Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Sorin 401K Tactical Asset Allocation Moderate | NA | 15.84% | 0.70% | 4.42% | 3.37% | 4.94% | 7.33% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Sorin 401K Tactical Asset Allocation Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.91 | 15.84 | 0.70 | 4.42 | 3.37 | 4.94 | 7.33 | … | … | 0.47 | 3.85 | 12.59 | -14.45 | 9.27 | 8.08 | 6.34 | -4.13 | 11.57 | 5.61 | -5.37 | 2.22 | 14.18 | 10.73 | 1.38 | 8.38 | 24.69 | -2.07 | 17.17 | 22.00 | 11.69 | 9.36 | 20.31 | 6.28 | 8.13 |
| Sharpe Ratio | NA | -0.22 | -0.43 | 0.11 | 0.19 | NA | NA | … | … | 0.07 | -0.36 | 1.09 | -1.59 | 0.91 | 0.94 | 0.94 | -0.79 | 2.02 | 1.12 | -1.01 | 0.40 | 2.28 | 1.90 | 0.18 | 0.80 | 2.66 | -0.42 | 1.21 | 1.82 | 1.53 | 1.03 | 3.32 | 1.06 | 1.15 |
| Standard Deviation(%) | NA | 7.56 | 8.48 | 8.82 | 7.38 | NA | NA | … | … | 6.31 | 7.62 | 7.63 | 9.95 | 10.14 | 8.36 | 5.23 | 6.84 | 5.42 | 4.85 | 5.33 | 5.47 | 6.19 | 5.61 | 7.38 | 10.37 | 9.24 | 7.05 | 11.76 | 10.32 | 6.20 | 8.21 | 5.91 | 4.90 | 5.08 |
| Draw Down(%) | NA | 6.00 | 15.42 | 17.86 | 17.86 | NA | NA | … | … | 0.46 | 6.00 | 6.80 | 16.16 | 4.98 | 10.13 | 3.88 | 9.71 | 4.74 | 2.47 | 9.45 | 5.78 | 4.52 | 4.41 | 6.49 | 8.27 | 4.45 | 7.51 | 9.07 | 14.82 | 4.76 | 10.22 | 2.61 | 6.30 | 3.96 |
| Yield(%) | NA | 3.43 | 3.35 | 4.10 | 3.03 | NA | NA | … | … | NA | 0.90 | 2.99 | 2.24 | 4.14 | 6.24 | 4.71 | 2.66 | 0.23 | 2.24 | 2.01 | 2.48 | 5.85 | 4.51 | 3.87 | 3.76 | 4.12 | 5.10 | 8.65 | 7.59 | 4.92 | 3.16 | 3.77 | 5.96 | 8.51 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| Sorin 401K Tactical Asset Allocation Moderate |
-0.73%
Oct 2017 – Oct 2020 |
0.08%
Oct 2017 – Oct 2022 |
2.27%
Oct 2013 – Oct 2023 |
4.31%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Sorin 401K Tactical Asset Allocation Moderate |
21.41%
Oct 2004 – Oct 2007 |
17.49%
Oct 2002 – Oct 2007 |
12.74%
Apr 2001 – Apr 2011 |
10.05%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart