Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PAULUS SOKOLOWSKI AND SARTOR LLC 401K PLAN Strategic Asset Allocation – Optimal Moderate | NA | -5.27% | 3.07% | 2.66% | 7.34% | 5.81% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PAULUS SOKOLOWSKI AND SARTOR LLC 401K PLAN Strategic Asset Allocation – Optimal 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 (%) | 1.25 | -5.27 | 3.07 | 2.66 | 7.34 | 5.81 | NA | … | … | -6.17 | 12.32 | 2.93 | -0.86 | 1.92 | 13.28 | 13.02 | -2.18 | 13.80 | 27.04 | -29.84 | 13.37 | 12.62 | 7.69 | 13.07 | 40.64 | -8.98 | -1.02 |
| Sharpe Ratio | NA | -0.82 | 0.27 | 0.19 | 0.68 | NA | NA | … | … | -0.82 | 2.51 | 0.33 | -0.11 | 0.29 | 1.83 | 1.67 | -0.16 | 1.10 | 1.63 | -1.38 | 1.00 | 1.16 | 0.79 | 1.44 | 4.45 | -0.97 | -0.41 |
| Standard Deviation(%) | NA | 9.11 | 7.60 | 7.51 | 10.07 | NA | NA | … | … | 9.11 | 4.65 | 8.27 | 8.10 | 6.57 | 7.22 | 7.75 | 13.80 | 12.47 | 16.55 | 22.32 | 10.38 | 8.03 | 6.97 | 8.42 | 8.98 | 10.43 | 8.11 |
| Draw Down(%) | NA | 12.79 | 12.79 | 12.79 | 15.19 | NA | NA | … | … | 12.79 | 2.94 | 6.82 | 8.62 | 6.23 | 7.02 | 6.84 | 14.25 | 9.90 | 15.19 | 38.80 | 8.34 | 9.58 | 5.14 | 7.81 | 8.53 | 17.70 | 13.10 |
| Yield(%) | NA | 3.81 | 2.05 | 3.76 | 3.33 | NA | NA | … | … | 3.79 | 0.41 | 1.97 | 5.90 | 6.73 | 3.92 | 3.66 | 1.69 | 2.43 | 2.68 | 2.60 | 4.19 | 5.84 | 3.41 | 2.84 | 3.29 | 2.38 | 3.64 |
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 |
|---|---|---|---|---|
| PAULUS SOKOLOWSKI AND SARTOR LLC 401K PLAN Strategic Asset Allocation – Optimal Moderate |
-7.64%
Feb 2006 – Feb 2009 |
-0.97%
Feb 2004 – Feb 2009 |
3.82%
Oct 2007 – Oct 2017 |
5.81%
Oct 2003 – Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PAULUS SOKOLOWSKI AND SARTOR LLC 401K PLAN Strategic Asset Allocation – Optimal Moderate |
22.49%
Mar 2003 – Mar 2006 |
17.62%
Oct 2002 – Oct 2007 |
10.24%
Mar 2003 – Mar 2013 |
8.53%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart