Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COVENANT TRANSPORT, INC. 401(K) AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate | NA | 2.37% | 3.18% | 5.39% | 7.45% | 8.79% | NA | … | … |
Data as of 07/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COVENANT TRANSPORT, INC. 401(K) AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 2.37 | 3.18 | 5.39 | 7.45 | 8.79 | NA | … | … | 4.67 | 6.05 | -3.24 | 7.27 | 12.62 | 9.86 | 4.02 | 14.76 | 19.27 | -0.87 | 6.93 | 15.40 | 6.03 | 10.63 | 19.31 | 2.89 | 5.75 |
| Sharpe Ratio | NA | 1.52 | 0.57 | 1.07 | 0.84 | NA | NA | … | … | 1.37 | 1.23 | -0.58 | 1.63 | 2.04 | 1.60 | 0.26 | 1.00 | 2.77 | -0.52 | 0.51 | 1.76 | 0.51 | 1.30 | 3.73 | 0.38 | 0.90 |
| Standard Deviation(%) | NA | 3.24 | 4.65 | 4.96 | 8.20 | NA | NA | … | … | 3.05 | 4.74 | 5.65 | 4.46 | 6.16 | 6.12 | 15.27 | 14.69 | 6.93 | 3.44 | 7.71 | 6.87 | 7.64 | 7.47 | 4.99 | 4.75 | 3.81 |
| Draw Down(%) | NA | 1.95 | 7.59 | 7.59 | 11.43 | NA | NA | … | … | 1.95 | 2.97 | 7.59 | 2.76 | 5.82 | 4.93 | 11.43 | 10.93 | 3.23 | 2.97 | 5.66 | 4.30 | 5.12 | 7.51 | 1.68 | 7.99 | 2.74 |
| Yield(%) | NA | 1.72 | 2.29 | 2.92 | 2.64 | NA | NA | … | … | 0.39 | 3.57 | 1.67 | 2.79 | 5.32 | 3.05 | 1.39 | 2.28 | 3.02 | 2.40 | 2.71 | 7.88 | 5.72 | 8.15 | 5.13 | 4.51 | 4.84 |
Data as of 07/31/2017, 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 |
|---|---|---|---|---|
| COVENANT TRANSPORT, INC. 401(K) AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
2.58%
Aug 2014 – Aug 2017 |
4.54%
Apr 2011 – Apr 2016 |
7.16%
May 2007 – May 2017 |
8.46%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COVENANT TRANSPORT, INC. 401(K) AND PROFIT SHARING PLAN Tactical Asset Allocation Moderate |
14.88%
Mar 2009 – Mar 2012 |
12.31%
Oct 2002 – Oct 2007 |
10.78%
Apr 2003 – Apr 2013 |
8.79%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart