Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Tactical Asset Allocation Moderate | NA | -3.68% | 2.02% | 1.55% | 4.20% | 5.67% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 12/31/2018 |
| 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 (%) | -0.18 | -3.68 | 2.02 | 1.55 | 4.20 | 5.67 | NA | … | … | -0.62 | 3.05 | 3.84 | -2.69 | -0.50 | 17.89 | 5.31 | -0.74 | 3.42 | 13.53 | 0.18 | 11.72 | 11.78 | 3.79 | 11.68 | 15.02 | 6.43 | 6.81 |
| Sharpe Ratio | NA | -0.28 | 0.23 | 0.02 | 0.52 | NA | NA | … | … | -0.28 | 0.39 | 0.84 | -0.50 | -0.08 | 2.54 | 1.05 | -0.08 | 0.30 | 1.64 | -0.19 | 0.88 | 1.10 | 0.30 | 1.67 | 3.24 | 1.66 | 1.16 |
| Standard Deviation(%) | NA | 6.93 | 5.92 | 6.02 | 7.34 | NA | NA | … | … | 6.93 | 6.21 | 4.34 | 5.41 | 6.85 | 7.04 | 5.01 | 9.66 | 11.06 | 8.19 | 3.90 | 9.85 | 7.71 | 5.38 | 6.42 | 4.43 | 3.21 | 3.87 |
| Draw Down(%) | NA | 6.90 | 6.90 | 7.27 | 11.77 | NA | NA | … | … | 6.90 | 5.37 | 3.38 | 4.98 | 5.68 | 4.78 | 4.27 | 10.03 | 11.77 | 4.73 | 3.34 | 7.65 | 9.19 | 4.49 | 5.49 | 2.92 | 1.90 | 2.77 |
| Yield(%) | NA | 1.97 | 2.76 | 2.61 | 2.99 | NA | NA | … | … | 1.96 | 0.23 | 5.82 | 2.79 | 2.22 | 3.32 | 4.15 | 0.85 | 4.16 | 4.28 | 2.90 | 4.74 | 4.91 | 3.30 | 4.12 | 3.34 | 5.59 | 6.73 |
Data as of 10/31/2018, 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 |
|---|---|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Tactical Asset Allocation Moderate |
-0.25%
Feb 2014 – Feb 2017 |
1.22%
Nov 2013 – Nov 2018 |
4.02%
Mar 2008 – Mar 2018 |
5.59%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DELTA DENTAL PLAN OF MICHIGAN INC. EMPLOYEES 401K PLAN Tactical Asset Allocation Moderate |
12.26%
Oct 2004 – Oct 2007 |
11.76%
Oct 2002 – Oct 2007 |
8.95%
Apr 2001 – Apr 2011 |
6.88%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison Chart