Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DIGITAL RECEIVER TECHNOLOGY INC. 401K PLAN Tactical Asset Allocation Moderate | NA | -1.95% | 1.48% | 1.60% | 3.21% | 5.37% | 6.78% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DIGITAL RECEIVER TECHNOLOGY INC. 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.23 | -1.95 | 1.48 | 1.60 | 3.21 | 5.37 | 6.78 | … | … | -1.48 | 7.57 | -15.74 | 13.55 | 10.54 | 7.47 | -1.39 | 12.46 | 4.40 | -1.83 | 4.68 | 16.31 | 7.84 | 3.80 | 9.62 | 13.64 | 4.32 | 12.49 | 18.29 | 5.64 | 11.09 | 17.95 | 8.63 | 5.33 |
| Sharpe Ratio | NA | 0.10 | -0.15 | 0.26 | 0.29 | NA | NA | … | … | -0.18 | 0.42 | -1.71 | 1.43 | 1.05 | 1.26 | -0.13 | 2.23 | 0.84 | -0.29 | 0.79 | 2.38 | 1.41 | 0.36 | 0.77 | 1.44 | 0.78 | 0.92 | 1.90 | 0.50 | 1.29 | 3.15 | 1.70 | 0.67 |
| Standard Deviation(%) | NA | 8.25 | 9.10 | 8.68 | 9.61 | NA | NA | … | … | 9.71 | 7.85 | 9.98 | 9.43 | 9.80 | 4.80 | 20.53 | 5.31 | 5.02 | 6.48 | 5.92 | 6.83 | 5.52 | 10.54 | 12.39 | 9.39 | 4.38 | 10.35 | 7.90 | 6.97 | 7.88 | 5.48 | 4.43 | 4.53 |
| Draw Down(%) | NA | 7.61 | 20.35 | 20.35 | 20.35 | NA | NA | … | … | 2.78 | 7.61 | 16.17 | 4.77 | 11.49 | 2.49 | 14.13 | 2.69 | 3.74 | 6.15 | 4.07 | 5.82 | 4.34 | 9.89 | 9.25 | 5.02 | 2.50 | 7.35 | 6.82 | 5.11 | 10.30 | 2.34 | 3.81 | 3.56 |
| Yield(%) | NA | 3.14 | 3.26 | 3.74 | 2.97 | NA | NA | … | … | 0.01 | 3.30 | 1.54 | 4.90 | 5.06 | 3.94 | 1.71 | 0.23 | 3.49 | 2.40 | 3.27 | 6.28 | 2.35 | 2.83 | 2.88 | 3.32 | 3.40 | 4.99 | 9.40 | 4.99 | 3.56 | 4.04 | 5.38 | 7.08 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| DIGITAL RECEIVER TECHNOLOGY INC. 401K PLAN Tactical Asset Allocation Moderate |
0.72%
Nov 2020 – Nov 2023 |
1.31%
Sep 2018 – Sep 2023 |
3.21%
Oct 2013 – Oct 2023 |
5.30%
Feb 2008 – Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DIGITAL RECEIVER TECHNOLOGY INC. 401K PLAN Tactical Asset Allocation Moderate |
15.48%
Oct 2004 – Oct 2007 |
14.06%
Oct 2002 – Oct 2007 |
11.29%
Apr 2001 – Apr 2011 |
9.55%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart