Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OLD DOMINION 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 14.25% | 4.22% | 5.29% | 4.65% | 7.09% | NA | … | … |
Data as of 10/31/2017, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OLD DOMINION 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/18/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.48 | 14.25 | 4.22 | 5.29 | 4.65 | 7.09 | NA | … | … | 4.33 | 15.42 | 2.82 | -2.46 | 0.70 | 13.38 | 8.12 | -5.60 | 8.39 | 17.07 | -4.03 | 12.27 | 10.91 | 6.80 | 10.60 | 16.84 | 2.06 | 5.98 |
| Sharpe Ratio | NA | 0.04 | 0.02 | 0.03 | 0.03 | NA | NA | … | … | 0.69 | 0.03 | 0.54 | -0.31 | 0.07 | 2.03 | 1.74 | -0.59 | 0.89 | 2.22 | -1.22 | 1.05 | 1.03 | 0.82 | 1.36 | 3.44 | 0.24 | 1.06 |
| Standard Deviation(%) | NA | 483.40 | 278.59 | 216.12 | 152.85 | NA | NA | … | … | 6.18 | 484.36 | 4.83 | 8.02 | 10.09 | 6.58 | 4.65 | 9.61 | 9.31 | 7.65 | 4.08 | 8.84 | 7.41 | 5.65 | 7.12 | 4.70 | 4.04 | 3.47 |
| Draw Down(%) | NA | 96.70 | 96.70 | 96.70 | 96.70 | NA | NA | … | … | 0.22 | 96.70 | 3.69 | 8.78 | 9.32 | 4.58 | 4.33 | 11.92 | 7.46 | 3.42 | 6.30 | 6.27 | 9.25 | 4.21 | 5.69 | 2.65 | 4.56 | 2.76 |
| Yield(%) | NA | 7.27 | 6.89 | 5.15 | 4.24 | NA | NA | … | … | 0.00 | 8.12 | 12.59 | 0.02 | 3.36 | 1.72 | 3.98 | 1.58 | 4.11 | 4.52 | 2.63 | 5.23 | 6.53 | 3.89 | 4.60 | 3.47 | 5.22 | 6.47 |
Data as of 10/31/2017, 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 |
|---|---|---|---|---|
| OLD DOMINION 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
0.27%
May 2014 – May 2017 |
1.67%
Apr 2011 – Apr 2016 |
4.48%
May 2007 – May 2017 |
6.08%
Oct 2001 – Oct 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OLD DOMINION 401(k) RETIREMENT PLAN Tactical Asset Allocation Moderate |
12.84%
Apr 2003 – Apr 2006 |
12.13%
Oct 2002 – Oct 2007 |
9.02%
Apr 2001 – Apr 2011 |
7.19%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart