Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Rummel Klepper&Kahl LLP Pre-Tax Savings Plan Strategic Asset Allocation – Optimal Moderate | NA | -4.49% | 2.68% | 3.47% | 8.63% | 6.74% | NA | … | … |
Data as of 10/31/2018, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Rummel Klepper&Kahl LLP Pre-Tax Savings 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 (%) | 0.70 | -4.49 | 2.68 | 3.47 | 8.63 | 6.74 | NA | … | … | -3.60 | 8.36 | 4.53 | 0.05 | 4.71 | 16.20 | 14.44 | -3.20 | 14.31 | 32.95 | -23.84 | 8.31 | 11.34 | 8.49 | 12.12 | 24.77 | -1.62 | 5.11 |
| Sharpe Ratio | NA | -0.55 | 0.30 | 0.30 | 0.79 | NA | NA | … | … | -0.55 | 1.49 | 0.52 | 0.00 | 0.68 | 2.40 | 1.83 | -0.23 | 1.17 | 1.86 | -1.11 | 0.56 | 1.06 | 1.09 | 1.55 | 2.95 | -0.29 | 0.35 |
| Standard Deviation(%) | NA | 8.90 | 7.62 | 7.57 | 10.28 | NA | NA | … | … | 8.90 | 5.19 | 8.25 | 8.10 | 6.88 | 6.74 | 7.86 | 14.17 | 12.14 | 17.70 | 22.31 | 9.41 | 7.58 | 5.82 | 7.21 | 8.16 | 9.36 | 7.94 |
| Draw Down(%) | NA | 10.25 | 10.25 | 11.57 | 16.84 | NA | NA | … | … | 10.25 | 3.71 | 8.15 | 7.83 | 4.70 | 5.85 | 5.74 | 15.53 | 8.94 | 16.84 | 34.87 | 6.68 | 8.82 | 4.16 | 6.60 | 6.70 | 15.08 | 9.94 |
| Yield(%) | NA | 4.88 | 3.11 | 3.61 | 3.43 | NA | NA | … | … | 4.85 | 0.41 | 3.92 | 4.96 | 3.90 | 3.38 | 3.72 | 1.79 | 3.99 | 2.86 | 5.15 | 6.02 | 7.13 | 3.60 | 4.73 | 2.25 | 3.43 | 3.15 |
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 |
|---|---|---|---|---|
| Rummel Klepper&Kahl LLP Pre-Tax Savings Plan Strategic Asset Allocation – Optimal Moderate |
-7.05%
Feb 2006 – Feb 2009 |
-0.66%
Feb 2004 – Feb 2009 |
5.72%
Feb 2006 – Feb 2016 |
6.66%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Rummel Klepper&Kahl LLP Pre-Tax Savings Plan Strategic Asset Allocation – Optimal Moderate |
20.64%
Feb 2009 – Feb 2012 |
17.23%
Feb 2009 – Feb 2014 |
9.68%
Mar 2003 – Mar 2013 |
8.53%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart