Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| eSilicon 401K Tactical Asset Allocation Moderate | NA | 8.35% | 4.44% | 6.42% | 6.42% | 6.51% | NA | … | … |
Data as of 09/30/2016, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| eSilicon 401K Tactical Asset Allocation Moderate | 12/31/2000 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.06 | 8.35 | 4.44 | 6.42 | 6.42 | 6.51 | NA | … | … | 11.06 | -0.19 | 0.59 | 15.24 | 7.49 | -0.35 | 8.74 | 17.34 | -6.13 | 9.45 | 11.42 | 7.05 | 9.93 | 18.16 | -6.05 | 0.22 |
| Sharpe Ratio | NA | -0.06 | -0.09 | -0.09 | -0.12 | NA | NA | … | … | -0.06 | -3.90 | -2.90 | -0.42 | -2.28 | -2.24 | -0.91 | -0.17 | -9.17 | -1.45 | -1.48 | -2.68 | -1.26 | -0.19 | -5.01 | -6.64 |
| Standard Deviation(%) | NA | 376.30 | 217.59 | 168.84 | 119.48 | NA | NA | … | … | 377.04 | 4.80 | 6.17 | 7.75 | 4.86 | 8.44 | 10.80 | 7.45 | 2.80 | 8.64 | 7.36 | 5.22 | 7.65 | 5.91 | 5.15 | 3.16 |
| Draw Down(%) | NA | 93.07 | 93.07 | 93.07 | 93.07 | NA | NA | … | … | 93.07 | 4.05 | 6.21 | 4.98 | 4.39 | 8.83 | 8.76 | 4.13 | 7.44 | 6.59 | 8.39 | 3.35 | 5.48 | 2.35 | 8.45 | 4.30 |
| Yield(%) | NA | 8.29 | 6.82 | 4.88 | 4.38 | NA | NA | … | … | 8.28 | 8.05 | 4.13 | 2.06 | 1.86 | 5.99 | 2.42 | 3.68 | 3.15 | 4.05 | 5.38 | 2.21 | 1.52 | 0.79 | 0.89 | 2.03 |
Data as of 09/30/2016, 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 |
|---|---|---|---|---|
| eSilicon 401K Tactical Asset Allocation Moderate |
2.84%
Apr 2006 – Apr 2009 |
3.82%
Apr 2011 – Apr 2016 |
5.81%
Nov 2006 – Nov 2016 |
6.00%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| eSilicon 401K Tactical Asset Allocation Moderate |
13.46%
Apr 2003 – Apr 2006 |
11.73%
Oct 2002 – Oct 2007 |
8.68%
Apr 2003 – Apr 2013 |
6.51%
Aug 2001 – Aug 2016 |
Annualized Rolling Returns Comparison Chart