2006 |
14.83%
Oct 2002 – Oct 2007 |
11.61%
Apr 2001 – Apr 2011 |
9.41%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart